# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0002071691-26-012472
**Filing Date:** 2026-5
**Character Count:** 1245319
**Document Hash:** be9affa4da9338c3e3ce3c170055f23e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012472.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012472

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03290
- **FILM NUMBER:** 261029740

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3978249122.02

**Total Liabilities:** $189860623.75

**Net Assets:** $3788388498.27

**Amount of Assets Invested in Other Investment Companies:** $49185007.75

**Cash Not Reported:** $27243109.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13615.86000000 | **1-Year:** 3514.04000000 | **5-Year:** 30273.80000000 | **10-Year:** 48869.98000000 | **30-Year:** 7828.50000000

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

- **3-Month:** 116076.93000000 | **1-Year:** 154620.98000000 | **5-Year:** 577215.01000000 | **10-Year:** 113898.00000000 | **30-Year:** -77888.82000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007938 | 2.83%                | 1.38%                | -6.25%               |
| Class ID C000007940 | 2.85%                | 1.31%                | -6.26%               |
| Class ID C000007939 | 2.86%                | 1.33%                | -6.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $38454961.69             | $47977486.71                               |
| Month 2  | $45613763.07             | $-23296410.29                              |
| Month 3  | $17397931.08             | $-233158336.72                             |

**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        |      300000 | PA      | $336352.35    | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                     | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -21764 | NS      | $228825.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBL6SC7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -233 | NC      | $-87375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |    18353383 | OU      | $1024012.89   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                       | CUSIP: 53626N102<br>LEI: N/A                  | N/A              | DE               |  | US        |        2341 | NS      | $-2130.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                               | Host Hotels & Resorts, Inc.                                                                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       68439 | NS      | $1311291.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                  | ProAmpac PG Borrower LLC, 1st Lien Term Loan                                                                                  | CUSIP: 74274NAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $1137067.44   | 0.03%             | 2033-03-07      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      237000 | PA      | $231863.21    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -35 | NC      | $-93625.00    | -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      | $568.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      219000 | PA      | $217462.89    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2355877600 | PA      | $-28111.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52333.28     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11493456 | PA      | $-5406.28     | -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      | $-1616.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                             | Heimstaden Bostad Treasury BV                                                                                                 | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      341000 | PA      | $386730.96    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | 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      | $-1065.84     | -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      | $-344340.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                       | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4506422 | PA      | $4060576.81   | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                                               | Tackle SARL, Facility 1st Lien Term Loan B2                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1839139 | PA      | $2120667.36   | 0.06%             | 2028-05-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MMG Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -944000 | NS      | $-35844.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                      | Redstone HoldCo 2 LP, 1st Lien Term Loan A1                                                                                   | CUSIP: 75775JAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      811818 | PA      | $708985.01    | 0.02%             | 2030-12-31      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -1408000 | PA      | $-2466.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                            | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      913761 | PA      | $851597.95    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        3124 | NS      | $3367174.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Infrastrutture Wireless Italiane SpA                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -5054 | NS      | $8766.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceTitan, Inc.                                                        | ServiceTitan, Inc., Class A                                                                                                   | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11776 | NS      | $747304.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     5549000 | PA      | $0.55         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      530000 | PA      | $599421.75    | 0.02%             | 2039-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      509000 | PA      | $474934.62    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    26266200 | PA      | $105695.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |      -21809 | NS      | $-46671.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       31680 | PA      | $25106.40     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         215 | NC      | $-1820351.86  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BXP, Inc.                                                                                                                     | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -14611 | NS      | $16656.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                  | CUSIP: 00PBR9U40<br>LEI: N/A                  | N/A              | DE               |  | US        |         -34 | NC      | $-16490.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       46567 | NS      | $6850471.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Metaplanet, Inc.                                                          | Metaplanet, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 3538006DGBY53D3UEV95       | Long             | EC               | CORP              | JP        |      146900 | NS      | $286629.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                             | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1554400 | PA      | $1417438.09   | 0.04%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| King US Bidco, Inc.                                                       | King US Bidco, Inc.                                                                                                           | CUSIP: DA2535023<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      475000 | PA      | $546337.50    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                                                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       11690 | NS      | $4181162.30   | 0.11%             |  |  |  | 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        |     2344455 | PA      | $1608995.95   | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | 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        |      739000 | PA      | $705683.09    | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       16100 | NS      | $651788.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baht                                                                      | Baht                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -135274000 | PA      | $-197987.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      319000 | PA      | $368868.62    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Workday, Inc., Class A                                                                                                        | CUSIP: 98138H101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -6923 | NS      | $47550.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                                                                | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $242372.50    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       26660 | NS      | $1813413.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Shandong Gold Mining Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -229500 | NS      | $-80421.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wom New Holdco                                                            | WOM New Holdco                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1359 | NS      | $31257.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                             | CUSIP: 00PBV60B8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -67 | NC      | $-10351.50    | -0.00%            |  |  |  | No            |                  1 | 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        |      365310 | PA      | $359830.35    | 0.01%             | 2032-01-28      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00PC2HGA9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -21 | NC      | $-37852.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       22179 | NS      | $6162878.73   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       78590 | NS      | $16791539.40  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -10128795 | PA      | $-53672.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sartorius Stedim Biotech                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -2937 | NS      | $-18896.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                   | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420006 | PA      | $392494.22    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | 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      | $4367.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      197161 | NS      | $10438.49     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      149000 | PA      | $164523.34    | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Philippines                                                   | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    20000000 | PA      | $306112.33    | 0.01%             | 2036-02-23      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Constellation Brands, Inc., Class A                                                                                           | CUSIP: 21036P108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -11415 | NS      | $27702.15     | 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      | $1186.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      208000 | PA      | $230536.83    | 0.01%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      142000 | PA      | $159515.34    | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         274 | NC      | $-120766.71   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103250.00    | 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        |    13348750 | PA      | $239914.41    | 0.01%             | 2029-05-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -468 | NC      | $-588510.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      107839 | OU      | $11137.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      146708 | NS      | $24890479.28  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Port of Beaumont Navigation District                                      | Port of Beaumont Navigation District, Series 2024B                                                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     1250000 | PA      | $1251063.13   | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-561.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                             | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100973.10    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      169000 | PA      | $182275.38    | 0.00%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      784000 | PA      | $566945.68    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A2                                                                             | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      726374 | PA      | $552580.30    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       21643 | NS      | $748728.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                               | Ionis Pharmaceuticals, Inc.                                                                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        2636 | NS      | $197937.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                          | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       28141 | NS      | $151.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | DBT              | CORP              | JP        |   250000000 | PA      | $1602816.55   | 0.04%             | 2029-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       10763 | NS      | $4579118.35   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                   | Idemitsu Kosan Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      103800 | NS      | $1019058.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2184000 | PA      | $2240971.82   | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      226339 | NS      | $28129410.92  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth, Inc.                                                      | USA Rare Earth, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       80397 | NS      | $1216808.60   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                              | Virgin Media O2 Vendor Financing Notes V DAC                                                                                  | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |      196000 | PA      | $229803.29    | 0.01%             | 2032-03-15      | 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      | $554696.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $208442.00    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    34848301 | PA      | $-367228.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       30412 | NS      | $7514196.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    29662826 | PA      | $42496.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -5891900 | PA      | $-15117.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH plc                                                                   | CRH plc                                                                                                                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       81221 | NS      | $8537951.52   | 0.23%             |  |  |  | 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        |     2721806 | PA      | $2701392.88   | 0.07%             | 2030-08-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Jubilee CLO DAC                                                           | Jubilee CLO DAC, Series 2024-29X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400VFSWKTVSOVPY94       | Long             | ABS-CBDO         | CORP              | IE        |      860000 | PA      | $978523.72    | 0.03%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         158 | NC      | $8458.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                | Continuum Energy Pte. Ltd.                                                                                                    | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |     2085548 | PA      | $2077831.47   | 0.05%             | 2027-09-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                           | CUSIP: 00CC6EE26<br>LEI: N/A                  | N/A              | DE               |  | US        |          70 | NC      | $1715.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        4765 | NS      | $1860303.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        5369 | NS      | $1233742.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -94 | NC      | $-156040.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Expedia Group, Inc.                                                                                                           | CUSIP: 30212P303<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -5862 | NS      | $33765.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       93000 | PA      | $84906.68     | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC237K2<br>LEI: N/A                  | N/A              | DE               |  | US        |          23 | NC      | $7360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alstom SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -30360 | NS      | $-25483.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       38082 | NS      | $1857698.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00PC6UT46<br>LEI: N/A                  | N/A              | DE               |  | US        |        -320 | NC      | $-47040.00    | -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      | $-15027.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      755000 | PA      | $792053.14    | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       42654 | NS      | $5389332.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    24202563 | PA      | $324681.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                   | Robinhood Markets, Inc., Class A                                                                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       14695 | NS      | $1018363.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00PC70MU0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -61 | NC      | $-128710.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      201000 | PA      | $144217.50    | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 00PBR9Q60<br>LEI: N/A                  | N/A              | DE               |  | US        |        -243 | NC      | $-50179.50    | -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      | $-28173.12    | -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        |       13678 | NS      | $746767.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   352353374 | PA      | $-68699.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2339000 | PA      | $2338998.13   | 0.06%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   149053025 | PA      | $-21645.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00PCDP0C2<br>LEI: N/A                  | N/A              | DE               |  | US        |         327 | NC      | $103822.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    33485000 | PA      | $5485.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton, Inc.                                                             | Krafton, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |        5372 | NS      | $918381.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                | Alexander Funding Trust II                                                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      635000 | PA      | $668617.41    | 0.02%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1920 | NS      | $6091.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                             | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                                                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        2324 | NS      | $1467701.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HR Ottawa LP                                                              | HR Ottawa LP                                                                                                                  | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    11890788 | PA      | $13214140.73  | 0.35%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    28910856 | PA      | $330508.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          94 | NC      | $736490.00    | 0.02%             |  |  |  | No            |                  1 | 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        |      212000 | PA      | $192245.16    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3378.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A                                                                 | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380828 | PA      | $362738.67    | 0.01%             | 2026-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | InPost SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -43648 | NS      | $-16745.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   114000000 | PA      | $223557.82    | 0.01%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC7TW22<br>LEI: N/A                  | N/A              | DE               |  | US        |        3274 | NC      | $1292499.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5223800 | PA      | $-369233.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       10190 | NS      | $630149.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     5463633 | PA      | $4149.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                             | CUSIP: 00CCFJSX2<br>LEI: N/A                  | N/A              | DE               |  | US        |          67 | NC      | $13031.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                               | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      108000 | NS      | $1690200.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                                                                  | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $686019.62    | 0.02%             | 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        |         779 | NS      | $632663.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    34534942 | PA      | $220326.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 00PBS5180<br>LEI: N/A                  | N/A              | DE               |  | US        |         -16 | NC      | $-12800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd.                                                            | Rio Tinto Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        9964 | NS      | $1132045.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      220000 | PA      | $217415.00    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25951.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $2902179.00   | 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        |      512671 | NS      | $89409822.40  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 00PBVABB7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -65 | NC      | $-32175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       14000 | PA      | $14505.71     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | 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      | $184857.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      325000 | PA      | $378617.57    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                                                                   | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       17876 | NS      | $314397.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                                              | Mirvac Group                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      573979 | NS      | $709187.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      247912 | NS      | $51632632.24  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                                                           | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191460.00    | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    51937534 | PA      | $-45982.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      143292 | PA      | $157677.50    | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      436000 | PA      | $19361.27     | 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        |      466231 | PA      | $466671.16    | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00CC6U2G2<br>LEI: N/A                  | N/A              | DE               |  | US        |          28 | NC      | $12040.00     | 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      | $-45844.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      660000 | PA      | $756788.90    | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -9667 | NS      | $-182834.40   | -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        |      410000 | PA      | $472583.95    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -5610000 | PA      | $-7823.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    42360723 | PA      | $952189.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B23, Class XA                                                                           | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13906926 | PA      | $598232.86    | 0.02%             | 2054-02-15      | Variable      | 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      | $6362.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 00PBE8CQ7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -467 | NC      | $-758875.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CVB Financial Corp.                                                                                                           | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -8125 | NS      | $-1218.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Railway Group Ltd., Class H                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -879000 | NS      | $-7354.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                                        | Vodacom Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |      159051 | NS      | $1356533.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                                                           | Advantest Corp.                                                                                                               | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       24800 | NS      | $3422565.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Peso Uruguayo                                                             | Peso Uruguayo                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | UY        |           0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      373000 | PA      | $4129.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                       | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      752825 | PA      | $29510.74     | 0.00%             | 2028-06-05      | Variable      | 15.25%                | No            |                  3 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        3791 | NS      | $1007003.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $411236.99    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5818.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank (The)                                                 | Saudi National Bank (The)                                                                                                     | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |       12917 | NS      | $145817.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    69069885 | PA      | $435385.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brenntag SE                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -4716 | NS      | $-18153.50    | -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      | $-3228.31     | -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        |       14399 | NS      | $222434.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00CCD84H9<br>LEI: N/A                  | N/A              | DE               |  | US        |         441 | NC      | $4907.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |       31389 | NS      | $499754.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                  | CUSIP: 00PC6LU77<br>LEI: N/A                  | N/A              | DE               |  | US        |         -91 | NC      | $-17244.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                     | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      298000 | PA      | $339821.58    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | 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      | $-12902.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenaska Pennsylvania Partners LLC                                         | Tenaska Pennsylvania Partners LLC, 1st Lien Term Loan B                                                                       | CUSIP: 88032VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      675000 | PA      | $671625.00    | 0.02%             | 2033-02-18      | Variable      | 5.90%                 | No            |                  3 | On Loan: No      |
| Etihad Etisalat Co.                                                       | Etihad Etisalat Co.                                                                                                           | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |       49899 | NS      | $868976.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -80 | NC      | $-83800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      102215 | PA      | $52.82        | 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      | $245261.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HCA Healthcare, Inc.                                                                                                          | CUSIP: 40412C101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -4404 | NS      | $93981.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kersia International SAS                                                  | Kersia International SAS, 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1142268.76   | 0.03%             | 2030-12-23      | Variable      | 5.63%                 | 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        |      475000 | PA      | $474705.55    | 0.01%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                                                                                 | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |      311000 | PA      | $367254.07    | 0.01%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Luna 2.5 SARL                                                             | Luna 2.5 SARL                                                                                                                 | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |      230000 | PA      | $261487.36    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3514289 | PA      | $5309.99      | 0.00%             |  |  |  | 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        |      774100 | NS      | $1658508.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6454.01      | 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      | $-1020.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       87397 | PA      | $61177.90     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                       | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $658761.47    | 0.02%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       29296 | NS      | $19921.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -23035 | NC      | $-2208350.28  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 00CC6MQS8<br>LEI: N/A                  | N/A              | DE               |  | US        |          91 | NC      | $4777.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                           | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       34586 | NS      | $10516910.88  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| eMemory Technology, Inc.                                                  | eMemory Technology, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        9000 | NS      | $766314.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | Weichai Power Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      203000 | NS      | $719883.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class D                                                                      | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       63441 | PA      | $56860.25     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      601000 | PA      | $674918.30    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       42000 | PA      | $42259.56     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PBS4WE6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -77 | NC      | $-14784.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class B                                                                      | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      548000 | PA      | $547732.63    | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      322762 | NS      | $8377830.19   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |       15462 | NS      | $1320327.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Safran SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          73 | NC      | $1307.84      | 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      | $-42641.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       34000 | PA      | $34756.33     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertex Pharmaceuticals, Inc.                                                                                                  | CUSIP: 00PB51LV1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -42 | NC      | $-28560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1084000 | PA      | $1503508.00   | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $4620375.00   | 0.12%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group                                                     | Betclic Everest Group, Facility 1st Lien Term Loan B2                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1345002 | PA      | $1527414.71   | 0.04%             | 2031-12-10      | Variable      | 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      | $522464.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                    | RWE AG                                                                                                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       25233 | NS      | $1697647.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       49000 | PA      | $47644.57     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings LLC                                                | Starz Capital Holdings LLC                                                                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      276000 | PA      | $224940.00    | 0.01%             | 2029-04-15      | 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      | $7696.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        3572 | NS      | $5259448.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IGT Holding IV AB                                                         | IGT Holding IV AB, Facility 1st Lien Term Loan B4                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |     1666667 | PA      | $1885788.91   | 0.05%             | 2031-08-29      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      335900 | NS      | $3026504.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    34534942 | PA      | $217809.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                                           | Breakwater Energy Holdings SARL                                                                                               | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $315055.20    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4524000 | PA      | $1159611.66   | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Danaher Corp.                                                                                                                 | CUSIP: 235851102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -9199 | NS      | $3679.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347396.17    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         577 | NC      | $530840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   164148679 | PA      | $44958.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                                       | Sabena Technics SAS                                                                                                           | CUSIP: N/A<br>LEI: 969500IBFY3VCVJ46X47       | Long             | DBT              | CORP              | FR        |     1712502 | PA      | $1979395.33   | 0.05%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      951300 | PA      | $1128038.62   | 0.03%             | 2029-05-31      | Fixed         | 6.38%                 | 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        |      198286 | PA      | $58843.37     | 0.00%             | 2028-04-30      | Variable      | 8.57%                 | 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      | $33102.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                       | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      928000 | PA      | $988867.89    | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | 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        |     1787655 | NS      | $530140.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    18934567 | PA      | $-114906.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                          | Sony Group Corp.                                                                                                              | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       68500 | NS      | $1427727.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -2219000 | PA      | $-3116.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       43290 | NS      | $2625538.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nan Ya Printed Circuit Board Corp.                                        | Nan Ya Printed Circuit Board Corp.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       35000 | NS      | $603618.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                                                            | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       81828 | NS      | $870333.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Finance Ltd.                                                          | NCL Finance Ltd.                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      100000 | PA      | $100859.20    | 0.00%             | 2028-03-15      | Fixed         | 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      | $-208.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cheniere Energy, Inc.                                                                                                         | CUSIP: 00CBV0GJ1<br>LEI: N/A                  | N/A              | DE               |  | US        |          84 | NC      | $75600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      151920 | PA      | $127308.96    | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE, Series SUFP                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1263180.98   | 0.03%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       40386 | NS      | $37145831.22  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   352753464 | PA      | $-61555.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    69950941 | PA      | $-14468.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      239000 | PA      | $240616.36    | 0.01%             | 2030-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                  | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               |  | US        |      -10659 | NS      | $32490.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argento LLC                                                               | Argento LLC, 1st Lien Term Loan A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1580000 | PA      | $1516800.00   | 0.04%             | 2033-02-24      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Snorkel AI, Inc., Series C                                                | Snorkel AI, Inc., Series C                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       55904 | NS      | $489160.00    | 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        |      134216 | NS      | $2368486.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       58313 | NS      | $19161068.67  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    17639153 | PA      | $-2906.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Capital Ltd.                                                         | CMOC Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900RVFDRGDY5WUQ83       | Long             | DBT              | CORP              | VG        |      700000 | PA      | $677256.41    | 0.02%             | 2027-01-24      | 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      | $39763.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                    | Arcano Euro CLO II DAC, Series 2X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |      370000 | PA      | $425575.15    | 0.01%             | 2039-07-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                     | Deckers Outdoor Corp.                                                                                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       26269 | NS      | $2629264.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Facility 1st Lien Term Loan H                                                                                       | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     9179147 | PA      | $10239437.93  | 0.27%             | 2029-01-31      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                                                       | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      420000 | PA      | $417571.93    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                                                           | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     1317000 | PA      | $1554892.17   | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -4486 | NS      | $-1480.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                     | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       11113 | NS      | $1071737.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     2168000 | PA      | $2776967.59   | 0.07%             | 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        |       27348 | NS      | $6302620.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00PBRYS71<br>LEI: N/A                  | N/A              | DE               |  | US        |         -22 | NC      | $-19415.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Palantir Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -51 | NC      | $-32385.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1078000 | PA      | $1062859.55   | 0.03%             | 2032-02-27      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                   | Meituan, Class B                                                                                                              | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       30000 | NS      | $327367.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Philip Morris International, Inc.                                                                                             | CUSIP: 00CCFK3E8<br>LEI: N/A                  | N/A              | DE               |  | US        |          46 | NC      | $8395.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      291262 | NS      | $83551417.32  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      226000 | PA      | $220478.89    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grand Rounds, Inc.                                                        | Grand Rounds, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     2434345 | NS      | $1752728.40   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   702102500 | PA      | $-1327837.78  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00PB509Z8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -151 | NC      | $-60022.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       18947 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                             | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      241000 | PA      | $247253.95    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      345040 | NS      | $16134456.51  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         150 | NC      | $17925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $336119.33    | 0.01%             | 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        |     3633000 | PA      | $2547445.74   | 0.07%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya LLC                                                                 | Avaya LLC                                                                                                                     | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         261 | NS      | $3719.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                               | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2283000 | PA      | $2255010.42   | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pioneer Midco LLC                                                         | Pioneer Midco LLC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     4522792 | PA      | $4517365.12   | 0.12%             | 2030-11-18      | Floating      | 10.50%                | 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      | $-9138.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       86769 | NS      | $3829115.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      191288 | NS      | $12003322.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -4110000 | PA      | $-9602.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           9 | NC      | $40365.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                                                                 | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      172000 | PA      | $184893.50    | 0.00%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    66920000 | PA      | $1092446.80   | 0.03%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                               | James Hardie Industries plc                                                                                                   | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       31514 | NS      | $596875.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       13475 | NS      | $5826320.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc., Class A                                                                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        6285 | NS      | $355165.35    | 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      | $-852080.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $155100.00    | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | 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      | $-3699.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     3214000 | PA      | $513.09       | 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      | $-178144.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc., Class A                                                                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         483 | NS      | $157974.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      164186 | PA      | $44403.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TVC DSCR                                                                  | TVC DSCR, Series 2021-1, Class A                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     2787573 | PA      | $2631267.46   | 0.07%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -3214000 | PA      | $-513.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class F                                                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1645000 | PA      | $1627929.67   | 0.04%             | 2041-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mitsui OSK Lines Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -34100 | NS      | $-53778.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3978000 | PA      | $1061818.02   | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                    | Julius Baer Group Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |       19527 | NS      | $1436288.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |     1061000 | PA      | $1240017.26   | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Gartner, Inc.                                                                                                                 | CUSIP: 366651107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -6204 | NS      | $26367.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., 1st Lien Term Loan                                                                                | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1133796.38   | 0.03%             | 2031-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                              | Biogen, Inc.                                                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        1986 | NS      | $364093.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 00PBREW96<br>LEI: N/A                  | N/A              | DE               |  | US        |         -16 | NC      | $-24000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PC6K163<br>LEI: N/A                  | N/A              | DE               |  | US        |        -169 | NC      | $-734.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | Hon Hai Precision Industry Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |       93000 | NS      | $568487.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                      | WOM Chile Holdco SpA                                                                                                          | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      446730 | PA      | $405201.98    | 0.01%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2998.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                                                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       15732 | NS      | $6278497.15   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12584590 | PA      | $1054106.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SIG Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -73980 | NS      | $-60982.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24938.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                       | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       90185 | NS      | $1434843.35   | 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      | $908089.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iliad SA                                                                  | Iliad SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $452737.72    | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -33485000 | PA      | $-571.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   485437007 | PA      | $12587.64     | 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        |      425000 | NS      | $312604.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                                                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        6296 | NS      | $949562.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                                                             | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       58100 | NS      | $568478.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp.                                                               | Ayala Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 254900QJ68UH8GKNGI69       | Long             | EC               | CORP              | PH        |       19510 | NS      | $163092.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      288000 | PA      | $327436.52    | 0.01%             | 2029-10-10      | 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      | $-7336.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      120415 | NS      | $11628455.91  | 0.31%             |  |  |  | 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      | $-1759.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        1126 | NS      | $193795.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104095.20    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-1A, Class BR                                                                                   | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      875000 | PA      | $875149.89    | 0.02%             | 2036-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       16744 | NS      | $14615837.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67000.00     | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      275000 | PA      | $135437.50    | 0.00%             | 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        |      131100 | NS      | $2138270.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                          | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                                                  | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     1363000 | PA      | $1345598.58   | 0.04%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Diploma plc                                                               | Diploma plc                                                                                                                   | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |       15005 | NS      | $1198028.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                  | CUSIP: 00CC6ECR3<br>LEI: N/A                  | N/A              | DE               |  | US        |          34 | NC      | $2754.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Community Financial System, Inc.                                                                                              | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3195 | NS      | $-1118.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21582853 | PA      | $-22232.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                            | Fortescue Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       82640 | NS      | $1180892.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   456140749 | PA      | $2591.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCMG Construction Machinery Co. Ltd.                                      | XCMG Construction Machinery Co. Ltd., Class A                                                                                 | CUSIP: N/A<br>LEI: 300300QGG1VFJ0WTJE78       | Long             | EC               | CORP              | CN        |      574300 | NS      | $848036.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       77839 | NS      | $2144112.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        2891 | NS      | $633186.82    | 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      | $-12793.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00PBV9105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -467 | NC      | $-324565.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MHP                                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class G                                                                      | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      869687 | PA      | $869143.45    | 0.02%             | 2038-07-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    30611404 | PA      | $-720317.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Taurus Law 130 Securities SRL                                             | Taurus Law 130 Securities SRL                                                                                                 | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |     1786322 | PA      | $2054488.35   | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $1011920.75   | 0.03%             | 2032-06-16      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                                        | BCP V Modular Services Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1161883.33   | 0.03%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                            | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      557075 | PA      | $278537.38    | 0.01%             | 2028-10-25      | Variable      | 9.17%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00PBEM584<br>LEI: N/A                  | N/A              | DE               |  | US        |        -358 | NC      | $-52447.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Latvia                                                        | Latvia Government Bond                                                                                                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      280000 | PA      | $280350.00    | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      110488 | NS      | $3242822.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy, Facility 1st Lien Term Loan B7                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |     1497708 | PA      | $1728668.16   | 0.05%             | 2031-08-05      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450Y103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -85020 | NS      | $22105.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                 | FNA 8 LLC, Series 2025-1, Class A                                                                                             | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1224764 | PA      | $1219665.90   | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust                                            | ONNI Commerical Mortgage Trust, Series 2024-APT, Class A                                                                      | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660000 | PA      | $667962.04    | 0.02%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      266682 | NS      | $67681224.78  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      514000 | PA      | $621140.41    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        2552 | NS      | $572872.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       39000 | PA      | $38757.59     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      654000 | PA      | $703401.14    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco Sarl                                                                                                          | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      786268 | PA      | $804783.36    | 0.02%             | 2031-01-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Hon Precision, Inc.                                                       | Hon Precision, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       13000 | NS      | $1438400.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       89000 | PA      | $91446.34     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Splitrock Services, Inc.                                                  | Splitrock Services, Inc., Series 2024-1-A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       37807 | PA      | $727269.18    | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      187183 | NS      | $10867625.77  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      487000 | PA      | $487415.27    | 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        |      200000 | PA      | $234307.17    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      221000 | PA      | $221000.00    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      575000 | PA      | $574855.85    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                            | VF Ukraine PAT                                                                                                                | CUSIP: N/A<br>LEI: 213800C9OW7RIPPP6Z96       | Long             | DBT              | CORP              | UA        |      235571 | PA      | $232037.11    | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        7512 | NS      | $1526288.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                 | Grupo Aeroportuario del Sureste SAB de CV, Class B                                                                            | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |       31294 | NS      | $1054616.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                           | Isetan Mitsukoshi Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       47000 | NS      | $865995.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18252.05     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      888968 | PA      | $1051611.40   | 0.03%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class XA                                                              | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7682588 | PA      | $471483.49    | 0.01%             | 2053-07-15      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd.                                                            | FirstRand Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      310527 | NS      | $1589684.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Schroders plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -154704 | NS      | $-5862.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC, Class A                                                                                                     | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |       68795 | NS      | $0.69         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                                                               | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      150000 | PA      | $170787.54    | 0.00%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2016-10HY, Class E                                                                        | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314754 | PA      | $310607.65    | 0.01%             | 2038-08-10      | Variable      | 2.98%                 | 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      | $7274.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                            | DoorDash, Inc., Class A                                                                                                       | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        4542 | NS      | $681981.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-B, Class D                                                                      | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       54178 | PA      | $49649.84     | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         325 | NS      | $20546.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1101000 | PA      | $1138434.00   | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00PC26CW9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -61 | NC      | $-59475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc, Class A                                                                                                   | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |        8462 | NS      | $405922.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp., 1st Lien Term Loan                                                                                               | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      892546 | PA      | $562304.16    | 0.01%             | 2029-11-19      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                                | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |      284408 | NS      | $3.76         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       51319 | NS      | $2582372.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      181685 | NS      | $16874902.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology                                                       | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |      102400 | NS      | $603169.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      296000 | PA      | $-5588.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -87199 | NS      | $3189.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SATS Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -49000 | NS      | $-829.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class C                                                                      | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      233403 | PA      | $210616.28    | 0.01%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | Recruit Holdings Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       65000 | NS      | $2832048.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |     -121565 | NS      | $-14456.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class D                                                                                  | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       36398 | PA      | $36410.38     | 0.00%             | 2051-07-25      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      122000 | PA      | $122861.08    | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    41631963 | PA      | $-952706.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                                                         | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1500000 | PA      | $1727446.72   | 0.05%             | 2032-01-28      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12666000 | PA      | $16734373.47  | 0.44%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $88242.38     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       17774 | NS      | $667769.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                                                       | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |      354000 | PA      | $394567.22    | 0.01%             | 2031-02-05      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EG Global Finance plc                                                     | EG Global Finance plc                                                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      852000 | PA      | $911599.10    | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      260000 | PA      | $1614.21      | 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        |     2783066 | PA      | $2453184.74   | 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        |       89650 | NS      | $17843039.50  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3908.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -48 | NC      | $-40080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        9506 | NS      | $1297283.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       81756 | PA      | $-49040.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equate Petrochemical Co. KSCC                                             | Equate Petrochemical Co. KSCC                                                                                                 | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |      267000 | PA      | $264246.56    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Grifols SA, Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -66974 | NS      | $-17157.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Life Group, Inc.                                                  | Daiichi Life Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      172900 | NS      | $1594482.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Super Micro Computer, Inc.                                                                                                    | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |      -35233 | NS      | $-41927.27    | -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        |       29000 | PA      | $38882.79     | 0.00%             | 2031-09-15      | 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      | $2350.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teya Services Ltd.                                                        | Teya Services Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |        1159 | NS      | $262281.70    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6261.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      250000 | PA      | $281286.97    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lowe's Cos., Inc.                                                                                                             | CUSIP: 00CC4NYP5<br>LEI: N/A                  | N/A              | DE               |  | US        |          84 | NC      | $1008.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stage Entertainment BV                                                    | Stage Entertainment BV, Facility 1st Lien Term Loan B3                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     1000000 | PA      | $1121659.96   | 0.03%             | 2029-06-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      551000 | PA      | $-33076.29    | -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        |      508000 | PA      | $509532.64    | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | 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        |      670000 | PA      | $782601.24    | 0.02%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd.                                     | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     1662820 | PA      | $1540635.85   | 0.04%             | 2026-06-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00CCDGGW5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -327 | NC      | $-2289.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                                                                | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $229712.50    | 0.01%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-KING, Class A                                                                       | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      769865 | PA      | $769864.88    | 0.02%             | 2034-05-15      | Floating      | 5.21%                 | 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      | $-910198.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |      753708 | OU      | $116579.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      232794 | NS      | $6495168.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18373000 | PA      | $-395214.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      978000 | PA      | $960703.78    | 0.03%             | 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        |        3693 | NS      | $1182942.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      556500 | PA      | $5409.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lam Research Corp.                                                                                                            | CUSIP: 00PC705M7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -35 | NC      | $-31850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     1172000 | PA      | $26572.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        1088 | NS      | $1161483.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   211951421 | PA      | $407109.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       38239 | NS      | $1192292.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -128 | NC      | $-90880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      706000 | PA      | $707458.81    | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                                        | Thames Water Utilities Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |     1381000 | PA      | $1237167.98   | 0.03%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       19825 | OU      | $11392.28     | 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      | $33342.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                         | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    74094754 | NS      | $74109573.39  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Campbell's Company (The)                                                                                                      | CUSIP: 134429109<br>LEI: N/A                  | N/A              | DE               |  | US        |     -132642 | NS      | $-166925.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       12350 | NS      | $16086.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      404000 | PA      | $412505.41    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  4643032868 | PA      | $-50814.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          70 | NC      | $-64059.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       13523 | NS      | $3837286.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6026000 | PA      | $2480.92      | 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      | $7352.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | Mercedes-Benz Group AG                                                                                                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       25673 | NS      | $1577936.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                                                       | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      415000 | PA      | $415326.15    | 0.01%             | 2042-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                        | Uniti Services LLC                                                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      184000 | PA      | $191295.91    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39311.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TOPPAN Holdings, Inc.                                                                                                         | CUSIP: 890747108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -33900 | NS      | $68219.29     | 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      | $5410.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Crown Castle, Inc.                                                                                                            | CUSIP: 22822V101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -15174 | NS      | $303.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                         | Ross Stores, Inc.                                                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1296 | NS      | $280752.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -168 | NC      | $-37212.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp.                                                           | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95645.74     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                                                          | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       42441 | PA      | $41804.39     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                             | Veralto Corp.                                                                                                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       24194 | NS      | $2139233.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      971000 | PA      | $1155983.35   | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      344000 | PA      | $451890.77    | 0.01%             | 2027-06-20      | Variable      | 5.75%                 | 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        |     2186250 | PA      | $2076937.50   | 0.05%             | 2031-07-09      | Variable      | 8.45%                 | No            |                  3 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R DAC                                  | CVC Cordatus Opportunity Loan Fund-R DAC, Series 1X, Class DR                                                                 | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |     1640000 | PA      | $1864128.85   | 0.05%             | 2033-08-15      | Floating      | 4.78%                 | 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        |     1509000 | PA      | $1867235.13   | 0.05%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |         -19 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp.                                                                                                       | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8995.86      | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | 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        |     1127298 | PA      | $1123070.71   | 0.03%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                           | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       26793 | NS      | $6243441.73   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| New Generation Gas Gathering LLC                                          | New Generation Gas Gathering LLC                                                                                              | CUSIP: N/A<br>LEI: 9845008CB7EPB0KCD474       | Long             | DBT              | CORP              | US        |     4370270 | PA      | $4397802.97   | 0.12%             | 2029-09-30      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      341000 | PA      | $373285.53    | 0.01%             | 2034-10-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EG Finco Ltd.                                                             | EG Finco Ltd., 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1139691.22   | 0.03%             | 2031-02-10      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      166000 | PA      | $67966.20     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PC27X12<br>LEI: N/A                  | N/A              | DE               |  | US        |         -94 | NC      | $-84365.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $205330.73    | 0.01%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Caterpillar, Inc.                                                                                                             | CUSIP: 00PBN5WX6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -11 | NC      | $-21092.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       48645 | NS      | $3499034.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     5335000 | PA      | $5192272.75   | 0.14%             | 2031-02-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                                                          | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      300000 | PA      | $344994.89    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Neste OYJ                                                                 | Neste OYJ                                                                                                                     | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        3737 | NS      | $121443.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                     | Spotify Technology SA                                                                                                         | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        2048 | NS      | $993095.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $203055.00    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     3384376 | PA      | $2844060.37   | 0.08%             | 2030-12-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | E Ink Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -25000 | NS      | $2390.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A                                                              | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $353401.13    | 0.01%             | 2036-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      120000 | PA      | $-10315.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      429000 | PA      | $7873.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       21667 | NS      | $3904610.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -88 | NC      | $-140366.42   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                                                                        | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      189000 | PA      | $254317.71    | 0.01%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Applegreen Ltd.                                                           | Applegreen Ltd., Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     1424051 | PA      | $1648869.83   | 0.04%             | 2032-01-26      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |       10599 | NS      | $721992.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | Yakult Honsha Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -55300 | NS      | $-29756.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -35300 | NS      | $-26313.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                                          | Crescent Midstream Operating LLC, 1st Lien Term Loan                                                                          | CUSIP: 22577PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2431000 | PA      | $2436056.48   | 0.06%             | 2033-02-11      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       81521 | NS      | $19926993.24  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                  | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       76843 | PA      | $76457.01     | 0.00%             | 2051-07-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                                   | Regatta 31 Funding Ltd., Series 2025-1A, Class A1                                                                             | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299351.40    | 0.01%             | 2038-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-BA, Class A                                                                       | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1590000 | PA      | $1582183.24   | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                          | PRA Group Europe Holding II SARL                                                                                              | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $218639.66    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       80437 | NS      | $9675766.73   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       25620 | NS      | $12801289.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BBAM US CLO I Ltd.                                                        | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                                  | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269594.06    | 0.01%             | 2038-03-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CSX Corp.                                                                                                                     | CUSIP: 00PBRVE49<br>LEI: N/A                  | N/A              | DE               |  | US        |        -192 | NC      | $-11040.00    | -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      | $-5374.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      239000 | PA      | $316814.28    | 0.01%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ZTO Express Cayman, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -33800 | NS      | $-40078.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      723658 | NS      | $896927.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 27831000000 | PA      | $1656889.83   | 0.04%             | 2027-05-15      | 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      | $30518.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       14600 | NS      | $-23159.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00PC7PKQ6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -20 | NC      | $-64900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      136000 | PA      | $145083.61    | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                | Tenaris SA                                                                                                                    | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       78724 | NS      | $2301284.60   | 0.06%             |  |  |  | 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      | $-42635.54    | -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        |       19224 | NS      | $288194.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2122.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       98042 | OU      | $10356.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PC2QNU7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -185 | NC      | $-71687.50    | -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      | $-76396.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ades Holding Co.                                                          | Ades Holding Co.                                                                                                              | CUSIP: N/A<br>LEI: 98450075A96DF4FE9813       | Long             | EC               | CORP              | SA        |       78496 | NS      | $377983.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sigma Healthcare Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -830264 | NS      | $41843.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -74734 | NS      | $-166265.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                  | XP, Inc., Class A                                                                                                             | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        8524 | NS      | $162296.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -2178 | NS      | $-84768.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trade Desk, Inc. (The), Class A                                                                                               | CUSIP: 88339J105<br>LEI: N/A                  | N/A              | DE               |  | US        |     -131829 | NS      | $165450.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -127800 | NS      | $23545.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $56188.10     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      148086 | NS      | $4158254.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka A/S                                                        | Komercni Banka A/S                                                                                                            | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        5006 | NS      | $255407.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        8067 | NS      | $768491.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -128636000 | PA      | $-503807.11   | -0.01%            |  |  |  | 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        |        8902 | NS      | $98288.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -646000 | PA      | $-15313.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      230000 | PA      | $218500.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                       | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      230000 | PA      | $194232.70    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      366000 | PA      | $409243.15    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                                        | Toucan FinCo. Ltd.                                                                                                            | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |     1004413 | PA      | $887026.45    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                       | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      333000 | PA      | $385747.55    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     1268000 | PA      | $1266326.37   | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    38659150 | PA      | $2955.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1460000 | PA      | $1476098.84   | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       55969 | PA      | $56056.55     | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CB4U649<br>LEI: N/A                  | N/A              | DE               |  | US        |        -818 | NC      | $-210635.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      643000 | PA      | $735696.98    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | ALL Health Services Corp.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          60 | 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      | $14068.52     | 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        |      992000 | NS      | $57371848.67  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -12910000 | PA      | $-68150.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12000000 | PA      | $-1791667.39  | -0.05%            |  |  |  | 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        |      168405 | NS      | $124619.56    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class A                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       11504 | NS      | $90772.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                       | Bausch + Lomb Netherlands BV                                                                                                  | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |      288000 | PA      | $332892.93    | 0.01%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93598.61     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2023-1A, Class A                                                                             | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      691641 | PA      | $695481.26    | 0.02%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: 40054J109<br>LEI: 529900BECKHBL62WD126 | Long             | EC               | CORP              | MX        |        7842 | NS      | $109866.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PCBXZJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |        1878 | NC      | $352335.76    | 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      | $-252044.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barry Callebaut AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -885 | NS      | $51700.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00PBRARL3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -27 | NC      | $-10395.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                             | Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C                                                         | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      179558 | PA      | $179496.06    | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       17544 | NS      | $945270.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avoca CLO XVIII DAC                                                       | Avoca CLO XVIII DAC, Series 18X, Class DR                                                                                     | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      400000 | PA      | $455562.19    | 0.01%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        2898 | NS      | $286122.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      669000 | PA      | $671850.94    | 0.02%             | 2035-07-15      | Variable      | 4.95%                 | 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        |     2529435 | PA      | $2523138.12   | 0.07%             | 2057-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   310036345 | PA      | $-3955.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     1280000 | PA      | $1218611.20   | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      355000 | PA      | $354345.37    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          46 | NC      | $23859.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      275000 | PA      | $309250.48    | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | 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        |        7513 | NS      | $437322.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                            | Lasertec Corp.                                                                                                                | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |       11500 | NS      | $2559596.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series E-1                                               | JumpCloud, Inc., Series E-1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     1719824 | NS      | $3147277.92   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      252000 | PA      | $251465.76    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | 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      | $2503.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29111181 | PA      | $-44219.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    81341000 | PA      | $-304001.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                  | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        6720 | NS      | $497750.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00PBRALH8<br>LEI: N/A                  | N/A              | DE               |  | US        |          -8 | NC      | $-18600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1139734473 | PA      | $-3637.42     | -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        |      316000 | PA      | $304856.45    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       55349 | PA      | $32860.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       66200 | NS      | $24609850.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      636000 | PA      | $649372.54    | 0.02%             | 2030-09-18      | Variable      | 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      | $1605.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2808.07      | 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        |      820000 | PA      | $941858.01    | 0.02%             | 2039-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CCBTU60<br>LEI: N/A                  | N/A              | DE               |  | US        |         151 | NC      | $41902.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CC6GFG9<br>LEI: N/A                  | N/A              | DE               |  | US        |         160 | NC      | $27520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PCDFEJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -485 | NC      | $-399272.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OH Partners LLC                                                           | OH PWR PARTNERS LLC Term Loan First Lien                                                                                      | CUSIP: 67742MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      846631 | PA      | $848747.15    | 0.02%             | 2032-11-12      | Variable      | 6.42%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     2156000 | PA      | $2054055.70   | 0.05%             | 2030-12-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -20 | NC      | $30458.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                  | CUSIP: 00CC3TP40<br>LEI: N/A                  | N/A              | DE               |  | US        |          49 | NC      | $21192.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC22252<br>LEI: N/A                  | N/A              | DE               |  | US        |          83 | NC      | $24858.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                                  | Mueller Industries, Inc.                                                                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        4932 | NS      | $546465.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $175800.00    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Renesas Electronics Corp.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -119800 | NS      | $730.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      602000 | PA      | $599742.50    | 0.02%             | 2041-06-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                                                               | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      472000 | PA      | $618555.80    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100630.80    | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14162000 | PA      | $-6848.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                   | CUSIP: 00CC52Y13<br>LEI: N/A                  | N/A              | DE               |  | US        |         212 | NC      | $1590.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Price Group Ltd.                                                       | Mr Price Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       47636 | NS      | $431760.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                   | KB Home                                                                                                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        7176 | NS      | $371358.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49897.74     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | 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      | $1424.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     2287738 | PA      | $2282019.06   | 0.06%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     8106417 | PA      | $260461.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seche Environnement SACA                                                  | Seche Environnement SACA                                                                                                      | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | CORP              | FR        |      105000 | PA      | $119881.84    | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                                                                       | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     1075891 | PA      | $1077236.09   | 0.03%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1142000 | PA      | $20477.26     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Zeitview                                                                  | Zeitview, Series E-3, Class E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      533409 | NS      | $541191.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       63900 | NS      | $1146437.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Whitbread plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -16736 | NS      | $7058.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3211.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $100854.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00PBEM568<br>LEI: N/A                  | N/A              | DE               |  | US        |        -160 | NC      | $-10240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                                                        | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      500000 | PA      | $574249.95    | 0.02%             | 2054-09-16      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | DBT              | CORP              | JP        |   190000000 | PA      | $1227119.50   | 0.03%             | 2031-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                            | PKHL Commercial Mortgage Trust, Series 2021-MF, Class F                                                                       | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204248 | PA      | $55907.80     | 0.00%             | 2038-07-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Airtel Africa plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -153011 | NS      | $24982.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      500000 | PA      | $575356.12    | 0.02%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      275000 | PA      | $328758.06    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      149000 | PA      | $122776.00    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                               | Nucor Corp.                                                                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        6096 | NS      | $1030833.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Turkish Lira                                                          | New Turkish Lira                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |     2096632 | OU      | $47178.42     | 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      | $-54124.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       24318 | NS      | $2985764.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   702102500 | PA      | $-1327105.87  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3043102 | PA      | $-166576.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       42184 | NS      | $4120954.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00PCC1LY5<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1372 | NC      | $-401903.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96736.18     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |       37530 | NS      | $-47287.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $91145.46     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20564.36     | 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      | $-727.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | Sofi Consumer Loan Program Trust, Series 2026-B, Class A                                                                      | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3893000 | PA      | $3892657.03   | 0.10%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -24 | NC      | $-26400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Li Auto, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -252400 | NS      | $-120760.30   | -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      | $3156.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 00CC1XJ16<br>LEI: N/A                  | N/A              | DE               |  | US        |          98 | NC      | $94080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     1901000 | PA      | $1999438.90   | 0.05%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      379000 | PA      | $359456.83    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                               | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      134000 | PA      | $130489.20    | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    57790900 | PA      | $232149.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 3-Year Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         596 | NC      | $-228776.19   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $106100.00    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $805142.88    | 0.02%             | 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        |     6580900 | NS      | $1847274.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PB50PX5<br>LEI: N/A                  | N/A              | DE               |  | US        |         818 | NC      | $869125.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                                                     | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        6913 | NS      | $2027203.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     4609106 | PA      | $196873.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                     | CUSIP: 00CC0GMP7<br>LEI: N/A                  | N/A              | DE               |  | US        |          94 | NC      | $156040.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      530000 | PA      | $3271.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | Sofi Consumer Loan Program Trust, Series 2026-B, Class D                                                                      | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      365000 | PA      | $364572.11    | 0.01%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                            | TopBuild Corp.                                                                                                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        1094 | NS      | $384322.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                                                  | Full House Resorts, Inc.                                                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       59000 | PA      | $53690.00     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                        | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |     1015000 | PA      | $1025686.94   | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | 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        |      117000 | PA      | $116724.68    | 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        |      875000 | PA      | $922456.85    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc., Class A                                                                                              | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |      132691 | NS      | $11610462.50  | 0.31%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc, 1st Lien Term Loan                                                                                         | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2000000 | PA      | $2048744.12   | 0.05%             | 2031-06-23      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9095386 | PA      | $-23801.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         256 | NC      | $16000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1941908.40   | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B2                                                             | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      647201 | PA      | $649055.87    | 0.02%             | 2032-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Entain plc                                                                | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      300000 | PA      | $340380.30    | 0.01%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1763 | NS      | $255264.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                                        | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      199626 | NS      | $888708.28    | 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      | $13261.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -235500 | NS      | $-17554.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100488.00    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class B1                                                                             | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480058 | PA      | $334406.63    | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                  | Contemporary Amperex Technology Co. Ltd., Class H                                                                             | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       30410 | NS      | $2423925.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Oak Hill Credit Partners X-R Ltd.                                         | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class AR2                                                                | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $398717.80    | 0.01%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lynas Rare Earths Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -79735 | NS      | $-123021.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      271000 | PA      | $308223.58    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $470183.14    | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                        | Publicis Groupe SA                                                                                                            | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        9304 | NS      | $770087.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                 | CUSIP: 00CCA48A2<br>LEI: N/A                  | N/A              | DE               |  | US        |          82 | NC      | $17712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1227408773 | PA      | $5771.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                          | Dua Capital Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      341000 | PA      | $312161.63    | 0.01%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                                                  | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      217000 | PA      | $248386.30    | 0.01%             | 2032-05-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                            | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      411000 | PA      | $396204.00    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Neste OYJ                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -17956 | NS      | $-12069.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PBAQHY9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -372 | NC      | $-460861.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      285000 | PA      | $-4536.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                      | NAK Naftogaz Ukraine                                                                                                          | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |      268593 | PA      | $254571.79    | 0.01%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       14133 | NS      | $7725799.08   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                              | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |       95709 | NS      | $41182625.61  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |      530000 | PA      | $607699.88    | 0.02%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kadokawa Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -23700 | NS      | $-68732.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7324000 | PA      | $-28592.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | H & M Hennes & Mauritz AB, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -51094 | NS      | $13066.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   275832200 | PA      | $2292291.36   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    72499549 | PA      | $316482.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   352098351 | PA      | $-32605.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      188078 | NS      | $6161881.01   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      884000 | PA      | $8672.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          58 | NC      | $709443.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fawry for Banking & Payment Technology Services SAE                       | Fawry for Banking & Payment Technology Services SAE                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |     1462636 | NS      | $459225.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                            | Prudential plc                                                                                                                | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       87509 | NS      | $1216647.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL, 1st Lien Term Loan                                                                                 | CUSIP: 46206RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1264706 | PA      | $1167007.12   | 0.03%             | 2032-10-07      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $217389.99    | 0.01%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3731900 | PA      | $-60763.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -103100 | NS      | $3301.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                         | TAG Immobilien AG                                                                                                             | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $356387.87    | 0.01%             | 2031-03-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1320000 | PA      | $1317531.35   | 0.03%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class C                             | Space Exploration Technologies Corp., Class C                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |       26909 | NS      | $14170010.31  | 0.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8910000 | PA      | $-6188.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   104626700 | PA      | $8762762.96   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -536000 | PA      | $-6591.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          15 | NC      | $3270.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PCBK7K0<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1403 | NC      | $-547170.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       66515 | NS      | $13185933.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Quanta Services, Inc.                                                                                                         | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2337 | NS      | $43070.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistance Networks, Inc.                                                   | Vistance Networks, Inc.                                                                                                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       46120 | NS      | $839384.00    | 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      | $-889.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                        | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      314000 | PA      | $296890.14    | 0.01%             | 2033-11-22      | Fixed         | 4.38%                 | 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      | $-9419.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                          | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      116000 | PA      | $133840.60    | 0.00%             | 2032-06-30      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Airtac International Group                                                | Airtac International Group                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       22000 | NS      | $700710.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      532305 | PA      | $20574.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                        | Herens Holdco SARL                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $168080.00    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-100.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -30750 | NS      | $40091.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                                                              | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        2706 | NS      | $115889.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      154000 | PA      | $162547.00    | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |       22438 | PA      | $4057042.16   | 0.11%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 00PCDP024<br>LEI: N/A                  | N/A              | DE               |  | US        |        -663 | NC      | $-13260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -126970000 | PA      | $-474044.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                             | Hestiafloor 2 SASU, Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1176471 | PA      | $1342363.86   | 0.04%             | 2030-02-27      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $214000.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00PCBZEA1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -150 | NC      | $-76500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       30638 | NS      | $1417872.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                | PRM5 Trust, Series 2025-PRM5, Class D                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1388346.82   | 0.04%             | 2033-03-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                         | BRANICKS Group AG                                                                                                             | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $191152.16    | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       52811 | NS      | $17369009.79  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -4960000 | PA      | $-2883.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                          | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $203252.00    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      225000 | PA      | $222169.25    | 0.01%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      858101 | NS      | $1280773.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Honeywell International, Inc.                                                                                                 | CUSIP: 00PBV7NS4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -32 | NC      | $-11040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         468 | NC      | $83070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood European CLO 1                                                    | Elmwood European CLO 1                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      700000 | PA      | $809095.00    | 0.02%             | 2040-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       48384 | NS      | $9148106.49   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                                | Bank Polska Kasa Opieki SA                                                                                                    | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |       14401 | NS      | $853317.48    | 0.02%             |  |  |  | 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        |       16463 | NS      | $143505.06    | 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        |      149800 | NS      | $2680021.63   | 0.07%             |  |  |  | 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        |       77214 | NS      | $1218330.77   | 0.03%             |  |  |  | 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        |      172617 | PA      | $165373.91    | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NJJ Continental SA                                                        | NJJ Continental SA, Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1361702 | PA      | $1567879.39   | 0.04%             | 2032-01-26      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      255000 | PA      | $1221.76      | 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        |     1202109 | PA      | $1094482.74   | 0.03%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                                                          | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      150000 | PA      | $197174.46    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32071000 | PA      | $29397690.69  | 0.78%             | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      396000 | PA      | $439273.13    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $113818.15    | 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        |       68883 | NS      | $1199045.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA, Series ADP                                                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $548624.68    | 0.01%             | 2031-03-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CC4E9V0<br>LEI: N/A                  | N/A              | DE               |  | US        |         585 | NC      | $5265.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC49BE6<br>LEI: N/A                  | N/A              | DE               |  | US        |         701 | NC      | $233082.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      324000 | PA      | $422295.24    | 0.01%             | 2031-11-20      | 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      | $28994.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nebius Group NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -2932 | NS      | $30463.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    35188231 | PA      | $-824138.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        3610 | NS      | $983297.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      291000 | PA      | $334941.09    | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    60573000 | PA      | $251752.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       59197 | NS      | $2419200.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanbu National Petrochemical Co.                                          | Yanbu National Petrochemical Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |       34902 | NS      | $327691.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    89140000 | PA      | $310141.02    | 0.01%             |  |  |  | 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        |      481898 | PA      | $490673.80    | 0.01%             | 2042-01-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    74115000 | PA      | $-8492.68     | -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        |    10413000 | PA      | $185300.03    | 0.00%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   166100000 | PA      | $958012.01    | 0.03%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3740000 | PA      | $10210.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                                                                   | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250230.80    | 0.01%             | 2034-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sea Ltd.                                                                                                                      | CUSIP: 81141R100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -8512 | NS      | $-25706.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                             | Popular, Inc.                                                                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        4506 | NS      | $604570.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                                                                | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       20927 | NS      | $1245993.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CSMC Trust                                                                | CSMC Trust, Series 2022-LION, Class A                                                                                         | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2797920 | PA      | $2785554.59   | 0.07%             | 2027-02-15      | Floating      | 7.11%                 | No            |                  3 | On Loan: No      |
| Skyworks Solutions, Inc.                                                  | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       63400 | NS      | $3395070.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Galderma Group AG                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         951 | NS      | $15826.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    50310231 | PA      | $-39981.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CCFJKM4<br>LEI: N/A                  | N/A              | DE               |  | US        |          17 | NC      | $14280.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       32510 | NS      | $13548217.40  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       13704 | NS      | $0.14         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-1A, Class A                                                                              | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |       20962 | PA      | $20973.74     | 0.00%             | 2031-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series GG                                                                                                  | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      226000 | PA      | $226850.59    | 0.01%             | 2031-06-15      | 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      | $-1220.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1451150.33   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                             | CUSIP: 00PC406Q0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -213 | NC      | $-92655.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16906.71     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27094.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      206000 | PA      | $229419.52    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delivery Hero SE                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -36012 | NS      | $19263.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Merchants Bank Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -137000 | NS      | $-44537.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      210559 | NS      | $15324484.02  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Emirates Integrated Telecommunications Co. PJSC                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      237144 | NS      | $2870.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Volato Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       51838 | NS      | $414.70       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $352055.74    | 0.01%             | 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        |     6045631 | PA      | $117238.21    | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $194500.00    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -19891 | NS      | $-6488.23     | -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      | $199307.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                                                                     | CUSIP: L1802PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1150798.94   | 0.03%             | 2029-08-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Corpay, Inc.                                                                                                                  | CUSIP: 219948106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -8248 | NS      | $19127.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                       | Haidilao International Holding Ltd.                                                                                           | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |      116000 | NS      | $213536.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88726.44     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $196000.00    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class E                                                                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $753040.60    | 0.02%             | 2041-08-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Romania New Leu                                                           | Romania New Leu                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |       49239 | OU      | $11163.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       99725 | PA      | $58682.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     6125445 | PA      | $23655.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Aeroports de Paris SA                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -458 | NS      | $-64.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   415000454 | PA      | $-19843.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        8886 | NS      | $1849087.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                                                      | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        4075 | NS      | $7719482.90   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    58230900 | PA      | $427592.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -104145000 | PA      | $-373326.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |      215000 | PA      | $252744.97    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                          | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       24421 | NS      | $596605.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Kinzoku Co. Ltd.                                                   | Mitsui Kinzoku Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 35380021EYAHSQM25559       | Long             | EC               | CORP              | JP        |        8000 | NS      | $1517478.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     1000000 | PA      | $1150232.57   | 0.03%             | 2033-02-18      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd.                                                 | China Hongqiao Group Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |      234000 | NS      | $1057027.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                                                      | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      164421 | NS      | $1874438.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                              | CUSIP: 00CCGNQ06<br>LEI: N/A                  | N/A              | DE               |  | US        |          16 | NC      | $5600.00      | 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      | $1551.35      | 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      | $-46546.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                     | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      425000 | PA      | $414965.67    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -122 | NC      | $-64965.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        1745 | NS      | $28478.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH, 1st Lien Term Loan B4                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     2878788 | PA      | $3317065.47   | 0.09%             | 2032-12-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Farmers Business Network, Inc.                                            | Farmers Business Network, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       84447 | NS      | $82758.06     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-3X, Class D                                                              | CUSIP: N/A<br>LEI: 254900IYUKLJNYNCCC63       | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $590426.03    | 0.02%             | 2034-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hoya Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -6400 | NS      | $2696.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OakEagle AcquireCo, Inc.                                                  | Oakeagle Acquireco, Inc., 1st Lien Term Loan B2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1000000 | PA      | $1143898.51   | 0.03%             | 2033-03-24      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                                                                    | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |      272000 | PA      | $318823.16    | 0.01%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 00PC6U8L1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -246 | NC      | $-27675.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         219 | NC      | $11092.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          69 | NC      | $2967.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -23539 | NS      | $36242.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                              | Hitachi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |        9500 | NS      | $278687.16    | 0.01%             |  |  |  | No            |                  2 | 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        |     1099848 | PA      | $1004977.74   | 0.03%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 00CCHB108<br>LEI: N/A                  | N/A              | DE               |  | US        |          16 | NC      | $12320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       26112 | NS      | $1810814.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                            | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1639892 | PA      | $1448640.74   | 0.04%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        7645 | NS      | $2229893.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-578630.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                                         | First Solar, Inc.                                                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        9755 | NS      | $1924271.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avianca Midco 2 plc                                                       | Avianca Midco 2 plc                                                                                                           | CUSIP: N/A<br>LEI: 213800AMPX5VKH9AMX10       | Long             | DBT              | CORP              | GB        |       57000 | PA      | $54976.50     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Johnson Controls International plc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -37185 | NS      | $101225.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      440000 | PA      | $27.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115358.82    | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                                                         | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      589500 | PA      | $589435.16    | 0.02%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                                        | Speed Midco 3 SARL, Facility 1st Lien Term Loan B                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1100000 | PA      | $1229426.79   | 0.03%             | 2032-10-07      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     9709214 | PA      | $-6938.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        3677 | NS      | $893805.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      141000 | PA      | $129058.98    | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx USD Investment Grade Corporate Bond ETF                                                                         | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -52158 | NS      | $95449.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co., Class A                                                                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        1847 | NS      | $580659.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talbot Participation SAS                                                  | Talbot Participation SAS, 1st Lien Term Loan B2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1680000 | PA      | $1931206.20   | 0.05%             | 2032-07-07      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      359000 | PA      | $293354.70    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                                          | CPV Fairview LLC, 1st Lien Term Loan B                                                                                        | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |     1050078 | PA      | $1044386.73   | 0.03%             | 2031-08-14      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                               | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |      630000 | PA      | $731826.14    | 0.02%             | 2037-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Klabin SA                                                                 | Klabin SA                                                                                                                     | CUSIP: N/A<br>LEI: 254900C8UYA6YUPSDU10       | Long             | EC               | CORP              | BR        |      235726 | NS      | $892872.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         282 | NC      | $-648199.34   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                                                                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       28653 | NS      | $1161816.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       46278 | NS      | $3053885.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd.                                                                  | ITC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |      179717 | NS      | $549165.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pandora A/S                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -11176 | NS      | $35464.95     | 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      | $35357.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00PC0VQP6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -234 | NC      | $-95355.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corp.                                                               | Nidec Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |      174700 | NS      | $2218378.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       16094 | NS      | $1656486.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                                                          | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      234153 | PA      | $230640.71    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $911965.65    | 0.02%             | 2034-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco BV                                                          | Pegasus Bidco BV, 1st Lien Term Loan                                                                                          | CUSIP: N6872PAM3<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     2000000 | PA      | $2309018.43   | 0.06%             | 2029-07-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -442000 | PA      | $-3494.45     | -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      | $9196.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eagle Bancorp, Inc.                                                                                                           | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        7476 | NS      | $-822.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4126289 | PA      | $6957.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      440000 | PA      | $10287.98     | 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        |       18737 | NS      | $690833.19    | 0.02%             |  |  |  | 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        |     1489898 | PA      | $1444511.28   | 0.04%             | 2027-07-06      | Variable      | 11.73%                | No            |                  3 | On Loan: No      |
| GS Engineering & Construction Corp.                                       | GS Engineering & Construction Corp.                                                                                           | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |       21846 | NS      | $368379.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -158 | NC      | $-207948.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2025-ASHF, Class E                                                                                        | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1952000 | PA      | $1946017.32   | 0.05%             | 2042-02-15      | Floating      | 8.92%                 | 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      | $201937.36    | 0.01%             |  |  |  | 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        |      450000 | PA      | $512827.66    | 0.01%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4139100 | PA      | $6668.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TKO Group Holdings, Inc.                                                                                                      | CUSIP: 87256C101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3092 | NS      | $-22788.04    | -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        |       49665 | NS      | $558752.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       43848 | NS      | $10987431.84  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1267000 | PA      | $1380630.84   | 0.04%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      423050 | PA      | $118454.00    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Horizon Robotics                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -546600 | NS      | $25820.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00PC0PLU3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -254 | NC      | $-50292.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                       | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $446573.39    | 0.01%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      340201 | NS      | $1218700.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                | CP ALL PCL                                                                                                                    | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |      383100 | NS      | $534254.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RapidSOS, Inc.                                                            | RapidSOS, Inc., Series C-1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     1308937 | NS      | $1387473.22   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94987.05     | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |      159000 | NS      | $1506587.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     1716000 | PA      | $24638.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -32468000 | PA      | $-543043.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuvalent, Inc.                                                            | Nuvalent, Inc., Class A                                                                                                       | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2962 | NS      | $303456.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                                                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        5908 | NS      | $441258.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                      | Redstone HoldCo 2 LP, 1st Lien Term Loan A2                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      337621 | PA      | $253215.95    | 0.01%             | 2030-12-31      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      980000 | PA      | $1103357.80   | 0.03%             | 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        |       27297 | NS      | $3240972.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quintis HoldCo Pty. Ltd.                                                  | Quintis HoldCo Pty. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     7642509 | NS      | $52.73        | 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        |       29974 | NS      | $583250.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos and Obligaciones del Estado                                                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     3358000 | PA      | $3806946.70   | 0.10%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      210000 | PA      | $228685.52    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class A4                                                                      | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320566 | PA      | $302660.27    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                        | Ralph Lauren Corp., Class A                                                                                                   | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        4459 | NS      | $1533851.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $533045.59    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      300000 | PA      | $312830.37    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      789000 | PA      | $785880.43    | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -1048335 | NS      | $-17374.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                              | Wal-Mart de Mexico SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      599998 | NS      | $1948328.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        6991 | NS      | $1673645.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                                       | TE Connectivity plc                                                                                                           | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        4106 | NS      | $858236.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -153137000 | PA      | $-582589.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                            | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      239000 | PA      | $242991.30    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zensho Holdings Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -6000 | NS      | $-4201.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2014-2A, Class BR2                                                                              | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |      255965 | PA      | $256167.29    | 0.01%             | 2030-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class M1                                                                             | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      376769 | PA      | $268155.58    | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3913 | NS      | $4535010.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P/TSX 60 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |          -4 | NC      | $3940.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -2287 | NC      | $3976963.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      529000 | PA      | $287.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLS Group Ltd.                                                            | PLS Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |      474353 | NS      | $1736859.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baidu, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       13100 | NS      | $-10242.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        6292 | NS      | $518020.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |       23480 | NS      | $416770.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial International Bank Egypt SAE                                   | Commercial International Bank Egypt SAE                                                                                       | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |      313062 | NS      | $695375.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -117 | NC      | $-295425.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |        1286 | NS      | $353881.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45093.11     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14235.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       37559 | NS      | $3071575.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12611.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00PBV8C13<br>LEI: N/A                  | N/A              | DE               |  | US        |         -28 | NC      | $-44100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      269000 | PA      | $321398.53    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barratt Redrow plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -272543 | NS      | $26486.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class D2                                                                     | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      371235 | PA      | $336188.23    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tourmaline Oil Corp.                                                                                                          | CUSIP: 89156V106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -63350 | NS      | $112190.62    | 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        |        8429 | NS      | $8355246.25   | 0.22%             |  |  |  | No            |                  3 | On Loan: No      |
| Arcano Euro CLO I DAC                                                     | Arcano Euro CLO I DAC, Series 1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |      820000 | PA      | $945980.93    | 0.02%             | 2039-04-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2680.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5205.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fujikura Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -19800 | NS      | $-23294.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                               | Cie Financiere Richemont SA (Registered)                                                                                      | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        5460 | NS      | $964051.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -390896 | NS      | $25456.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class A                                                                    | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1125327 | PA      | $1126157.95   | 0.03%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                                                               | CUSIP: N/A<br>LEI: 815600BB98D60A86B243       | Long             | DBT              | CORP              | IT        |      474000 | PA      | $538872.50    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | 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      | $-15197.19    | -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        |       -2848 | NS      | $-43516.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Modulaire Group Holdings Ltd.                                             | Modulaire Group Holdings Ltd., Facility 1st Lien Term Loan B3                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1042669.17   | 0.03%             | 2031-07-10      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO Ltd.                                                    | Bethpage Park CLO Ltd., Series 2021-1A, Class A                                                                               | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270034.67    | 0.01%             | 2035-01-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                                                          | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      131107 | PA      | $135746.44    | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      295679 | NS      | $17380011.62  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                           | Advanced Drainage Systems, Inc.                                                                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        4414 | NS      | $605291.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Kobayashi Pharmaceutical Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -6200 | NS      | $-13615.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       13253 | NS      | $1279179.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -30 | NC      | $-99600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      140939 | PA      | $127690.73    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12547900 | PA      | $-224812.57   | -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      | $117557.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                                                          | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        4122 | NS      | $223103.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CCEJL51<br>LEI: N/A                  | N/A              | DE               |  | US        |         937 | NC      | $80113.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| x.AI, Inc.                                                                | x.AI, Inc., Series C                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      292512 | NS      | $22072955.52  | 0.58%             |  |  |  | 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      | $-12613.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      208000 | PA      | $188066.74    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Winbond Electronics Corp.                                                 | Winbond Electronics Corp.                                                                                                     | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |      403000 | NS      | $1223584.28   | 0.03%             |  |  |  | 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        |       14371 | NS      | $107979.83    | 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        |     1396000 | PA      | $1421319.95   | 0.04%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Iluka Resources Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -172423 | NS      | $-84683.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class C                                                                      | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       20043 | PA      | $19642.49     | 0.00%             | 2048-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PC6K1A4<br>LEI: N/A                  | N/A              | DE               |  | US        |         169 | NC      | $7479.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                     | Pluspetrol Camisea SA                                                                                                         | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |       75000 | PA      | $77718.75     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Homebuilders ETF                                    | State Street SPDR S&P Homebuilders ETF                                                                                        | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             |  | RF                | US        |       19652 | NS      | $1940045.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      165205 | NS      | $18735899.05  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2014-5A, Class A2R                                                                                       | CUSIP: 67102SAN4<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |       42666 | PA      | $42623.97     | 0.00%             | 2031-04-26      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     1479000 | PA      | $6381.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    28391000 | PA      | $-20317.99    | -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        |        3300 | NS      | $1303851.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     2180000 | PA      | $1511611.45   | 0.04%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Syntegon TopCo GmbH                                                       | Syntegon Topco GmbH, 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1147620.35   | 0.03%             | 2032-12-29      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Digital Room Holdings, Inc.                                               | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      785687 | PA      | $757857.84    | 0.02%             | 2028-12-21      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      410525 | NS      | $3213098.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      299803 | OU      | $374940.88    | 0.01%             |  |  |  | No            |                  1 | 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        |     2005792 | PA      | $2005791.91   | 0.05%             | 2039-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -69115233 | PA      | $-406952.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       27269 | NS      | $3443529.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       66991 | PA      | $77330.65     | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        2918 | PA      | $64567.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00CCETEU2<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1372 | NC      | $-168.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                                                           | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      196000 | PA      | $227615.85    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -66 | NC      | $-153450.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD/INR One-touch barrier option; Barrier price USD 89.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      149000 | PA      | $2050.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ByteDance Ltd., Series E-1                                                | ByteDance Ltd., Series E-1                                                                                                    | CUSIP: N/A<br>LEI: 54930057HU24VGK3CO92       | Long             | EP               | CORP              | GB        |       82140 | NS      | $23740924.20  | 0.63%             |  |  |  | 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      | $-6371.11     | -0.00%            |  |  |  | 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        |     1000000 | PA      | $1147007.75   | 0.03%             | 2030-04-30      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                               | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                                                          | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $259443.96    | 0.01%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |       50078 | NS      | $1841162.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBL6SJ2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -188 | NC      | $-170610.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -5599 | NS      | $248.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $263076.09    | 0.01%             | 2030-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Generac Holdings, Inc.                                                                                                        | CUSIP: 368736104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -7381 | NS      | $48124.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |       30970 | NS      | $1061772.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Horizon Robotics                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -37800 | NS      | $2587.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Jack Henry & Associates, Inc.                                                                                                 | CUSIP: 426281101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2673 | NS      | $14059.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |       10887 | NS      | $-23624.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                                      | ASM International NV                                                                                                          | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |        1194 | NS      | $904995.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -5141 | NS      | $11971.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      390000 | PA      | $-7157.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                                                            | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      749000 | PA      | $18498.52     | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $67063.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                                                        | Zegona Holdco Ltd., Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      831489 | PA      | $958174.11    | 0.03%             | 2029-07-17      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2291065 | PA      | $11660.02     | 0.00%             |  |  |  | No            |                  2 | 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        |      781000 | PA      | $818836.33    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Ltd.                                                         | Gohl Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |      300000 | PA      | $297105.00    | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lowe's Cos., Inc.                                                                                                             | CUSIP: 00PC4VFY5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -84 | NC      | $-202020.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1317000 | PA      | $1316176.88   | 0.03%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      650000 | PA      | $720851.15    | 0.02%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                     | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1647288 | PA      | $1689815.83   | 0.04%             | 2031-05-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                      | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1075000 | PA      | $1085255.50   | 0.03%             | 2031-01-22      | 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      | $-20873.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -529000 | PA      | $-287.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00PC6WQ11<br>LEI: N/A                  | N/A              | DE               |  | US        |         -52 | NC      | $-60190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                              | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |      630000 | PA      | $728872.62    | 0.02%             | 2034-05-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       63570 | NS      | $0.64         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class A                                                                      | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1065780 | PA      | $1065956.45   | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Saudi Riyal                                                               | Saudi Riyal                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | SA        |          -0 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       13146 | NS      | $2042291.86   | 0.05%             |  |  |  | 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        |     1467000 | PA      | $1468508.22   | 0.04%             | 2039-06-10      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Node AcquiCo GmbH                                                         | Node AcquiCo GmbH, 1st Lien Term Loan B1                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1149515.94   | 0.03%             | 2032-12-08      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |     8085187 | OU      | $1173867.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4921182 | PA      | $-29276.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Northern Star Resources Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -111870 | NS      | $357184.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agrifarma SpA                                                             | Agrifarma SpA                                                                                                                 | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |     1715000 | PA      | $1965121.57   | 0.05%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                            | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1216828 | PA      | $1186597.33   | 0.03%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                       | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       59131 | NS      | $2270039.09   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       61724 | PA      | $344522.00    | 0.01%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                           | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        4501 | NS      | $759363.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanya Technology Corp.                                                    | Nanya Technology Corp.                                                                                                        | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |       70000 | NS      | $466587.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -1187000 | PA      | $-3981.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       67356 | PA      | $39753.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       10242 | NS      | $4356332.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      510000 | PA      | $451987.50    | 0.01%             | 2029-02-15      | 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        |          37 | NC      | $-363532.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares Core S&P Small-Cap ETF                                                                                                | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |       19759 | NS      | $2456241.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    10320562 | PA      | $207152.06    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93490.81     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17817.35     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                 | APA Corp.                                                                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      153549 | NS      | $6516619.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $80828.24     | 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      | $-8485.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CSG NV                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -35523 | NS      | $188946.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| True Corp. PCL                                                            | True Corp. PCL                                                                                                                | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |      506800 | NS      | $223001.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2025-2, Class A                                                                    | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2236000 | PA      | $2211424.57   | 0.06%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | DMG Mori Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -37256 | NS      | $-20602.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $580369.92    | 0.02%             | 2031-03-08      | Variable      | 8.12%                 | 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      | $-828929.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class B                                                                    | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      239000 | PA      | $238823.36    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -28 | NC      | $-92260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CMOC Group Ltd., Class H                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -30000 | NS      | $14589.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     2082000 | PA      | $2178144.68   | 0.06%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                         | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      225000 | PA      | $235507.50    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | 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      | $581924.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       58265 | PA      | $30938.72     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                                                           | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      171000 | PA      | $193782.21    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                                     | Sona Fios CLO III DAC, Series 3X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |     1100000 | PA      | $1265078.59   | 0.03%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3852838 | PA      | $-46363.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      174273 | NS      | $36597.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                                                       | Yen                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   291437846 | OU      | $1836349.49   | 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      | $16421.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                                                            | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |       20590 | NS      | $1001888.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        1173 | NS      | $3962135.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp.                                                                | KT&G Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |       11152 | NS      | $1199205.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14641254 | PA      | $-29623.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      748000 | PA      | $669289.14    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $235193.05    | 0.01%             | 2032-07-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       89000 | NS      | $3414384.27   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg SARL                                            | Dana Financing Luxembourg SARL                                                                                                | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |      626000 | PA      | $752460.44    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    81607002 | PA      | $4769533.50   | 0.13%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Carnival Corp.                                                                                                                | CUSIP: 143658300<br>LEI: N/A                  | N/A              | DE               |  | US        |      -50957 | NS      | $-26863.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96752.92     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      928000 | PA      | $860466.93    | 0.02%             | 2032-11-15      | 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      | $146235.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  8132000000 | PA      | $1772265.32   | 0.05%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shiseido Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -50900 | NS      | $-102355.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -1172000 | PA      | $-4761.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Redstone Buyer LLC                                                        | Redstone Buyer LLC, 1st Lien Term Loan B1                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      419810 | PA      | $139935.32    | 0.00%             | 2030-12-31      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       69046 | NS      | $5322065.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        7953 | NS      | $1559106.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresnillo plc                                                             | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       70873 | NS      | $3141517.64   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2519 | NS      | $7355.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         -46 | NC      | $-67125.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $63905.45     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series BX                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      188594 | NS      | $1.89         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Project Aurora US Finco, Inc.                                             | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1200000 | PA      | $1380958.72   | 0.04%             | 2032-12-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                      | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       50071 | NS      | $385.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56191.14     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                | BlueMountain CLO XXII Ltd., Series 2018-22A, Class B                                                                          | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      502418 | PA      | $500973.30    | 0.01%             | 2031-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29481390 | PA      | $4905123.95   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    33696600 | PA      | $-283028.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp.                                                              | Kajima Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       29000 | NS      | $1106311.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -1172000 | PA      | $-24396.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO IV DAC                                                 | Arini European CLO IV DAC, Series 4X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |     1010000 | PA      | $1169105.80   | 0.03%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      250938 | NS      | $15827257.17  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       38623 | NS      | $938152.67    | 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      | $-1474.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                                                    | Intact Financial Corp.                                                                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |       10142 | NS      | $1837822.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     1935000 | PA      | $-4789.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lavoro Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       21152 | NS      | $42.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Palantir Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          51 | NC      | $27157.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Infrastrutture Wireless Italiane SpA                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -54235 | NS      | $-38842.66    | -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        |      930988 | PA      | $932054.59    | 0.02%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      870000 | PA      | $-53278.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    27020000 | PA      | $1259024.75   | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     3450000 | PA      | $41421.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                        | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   201601556 | NS      | $201601555.96 | 5.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       69572 | NS      | $10610425.72  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -620500 | PA      | $-1541.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      139856 | NS      | $43286830.56  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        8365 | PA      | $7416.70      | 0.00%             | 2028-08-01      | Variable      | 11.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       63000 | PA      | $1696.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     1497382 | OU      | $1076401.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       18900 | NS      | $16355304.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                             | Datadog, Inc., Class A                                                                                                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       14297 | NS      | $1687760.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | M3, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -107800 | NS      | $-48186.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aernnova Aerospace SAU                                                    | Aernnova Aerospace SAU, Facility 1st Lien Term Loan B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     1605833 | PA      | $1793068.84   | 0.05%             | 2030-02-27      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 00PBR9Q45<br>LEI: N/A                  | N/A              | DE               |  | US        |         -99 | NC      | $-11979.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1179400000 | PA      | $186606.30    | 0.00%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                                                             | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34495.31     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ningbo Joyson Electronic Corp., Class H                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       42000 | NS      | $-3165.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00PBRUWT6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -17 | NC      | $-68892.50    | -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      | $189385.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      168646 | NS      | $12314009.27  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00PCC0B28<br>LEI: N/A                  | N/A              | DE               |  | US        |        -112 | NC      | $-50120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    93778024 | PA      | $214844.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1247016435 | PA      | $5516.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        6872 | NS      | $558748.35    | 0.01%             |  |  |  | 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        |      689143 | PA      | $533586.35    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                                           | London Stock Exchange Group plc                                                                                               | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        3790 | NS      | $447552.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                                                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      546895 | NS      | $16034144.54  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                                                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       41084 | NS      | $2024725.89   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBL0C80<br>LEI: N/A                  | N/A              | DE               |  | US        |        -841 | NC      | $-275427.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       40706 | NS      | $4179285.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA, 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     2435000 | PA      | $2715987.43   | 0.07%             | 2032-06-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          94 | NC      | $-97342.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    12006000 | PA      | $298931.53    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       59541 | NS      | $34065192.33  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       42220 | NS      | $2111.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                                                           | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       17300 | NS      | $670492.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                                                            | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      286000 | PA      | $373637.63    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        1875 | NS      | $162468.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krungthai Card PCL                                                        | Krungthai Card PCL                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      713800 | NS      | $653652.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      257000 | PA      | $141350.00    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     2017000 | PA      | $1512750.00   | 0.04%             | 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        |       38247 | NS      | $3521401.29   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB, 1st Lien Term Loan B                                                                                     | CUSIP: W9818XAV7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |     1700000 | PA      | $1957242.42   | 0.05%             | 2032-10-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      531000 | PA      | $589946.76    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      518000 | PA      | $595774.33    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       25716 | NS      | $25624193.88  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                       | Teva Pharmaceutical Industries Ltd.                                                                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       49631 | NS      | $1494885.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      336000 | PA      | $347133.36    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    19976107 | PA      | $-224215.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CCEJL77<br>LEI: N/A                  | N/A              | DE               |  | US        |        -937 | NC      | $-22488.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vaco Holdings LLC                                                         | Vaco Holdings LLC, 1st Lien Term Loan                                                                                         | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      390451 | PA      | $252652.99    | 0.01%             | 2029-01-22      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      716000 | PA      | $835925.11    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGH Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -19060 | NS      | $12880.55     | 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      | $-36421.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      265000 | PA      | $3227.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ferrovial SE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        3060 | NS      | $794.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PB50PT4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -818 | NC      | $-238856.00   | -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      | $-17880.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       14020 | NS      | $789466.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          29 | NC      | $22837.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -3130000 | PA      | $-38332.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                                                         | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      315000 | PA      | $353169.97    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23374.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14279560 | PA      | $-25647.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10935961 | PA      | $-95547.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -2960 | NS      | $969.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      120000 | PA      | $-10321.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      124000 | PA      | $123904.52    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     8800000 | PA      | $27358.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4922.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $208000.00    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class A                             | Space Exploration Technologies Corp., Class A                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |       25071 | NS      | $13202137.89  | 0.35%             |  |  |  | Yes           |                  3 | 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        |      250000 | PA      | $284194.33    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      218000 | PA      | $256618.94    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                                                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28655.23     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | 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        |     1290000 | PA      | $1287229.47   | 0.03%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                                    | Valterra Platinum Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |       10629 | NS      | $893451.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -5713 | NS      | $-82838.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP2, Class F                                                                                        | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      524246 | PA      | $523918.35    | 0.01%             | 2036-11-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $110549.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                                | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |       40386 | NS      | $2631147.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       68000 | PA      | $60180.00     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      360000 | PA      | $414430.33    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                                                                | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $464350.72    | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |     1422000 | NS      | $1710256.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Elior Group SA                                                            | Elior Group SA                                                                                                                | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |      729000 | PA      | $850448.75    | 0.02%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -103516 | NS      | $38195.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rasan Information Technology Co.                                          | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |       22578 | NS      | $819303.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       26827 | NS      | $35673381.63  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-209535.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SA                                                                    | YPF SA                                                                                                                        | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |       11384 | NS      | $526168.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    37409372 | PA      | $276960.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      374000 | PA      | $431036.67    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       61792 | NS      | $10216689.28  | 0.27%             |  |  |  | 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      | $5725.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                                                                | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $337386.30    | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         243 | NC      | $-823794.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux FinCo SARL                                                    | Froneri Lux FinCo SARL                                                                                                        | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      373000 | PA      | $407258.55    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Food & Life Cos. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -29900 | NS      | $-17473.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       46713 | NS      | $3177393.28   | 0.08%             |  |  |  | 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        |       25441 | NS      | $791215.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC                                                                                                                    | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5069743 | PA      | $3808390.94   | 0.10%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -139892 | NS      | $-30676.38    | -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        |      182000 | PA      | $222986.58    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                                 | BCE, Inc.                                                                                                                     | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      101172 | NS      | $2552754.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                                                                 | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      751000 | PA      | $799712.86    | 0.02%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -185 | NC      | $-110075.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $327142.11    | 0.01%             | 2032-02-17      | 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      | $393562.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                | Vista Energy Argentina SAU                                                                                                    | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       42000 | PA      | $43926.12     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -425000 | PA      | $-3029.19     | -0.00%            |  |  |  | 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        |        4648 | PA      | $868900.57    | 0.02%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29130103 | PA      | $-176779.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        2280 | NS      | $653744.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gran Tierra Energy, Inc.                                                  | Gran Tierra Energy, Inc.                                                                                                      | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      208000 | PA      | $181740.00    | 0.00%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                             | Al Rajhi Bank                                                                                                                 | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |       21994 | NS      | $626976.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      263514 | PA      | $263197.37    | 0.01%             | 2026-05-06      | Variable      | 16.17%                | No            |                  3 | On Loan: No      |
| Phison Electronics Corp.                                                  | Phison Electronics Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        7000 | NS      | $348141.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      689000 | PA      | $679327.89    | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       82000 | PA      | $82150.80     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                            | Infinity Natural Resources LLC                                                                                                | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      348000 | PA      | $349837.44    | 0.01%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   239278000 | PA      | $-2262.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rumo SA                                                                   | Rumo SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900TXQFP7CJCGYM66       | Long             | EC               | CORP              | BR        |      116770 | NS      | $368129.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -29000 | NS      | $-2445.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      451974 | PA      | $446324.70    | 0.01%             | 2026-05-06      | Variable      | 2.00%                 | 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      | $9756.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       61298 | NS      | $8966671.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXXVII Ltd.                                          | Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR2                                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250099.75    | 0.01%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    72499549 | PA      | $388003.88    | 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      | $-2073988.10  | -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      | $34079.31     | 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      | $-12795.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      390000 | PA      | $446614.80    | 0.01%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      373764 | PA      | $1730855.98   | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |      152400 | NS      | $12124944.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      203257 | NS      | $5351756.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                | Shenzhou International Group Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       91800 | NS      | $560915.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    33696600 | PA      | $510114.53    | 0.01%             |  |  |  | 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        |     1819000 | PA      | $1817082.05   | 0.05%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $790200.94    | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      207000 | PA      | $225427.23    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                       | CUSIP: 00PCF8ES8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -164 | NC      | $-89380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     2894479 | NS      | $17505475.77  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7658890 | PA      | $-128363.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123849.59    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                       | Ascendis Pharma A/S                                                                                                           | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |        2616 | NS      | $598357.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                  | CUSIP: 00PBYLFM2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -49 | NC      | $-35157.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alorica, Inc.                                                             | Alorica, Inc., 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2479132 | PA      | $2417153.51   | 0.06%             | 2027-12-21      | Variable      | 10.55%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Equifax, Inc.                                                                                                                 | CUSIP: 294429105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3403 | NS      | $-1429.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                                                         | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188278.00    | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gold Circuit Electronics Ltd.                                             | Gold Circuit Electronics Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        9000 | NS      | $253781.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99548.50     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | 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      | $77.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                                           | ASE Technology Holding Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |       25000 | NS      | $275154.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100051.70    | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO A Ltd.                                                    | 522 Funding CLO A Ltd., Series 2017-1A, Class CR                                                                              | CUSIP: 33836JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280252 | PA      | $280559.52    | 0.01%             | 2034-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        5167 | NS      | $422247.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00PC7PKE3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -175 | NC      | $-147875.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102596.29    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Corning, Inc.                                                                                                                 | CUSIP: 219350105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1096 | NS      | $-8871.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                      | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       50555 | NS      | $794724.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                                | Woodside Energy Group Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       70546 | NS      | $1674588.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       24744 | NS      | $591607.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                             | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |      572000 | PA      | $649158.64    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBAM European CLO I DAC                                                   | BBAM European CLO I DAC, Series 1X, Class DRR                                                                                 | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |      500000 | PA      | $574786.58    | 0.02%             | 2038-10-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       76573 | NS      | $2770604.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      160000 | PA      | $-14150.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1005000 | PA      | $-26434.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55503.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1302908638 | PA      | $24966.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        9000 | PA      | $12836.25     | 0.00%             | 2031-06-15      | 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      | $-1519356.59  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Anduril Engineering LLC                                                   | Anduril Engineering LLC, Series F                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       79095 | NS      | $5222642.85   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Montenegro                                                    | Republic of Montenegro                                                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      179000 | PA      | $201660.06    | 0.01%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7282000 | PA      | $8361407.07   | 0.22%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       23800 | NS      | $782551.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |     2030000 | PA      | $1926488.48   | 0.05%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2023-1                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       41412 | PA      | $552713.08    | 0.01%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elite Material Co. Ltd.                                                   | Elite Material Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        8000 | NS      | $682771.61    | 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      | $-124.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        1948 | NS      | $845373.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco SARL                                                  | Eagle Funding Luxco SARL                                                                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      420000 | PA      | $421050.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Descartes Systems Group, Inc. (The)                                                                                           | CUSIP: 249906108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -9743 | NS      | $16991.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1050 | NC      | $-56672.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                                                   | Cooper Cos., Inc. (The)                                                                                                       | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       13055 | NS      | $933432.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | Lionsgate Studios Corp.                                                                                                       | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      191913 | NS      | $1840445.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Afflelou SAS                                                              | Afflelou SAS                                                                                                                  | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |      388000 | PA      | $455943.28    | 0.01%             | 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        |      585974 | NS      | $1768384.63   | 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      | $-4828.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Invest                                                                 | ZF Invest, 1st Lien Term Loan B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1147620.35   | 0.03%             | 2033-07-12      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      404000 | PA      | $389728.13    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                                                              | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |     1252000 | PA      | $1430127.33   | 0.04%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                                         | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                                         | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      871415 | PA      | $865968.66    | 0.02%             | 2032-07-26      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SMG Swiss Marketplace Group AG                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         668 | NS      | $-3638.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nintendo Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -16100 | NS      | $32305.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Knoxville Local School District                                       | New Knoxville Local School District                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       78831 | NS      | $118451.85    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     1158000 | PA      | $20139.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        4261 | NS      | $2227267.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      798300 | PA      | $953856.69    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        1437 | NS      | $303652.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       34597 | PA      | $-5255.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | PA      | $57870.97     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                      | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1451000 | PA      | $1450093.13   | 0.04%             | 2037-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                                                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       52429 | NS      | $2225086.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           2 | NC      | $450.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class B                                                                      | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      156539 | PA      | $152872.48    | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |     2291000 | PA      | $0.23         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7673598 | PA      | $-8823.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      928000 | PA      | $996526.08    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $203023.64    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      444000 | PA      | $1025.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                      | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |     2076000 | PA      | $2410156.05   | 0.06%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -376897 | NS      | $16955.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                                                             | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      792000 | PA      | $897711.80    | 0.02%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-3A, Class M6                                                                      | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69694 | PA      | $80194.14     | 0.00%             | 2035-11-25      | Floating      | 4.84%                 | 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        |     1167831 | PA      | $1168221.41   | 0.03%             | 2041-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      362000 | PA      | $409564.62    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |  1572532074 | OU      | $428057.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relativity Space, Inc.                                                    | Relativity Space, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1419 | NS      | $1461.97      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Worley Ltd.                                                               | Worley Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       78394 | NS      | $615805.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                                          | Blackstone, Inc.                                                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        6794 | NS      | $781242.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                 | CUSIP: 00PCAAU27<br>LEI: N/A                  | N/A              | DE               |  | US        |         -82 | NC      | $-13940.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      126179 | NS      | $12132110.85  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      266000 | PA      | $272118.00    | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     3373335 | OU      | $430206.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3052000 | PA      | $2820572.33   | 0.07%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                     | DB Master Finance LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     1623930 | PA      | $1608458.33   | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                                    | Hyundai Rotem Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 988400HB939UNHXTFY36       | Long             | EC               | CORP              | KR        |        4423 | NS      | $509334.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                   | Ursa Major Technologies, Inc., Series D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       44138 | NS      | $218041.72    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346583.36    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                  | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -28530 | NS      | $89584.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      416000 | PA      | $480529.30    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      409000 | PA      | $453403.60    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Israeli Sheqel                                                        | New Israeli Sheqel                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       39316 | OU      | $12503.77     | 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      | $-57926.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      563000 | PA      | $636180.82    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EssilorLuxottica SA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -72 | NC      | $-343661.95   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Envalior Deutschland Gmbh                                                 | Envalior Deutschland Gmbh                                                                                                     | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |     3073096 | PA      | $2881768.09   | 0.08%             | 2031-03-31      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -396194 | NS      | $12023.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       21721 | NS      | $1129709.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Betclic Everest Group SAS                                                 | Betclic Everest Group SAS                                                                                                     | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $456940.96    | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-86816.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23996.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824C109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -8240 | NS      | $-10661.74    | -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        |     2019000 | PA      | $2285431.38   | 0.06%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    63536518 | PA      | $-14370.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $493547.95    | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      889000 | PA      | $1191958.75   | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                       | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |      292000 | PA      | $285806.68    | 0.01%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      174300 | PA      | $27413.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -121 | NC      | $106156.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      355000 | PA      | $5103.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Granite Ridge Resources, Inc.                                             | Granite Ridge Resources, Inc.                                                                                                 | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |     5123000 | PA      | $5004209.43   | 0.13%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      172611 | NS      | $13741561.71  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -215600 | NS      | $-11660.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Figeac Aero SA                                                            | Figeac Aero North America, Inc.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1871488.75   | 0.05%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   432916355 | PA      | $10962.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citizens Financial Group, Inc.                                                                                                | CUSIP: 00CC4CA42<br>LEI: N/A                  | N/A              | DE               |  | US        |         302 | NC      | $10570.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8349083 | PA      | $17.45        | 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        |      184196 | PA      | $1028118.29   | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       15436 | NS      | $5539671.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                  | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      216000 | PA      | $204812.47    | 0.01%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                               | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                          | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      779000 | PA      | $782019.40    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    16144865 | PA      | $1735572.99   | 0.05%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |   -10105505 | PA      | $-63274.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                          | WSP Global, Inc.                                                                                                              | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |        3567 | NS      | $555140.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CoStar Group, Inc.                                                                                                            | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -43200 | NS      | $100349.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                                                                 | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      151000 | PA      | $160420.87    | 0.00%             | 2031-02-24      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                  | LY Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      556700 | NS      | $1342278.26   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of Angola                                                        | Republic of Angola                                                                                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      230000 | PA      | $223215.00    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC, Class B                                                                                                     | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |      206388 | NS      | $2.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Temenos AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -5528 | NS      | $20715.79     | 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        |     9929000 | PA      | $9804887.50   | 0.26%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Deep Instinct, Ltd., Series D                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       24748 | NS      | $247.48       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      694229 | PA      | $801278.86    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                                                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      226000 | PA      | $246905.00    | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104419.50    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      924000 | PA      | $695310.00    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106490.47    | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14659000 | PA      | $-29348.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      206000 | PA      | $239597.23    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00PC2RQR9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -155 | NC      | $-15577.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-GCS, Class D                                                                                         | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1770000 | PA      | $1761019.02   | 0.05%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Hunterstown Generation LLC                                                | Hunterstown Generation LLC, 1st Lien Term Loan                                                                                | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      875160 | PA      | $874975.75    | 0.02%             | 2031-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      173286 | NS      | $13445260.74  | 0.35%             |  |  |  | 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        |      147276 | NS      | $2493962.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -8571737 | PA      | $-119419.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    60449800 | PA      | $661519.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       75000 | NS      | $85054.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   123986172 | PA      | $-7498.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cheniere Energy, Inc.                                                                                                         | CUSIP: 00PBV4KD7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -84 | NC      | $-87780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        7906 | NS      | $847743.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99454.65     | 0.00%             | 2056-02-15      | Variable      | 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      | $-25954.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xiaomi Corp., Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       36989 | NS      | $-4244.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        4930 | NS      | $441678.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | Mitsubishi Heavy Industries Ltd.                                                                                              | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       55800 | NS      | $1533197.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $577813.62    | 0.02%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citizens Financial Group, Inc.                                                                                                | CUSIP: 00PC4JSE2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -302 | NC      | $-30955.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -63500 | NS      | $-8910.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      151000 | PA      | $149791.50    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | 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        |     1235000 | PA      | $1372588.88   | 0.04%             | 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        |       38021 | NS      | $912.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamo Newco II GmbH                                                      | Dynamo Newco II GmbH                                                                                                          | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      302000 | PA      | $309576.19    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       62000 | PA      | $61715.62     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                                        | Contego CLO XI DAC, Series 11X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $579709.81    | 0.02%             | 2038-11-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                      | Sammaan Capital Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | EC               | CORP              | IN        |      125716 | NS      | $199708.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      139000 | PA      | $159157.74    | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      229000 | PA      | $248465.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series D                                                 | Loadsmart, Inc., Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       29827 | NS      | $293497.68    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2025-A, Class A                                                                       | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2046000 | PA      | $2036930.29   | 0.05%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      723000 | PA      | $689200.98    | 0.02%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                              | CUSIP: 00PBN8RQ1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -16 | NC      | $-11720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | MercadoLibre, Inc.                                                                                                            | CUSIP: 00PCA4WS2<br>LEI: N/A                  | N/A              | DE               |  | US        |          -9 | NC      | $-88020.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |      232357 | PA      | $-5321.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4865 | NS      | $29529.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       46173 | NS      | $7170205.17   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102464.30    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     8270000 | PA      | $334137.09    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | 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        |      658000 | PA      | $645699.74    | 0.02%             | 2041-06-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F                                                                       | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      233332 | PA      | $233186.17    | 0.01%             | 2038-04-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   183597480 | PA      | $-14127.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      292808 | NS      | $13603859.68  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Domain Greenbough Issuer LLC                                              | Domain Greenbough Issuer 2 LLC                                                                                                | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1370233 | PA      | $1368588.72   | 0.04%             | 2032-01-23      | Variable      | 14.57%                | No            |                  3 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                                               | Seven & i Holdings Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       68700 | NS      | $923990.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    31688064 | PA      | $1749325.33   | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                                                         | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |       12600 | NS      | $1645561.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                         | Galderma Group AG                                                                                                             | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |       16545 | NS      | $3251651.93   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                                                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96362.31     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5992.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Safran SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -73 | NC      | $-2700.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Mineral Resources Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -19549 | NS      | $-7207.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                                                  | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      421000 | PA      | $478883.26    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Source Global PBC                                                         | SOURCE Global PBC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       38066 | NS      | $3045.29      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCG Commercial Mortgage Trust                                             | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E                                                                      | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $820909.05    | 0.02%             | 2035-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       30984 | NS      | $1942.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       76574 | NS      | $22525007.84  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       12821 | NS      | $735668.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                                                            | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      331000 | PA      | $454333.69    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2645.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -177131000 | PA      | $-689729.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |      796094 | OU      | $37492.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16269768 | PA      | $-104684.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                                  | Algoma Steel Group, Inc.                                                                                                      | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |      130421 | NS      | $538638.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Postal Savings Bank of China Co. Ltd., Class H                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -1333000 | NS      | $-13286.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00PC0VQQ4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -67 | NC      | $-37017.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |       22913 | NS      | $1103072.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      336696 | NS      | $2161588.32   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                   | CUSIP: 00PC0MX29<br>LEI: N/A                  | N/A              | DE               |  | US        |        -116 | NC      | $-93380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Channel Vas Investments Ltd.                                              | Channel Vas Investments Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      214968 | NS      | $249125.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SA                                                                    | LPP SA                                                                                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          90 | NS      | $545710.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00CC6Q5C7<br>LEI: N/A                  | N/A              | DE               |  | US        |          22 | NC      | $1397.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Median BV                                                                 | Median BV, Facility 1st Lien Term Loan B1                                                                                     | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     1963637 | PA      | $2230654.20   | 0.06%             | 2027-10-14      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                         | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                                  | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1182000 | PA      | $1069710.00   | 0.03%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      643493 | PA      | $3591369.15   | 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      | $-82603.71    | -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      | $-26104.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        1578 | NS      | $756177.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SambaNova Systems, Inc., Series C                                         | SambaNova Systems, Inc., Series C                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       58878 | NS      | $1804610.70   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      419000 | PA      | $486180.30    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                                                          | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      333000 | PA      | $371508.13    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                                | Haleon plc                                                                                                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |      182093 | NS      | $901177.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land, Inc.                                                          | Ayala Land, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      481700 | NS      | $128807.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                       | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $538650.00    | 0.01%             | 2039-06-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $209262.00    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd.                                                   | Manappuram Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | EC               | CORP              | IN        |       50662 | NS      | $133970.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       97000 | PA      | $62454.39     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Sector Alarm Holding A/S                                                  | Sector Alarm Holding A/S, Facility 1st Lien Term Loan B4                                                                      | CUSIP: R7722AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |     1017290 | PA      | $1164605.43   | 0.03%             | 2032-06-14      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                            | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      138000 | PA      | $159307.22    | 0.00%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Honeywell International, Inc.                                                                                                 | CUSIP: 00CCFJA86<br>LEI: N/A                  | N/A              | DE               |  | US        |          32 | NC      | $2880.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          24 | NC      | $3048.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      220000 | PA      | $192940.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      876000 | PA      | $878062.45    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | Sofi Consumer Loan Program Trust, Series 2026-B, Class C                                                                      | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      372000 | PA      | $371500.70    | 0.01%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99904.18     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66116.90     | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      355000 | PA      | $366805.17    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |       10004 | OU      | $105.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                    | CUSIP: N/A<br>LEI: 984500FEDAC7FBD96273       | Long             | EC               | CORP              | US        |       57837 | NS      | $9891862.11   | 0.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CSX Corp.                                                                                                                     | CUSIP: 00CC6KBH2<br>LEI: N/A                  | N/A              | DE               |  | US        |         192 | NC      | $8640.00      | 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      | $71493.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO, Inc.                                                                 | QXO, Inc.                                                                                                                     | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16006 | NS      | $310836.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Wells Fargo & Co.                                                                                                             | CUSIP: 00PBS66J9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -101 | NC      | $-12928.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                                                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       21622 | NS      | $540818.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       20340 | NS      | $4137766.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                     | Breeze Aviation Group, Inc., Series B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4133 | NS      | $508854.96    | 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        |        7409 | NS      | $119801.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1459000 | PA      | $8979.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                         | Rain Carbon, Inc., 1st Lien Term Loan                                                                                         | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $1134906.00   | 0.03%             | 2028-10-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx USD High Yield Corporate Bond ETF                                                                               | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |      -48166 | NS      | $-5779.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    94991762 | PA      | $-2474.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      329000 | PA      | $380975.08    | 0.01%             | 2031-06-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class DFL                                            | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438149 | PA      | $223442.85    | 0.01%             | 2033-07-05      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97310.64     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE, 1st Lien Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1315262 | PA      | $1544949.83   | 0.04%             | 2029-12-17      | 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      | $2526.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp.                                                                                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        4299 | NS      | $1669000.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                         | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3621422 | PA      | $3395083.34   | 0.09%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3288.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                       | Flourishing Trade & Investment Ltd.                                                                                           | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     6305469 | PA      | $6471302.83   | 0.17%             | 2028-04-02      | Fixed         | 11.04%                | 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      | $24433.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                                                     | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       10908 | NS      | $901676.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2100000 | PA      | $-47296.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                                                                                 | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |      182000 | PA      | $205181.34    | 0.01%             | 2031-01-24      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions, Class A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       28147 | NS      | $333260.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      440000 | PA      | $-19873.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Caterpillar, Inc.                                                                                                             | CUSIP: 00CC87UZ8<br>LEI: N/A                  | N/A              | DE               |  | US        |          11 | NC      | $20157.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL Group Ltd.                                                            | UOL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       45831 | NS      | $347993.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      107000 | PA      | $110855.10    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       12867 | NS      | $5745630.18   | 0.15%             |  |  |  | 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      | $579174.63    | 0.02%             |  |  |  | No            |                  2 | 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        |     5969000 | PA      | $5864542.50   | 0.15%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         661 | NS      | $156181.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1123 | NS      | $357271.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         992 | NC      | $-2857858.20  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR3, Class F                                                                         | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      699465 | PA      | $697008.34    | 0.02%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       20939 | PA      | $9569.12      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                                        | MISUMI Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       46100 | NS      | $790236.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   312429200 | PA      | $12678277.87  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class C                                                                                  | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       45150 | PA      | $44908.27     | 0.00%             | 2051-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       97000 | PA      | $101626.44    | 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        |     1318312 | PA      | $1329765.21   | 0.04%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd.                                                 | ANTA Sports Products Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |       83600 | NS      | $817246.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -646000 | PA      | $-15802.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                                                       | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |       20000 | NS      | $986743.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                                                | British Land Co. plc (The)                                                                                                    | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |       68878 | NS      | $325817.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                          | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |      136191 | NS      | $1793635.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd.                                                                  | SLB Ltd.                                                                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       14739 | NS      | $757437.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                                       | Won                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        | 12631649167 | OU      | $8247085.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com, Inc.                                                          | Kakaku.com, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       25600 | NS      | $337000.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Volta Trucks, Series C                                                    | Volta Trucks, Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        6817 | NS      | $0.08         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CFSP Mortgage Trust                                                       | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                                                                | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1253541 | PA      | $1199782.78   | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       25399 | NS      | $3608101.55   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        3522 | NS      | $1203784.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -15 | NC      | $-47287.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 00PBV8SR9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -91 | NC      | $-14560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     1056924 | NS      | $17840976.28  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      403000 | PA      | $414203.62    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                      | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      808000 | PA      | $814068.08    | 0.02%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Reese Park CLO Ltd.                                                       | Reese Park CLO Ltd., Series 2020-1A, Class ARR                                                                                | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270139.19    | 0.01%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-C, Class A                                                                          | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      986608 | PA      | $981369.95    | 0.03%             | 2055-10-15      | Fixed         | 4.80%                 | 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        |     1399828 | PA      | $1390609.81   | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PB50PV9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -350 | NC      | $-162750.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      100000 | PA      | $-9341.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Four CLO VIII DAC                                                 | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                 | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |      820000 | PA      | $939342.65    | 0.02%             | 2037-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      275000 | PA      | $280775.00    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                                                          | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |     1260268 | PA      | $1610678.12   | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2025-3A, Class A                                                                             | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1844985 | PA      | $1830465.49   | 0.05%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       16329 | NS      | $2048636.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                                                                    | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |      378730 | NS      | $99623.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                               | SV RNO Property Owner 1 LLC                                                                                                   | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       11000 | PA      | $10873.42     | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | 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        |      796000 | PA      | $912730.60    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         752 | NC      | $-1502499.67  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $208600.00    | 0.01%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      548000 | PA      | $424700.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      136707 | NS      | $1.37         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CCBRK57<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2348 | NC      | $-42618.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00CC2K7B4<br>LEI: N/A                  | N/A              | DE               |  | US        |         124 | NC      | $13826.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1076692.51   | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/KRW One-touch barrier option; Barrier price USD 1,415.00000                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      119000 | PA      | $553.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      619000 | PA      | $812558.48    | 0.02%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16632.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        8190 | NS      | $1617525.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      130309 | NS      | $8292864.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PC27X04<br>LEI: N/A                  | N/A              | DE               |  | US        |         -49 | NC      | $-34422.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   433728800 | PA      | $12712032.70  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      304571 | PA      | $3561.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | STMicroelectronics NV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -12233 | NS      | $-16800.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                       | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34813 | PA      | $34791.70     | 0.00%             | 2038-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                         | Weekley Homes LLC                                                                                                             | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16461.60     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4867 | NC      | $77149.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   652000000 | PA      | $19454.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3512000 | PA      | $8906.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zijin Mining Group Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -140000 | NS      | $-48233.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC                                                                                                              | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |        6596 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      716000 | PA      | $7876.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |      119000 | PA      | $130686.72    | 0.00%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-110675.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -2316000 | PA      | $-7778.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                                           | GAIL India Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |      134804 | NS      | $197578.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103997.53    | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-974.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   323760700 | PA      | $5186662.48   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      105000 | PA      | $669.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      499000 | PA      | $559243.45    | 0.01%             | 2027-04-22      | Variable      | 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      | $-53191.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co. Ltd.                                               | SBI Life Insurance Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |      213724 | NS      | $4042819.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     9331000 | PA      | $167911.82    | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | 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      | $1924.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -4867 | NC      | $-282652.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    76050562 | PA      | $-403258.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2013-2A, Class BR                                                                               | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |       23977 | PA      | $23960.20     | 0.00%             | 2030-10-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SGB-SMIT MidCo GmbH                                                       | Sgb-Smit Midco GmbH, 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1156809.36   | 0.03%             | 2033-03-10      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                                             | Resort Communities LoanCo. LP                                                                                                 | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     7034996 | PA      | $6925250.06   | 0.18%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                                                            | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |      200000 | PA      | $199408.00    | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sunny Optical Technology Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       15100 | NS      | $400.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAI Life Sciences Ltd.                                                    | SAI Life Sciences Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 335800JBS3NY25NIBC93       | Long             | EC               | CORP              | IN        |       15467 | NS      | $159682.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00PCA60Z6<br>LEI: N/A                  | N/A              | DE               |  | US        |         117 | NC      | $676845.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       97012 | NS      | $1536415.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -593 | NC      | $11410946.58  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      708000 | PA      | $828066.04    | 0.02%             | 2030-01-15      | 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      | $-206096.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PB500U8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -83 | NC      | $-40670.00    | -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      | $-3355.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1840000 | PA      | $-59921.16    | -0.00%            |  |  |  | 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        |       21653 | NS      | $512179.87    | 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        |    12673000 | PA      | $222786.13    | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      238000 | PA      | $259186.87    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $196250.00    | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                   | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |      263225 | NS      | $9449777.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Halliburton Co.                                                           | Halliburton Co.                                                                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       26285 | NS      | $1024852.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PC241H9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -273 | NC      | $-112612.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      967044 | OU      | $667211.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CCFJKB8<br>LEI: N/A                  | N/A              | DE               |  | US        |          58 | NC      | $157180.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        2394 | NS      | $502356.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      150238 | NS      | $9987822.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $251280.00    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1234712346 | PA      | $-4857.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                                                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         758 | NS      | $1428572.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      349000 | PA      | $348511.31    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                 | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249996.50    | 0.01%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11841000000 | PA      | $694424.68    | 0.02%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      187000 | PA      | $178856.15    | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                                                               | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      695000 | PA      | $872374.86    | 0.02%             | 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        |     1466000 | PA      | $1539575.61   | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      394314 | PA      | $329689.93    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      600000 | PA      | $569312.82    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icon Parent I, Inc.                                                       | Icon Parent I, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3190174 | PA      | $3055261.76   | 0.08%             | 2031-11-13      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $471620.34    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         159 | NC      | $-679270.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260286.00    | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | 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      | $19869.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       64229 | NS      | $1406709.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -2087000 | PA      | $-72476.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        6403 | NS      | $121662.32    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        1367 | NS      | $1578885.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00PC0NTW6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -178 | NC      | $-51264.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                      | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       23954 | NS      | $3892045.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6223.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verge Genomics                                                            | Verge Genomics                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      422744 | NS      | $67639.04     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        6978 | NS      | $1200634.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31565.58     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cirsa Enterprises SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       22818 | NS      | $-7022.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -8012 | NS      | $23875.76     | 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      | $98629.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      259043 | PA      | $229572.76    | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                            | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                                                     | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269112.92    | 0.01%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      350000 | PA      | $460468.86    | 0.01%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15219.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NetEase, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        6900 | NS      | $-6118.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class B                                                                      | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      197775 | PA      | $193267.48    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | New York Community Bancorp, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         441 | NS      | $1160173.98   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -8571737 | PA      | $-91788.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      100000 | PA      | $-494.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      334000 | PA      | $313081.58    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19485.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teleperformance SE                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -6014 | NS      | $-8438.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCM Associates Ltd.                                                       | MCM Associates Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     2678384 | PA      | $2060526.83   | 0.05%             | 2031-09-25      | None          | 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      | $2267.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96959.06     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      320000 | PA      | $422302.10    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                 | Akamai Technologies, Inc.                                                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        6762 | NS      | $776615.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      196109 | NS      | $1190379.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA (Preference)                                       | Petroleo Brasileiro SA - Petrobras (Preference)                                                                               | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |      352129 | NS      | $3302494.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   729500000 | PA      | $144960.73    | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VNDO Trust                                                                | VNDO Trust, Series 2016-350P, Class D                                                                                         | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      582900 | PA      | $581910.12    | 0.02%             | 2035-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       79847 | NS      | $6394147.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   110410000 | PA      | $1756718.88   | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       49396 | NS      | $7425700.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      303000 | PA      | $230401.20    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1871900.79   | 0.05%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares Russell 2000 ETF                                                                                                      | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             |  | RF                | US        |       34600 | NS      | $8580800.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| New Oriental Education & Technology Group, Inc.                           | New Oriental Education & Technology Group, Inc.                                                                               | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |       16960 | NS      | $960444.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 00CCFHQW0<br>LEI: N/A                  | N/A              | DE               |  | US        |          99 | NC      | $10246.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Unimicron Technology Corp.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -3000 | NS      | $7175.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269436.19    | 0.01%             | 2035-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CC20850<br>LEI: N/A                  | N/A              | DE               |  | US        |         284 | NC      | $41322.00     | 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      | $-3690.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                            | Asia Vital Components Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        4000 | NS      | $264198.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2612505 | PA      | $3331.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          12 | NC      | $109448.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      343000 | PA      | $407462.16    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      258000 | PA      | $278658.65    | 0.01%             | 2032-09-30      | 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      | $4122.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                                                         | Wynn Resorts Ltd.                                                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        6873 | NS      | $697953.15    | 0.02%             |  |  |  | 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        |      290000 | PA      | $307064.45    | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       66694 | NS      | $22531900.96  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI, Inc.                                                                 | CGI, Inc., Class A                                                                                                            | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       21548 | NS      | $1575322.84   | 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      | $-103797.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RapidSOS, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      725761 | NS      | $762049.05    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $468614.36    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                  | CUSIP: 444859102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -4392 | NS      | $-14274.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7396290 | PA      | $85779.81     | 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        |      126928 | NS      | $2741590.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3496000 | PA      | $-35363.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                              | Sabre Financial Borrower LLC                                                                                                  | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $808425.17    | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      728000 | PA      | $965989.75    | 0.03%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Iberdrola SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       47542 | NS      | $34626.63     | 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      | $-548971.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      874000 | PA      | $260007.40    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                                                          | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      375000 | PA      | $403456.17    | 0.01%             | 2031-01-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                             | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3751798 | PA      | $3282599.81   | 0.09%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48696.44     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          18 | NC      | $6705.00      | 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      | $108587.43    | 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        |     2282872 | PA      | $2300851.15   | 0.06%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | F5, Inc.                                                                                                                      | CUSIP: 315616102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -7384 | NS      | $214.65       | 0.00%             |  |  |  | No            |                  2 | 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        |        3571 | NS      | $827641.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                       | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      552000 | PA      | $510283.81    | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       13000 | PA      | $18541.25     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                               | CUSIP: 00PC6SLK3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -124 | NC      | $-89900.00    | -0.00%            |  |  |  | No            |                  1 | 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        |      377000 | PA      | $412937.65    | 0.01%             | 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        |     2441652 | PA      | $2475715.41   | 0.07%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       16498 | NS      | $8325220.76   | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      870000 | PA      | $-43801.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                             | Viatris, Inc.                                                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      218082 | NS      | $2946287.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00CCBWLU0<br>LEI: N/A                  | N/A              | DE               |  | US        |        1372 | NC      | $3546.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        3293 | NS      | $361966.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      298000 | PA      | $312397.87    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23324.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PCDFEL9<br>LEI: N/A                  | N/A              | DE               |  | US        |         139 | NC      | $160888.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     1241000 | PA      | $3032.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       70000 | PA      | $-2367.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PCDFEK1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -916 | NC      | $-897849.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    27689298 | PA      | $-971.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $19937.10     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                                          | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  2765000000 | PA      | $419935.37    | 0.01%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        9138 | NS      | $6473907.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                                                                     | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      354000 | PA      | $365089.20    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sasol Ltd.                                                                                                                    | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |     -142743 | NS      | $-517441.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    30720964 | PA      | $616428.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8840000 | PA      | $-43884.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         219 | NC      | $-51922.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    57790900 | PA      | $381933.07    | 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      | $2122.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co. Ltd.                                                | Zhongji Innolight Co. Ltd., Class A                                                                                           | CUSIP: N/A<br>LEI: 655600K7YZDKAI214O83       | Long             | EC               | CORP              | CN        |       11700 | NS      | $1005318.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     2933354 | OU      | $566300.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     4960000 | PA      | $14790.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -64413 | NS      | $111434.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | PRIO SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -53748 | NS      | $-11952.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class A                                                                       | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1345000 | PA      | $1355839.49   | 0.04%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00PB516Q9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -84 | NC      | $-99750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      485093 | PA      | $581901.49    | 0.02%             | 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        |       61629 | NS      | $10689550.05  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     -123200 | NS      | $-586.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      114635 | NS      | $18307209.50  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp.                                                  | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        8959 | NS      | $80810.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Project Berlin                                                            | PROJECT BERLIN, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     2195672 | PA      | $2097040.31   | 0.06%             | 2033-01-22      | Variable      | 9.96%                 | No            |                  3 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp., Class A                                                                                                       | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        4563 | NS      | $1816074.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       29733 | PA      | $12666.26     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -3501 | NC      | $7806267.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | Japan Post Holdings Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      121400 | NS      | $1401740.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     2838000 | PA      | $2775006.90   | 0.07%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seagate Technology Holdings plc                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1325 | NS      | $16244.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -54953 | NS      | $-320.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      276000 | PA      | $254483.26    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        1074 | NS      | $269187.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   150216120 | PA      | $-13151.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102440.40    | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       61306 | NS      | $6409542.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                                                        | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $224502.53    | 0.01%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class C                                                                    | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100133.77    | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -71836 | NS      | $-8624.06     | -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      | $409.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       80000 | PA      | $86420.06     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3348000 | PA      | $-13695.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         534 | NC      | $7214.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                     | Iberdrola Finanzas SA, Series IBE                                                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $534307.04    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |     1173202 | NS      | $825766.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC                            | Virgin Media O2 Vendor Financing Notes VII DAC                                                                                | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |      495000 | PA      | $501397.11    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      143292 | PA      | $157837.77    | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     1152750 | PA      | $1151793.22   | 0.03%             | 2031-09-29      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nebius Group NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -2217 | NS      | $23978.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      312000 | PA      | $329394.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -494000 | PA      | $-4541.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         162 | NC      | $-567579.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc.                                                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      144436 | NS      | $3945991.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $455300.87    | 0.01%             | 2027-10-09      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      243000 | PA      | $279562.42    | 0.01%             | 2032-10-15      | Floating      | 5.15%                 | 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        |      678709 | PA      | $922541.72    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lam Research Corp.                                                                                                            | CUSIP: 00PC4BX78<br>LEI: N/A                  | N/A              | DE               |  | US        |         -96 | NC      | $-59760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares Broad USD High Yield Corporate Bond ETF                                                                               | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |      130551 | NS      | $4809498.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       84000 | PA      | $83882.74     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NIKE, Inc., Class B                                                                                                           | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -53918 | NS      | $-3157.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | General Mills, Inc.                                                                                                           | CUSIP: 370334104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -20148 | NS      | $-9261.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Delayed Draw Facility 1st Lien Term Loan B                                               | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      372785 | PA      | $370920.97    | 0.01%             | 2032-10-01      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Forint                                                                    | Forint                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |     6012474 | OU      | $18078.87     | 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      | $-98058.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                                                                   | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      196000 | PA      | $229847.38    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |       14304 | OU      | $11125.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1306741063 | PA      | $25683.13     | 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        |      608000 | PA      | $617564.23    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | UDR, Inc.                                                                                                                     | CUSIP: 902653104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -65808 | NS      | $29928.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16431.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group plc                                                        | Convatec Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |      121970 | NS      | $351814.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -49 | NC      | $121509.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        4072 | NC      | $-3318554.83  | -0.09%            |  |  |  | No            |                  1 | 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        |     2392221 | PA      | $2111944.03   | 0.06%             | 2027-04-23      | Variable      | 10.05%                | No            |                  3 | On Loan: No      |
| ZTO Express Cayman, Inc.                                                  | ZTO Express Cayman, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | DBT              | CORP              | KY        |     1920000 | PA      | $1918080.00   | 0.05%             | 2031-03-01      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -18 | NC      | $-15750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                                      | Straumann Holding AG (Registered)                                                                                             | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |        5019 | NS      | $525103.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00PBPLHQ1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -124 | NC      | $-27156.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                                                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        6558 | NS      | $4635315.97   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PC95L53<br>LEI: N/A                  | N/A              | DE               |  | US        |         -23 | NC      | $-35477.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                                                 | Dow, Inc.                                                                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       32087 | NS      | $1336423.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                                                                           | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1854814 | PA      | $1650784.32   | 0.04%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       26802 | NS      | $3871280.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                              | Kenvue, Inc.                                                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       67615 | NS      | $1165682.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      269683 | NS      | $19348085.04  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics India Ltd.                                                 | LG Electronics India Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3358001R8E6IU2XJFQ88       | Long             | EC               | CORP              | IN        |       80895 | NS      | $1247052.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                                                                | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      198000 | PA      | $222243.83    | 0.01%             | 2030-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -164148679 | PA      | $-13679.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -442000 | PA      | $-1808.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -140 | NC      | $-60200.00    | -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        |    61105572 | PA      | $3383615.54   | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     2138807 | PA      | $2071969.30   | 0.05%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41795.40     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       21064 | NS      | $2400874.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1049000 | PA      | $18705.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp., Class A                                                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       21448 | NS      | $2510917.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                            | Protagonist Therapeutics, Inc.                                                                                                | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2110 | NS      | $222394.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | UNITE Group plc (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -29011 | NS      | $916.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bond                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         170 | NC      | $-127799.30   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228464.56    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | W R Berkley Corp.                                                                                                             | CUSIP: 084423102<br>LEI: N/A                  | N/A              | DE               |  | US        |      -14809 | NS      | $-10810.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      378000 | PA      | $456931.67    | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | 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        |       36707 | NS      | $513576.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |      353029 | NS      | $9365859.37   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        3830 | NS      | $176065.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Panasonic Holdings Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -112300 | NS      | $-118806.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |     2520000 | NS      | $2394000.00   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -93 | NC      | $-20692.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NAC Kazatomprom JSC                                                       | NAC Kazatomprom JSC                                                                                                           | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |        4972 | NS      | $392617.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     8524579 | PA      | $232278.79    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233707.63    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PBF Energy, Inc.                                                          | PBF Energy, Inc., Class A                                                                                                     | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       15596 | NS      | $742681.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |       21141 | NS      | $-2959.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | Sofi Consumer Loan Program Trust, Series 2026-B, Class B                                                                      | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      410000 | PA      | $409554.90    | 0.01%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    20304770 | PA      | $18953.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                                                               | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      361192 | NS      | $1620669.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      358000 | PA      | $342942.15    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           3 | NC      | $2540.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96499.23     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      478000 | PA      | $-10458.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -6 | NC      | $-20502.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                                          | Screaming Eagle Acquistion Corp.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       67266 | NS      | $638392.74    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       31666 | NS      | $0.32         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -29 | NC      | $-48647.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          46 | NC      | $9706.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                                           | French Republic                                                                                                               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1983000 | PA      | $2209369.41   | 0.06%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                           | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                      | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1199447 | PA      | $1216607.21   | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    58711625 | PA      | $-390.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lam Research Corp.                                                                                                            | CUSIP: 00PC705L9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -118 | NC      | $-92630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       15847 | NS      | $26717.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       44524 | PA      | $11965.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        1946 | NS      | $385872.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   209758300 | PA      | $-2921803.79  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                                                                | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      835000 | PA      | $1140064.89   | 0.03%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Banca Monte dei Paschi di Siena SpA                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -180428 | NS      | $-54655.56    | -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      | $-3791.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                                                                | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       36800 | NS      | $891313.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      209000 | PA      | $139455.25    | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                  | Canadian Government Bond                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    11126000 | PA      | $7917207.53   | 0.21%             | 2030-03-01      | Fixed         | 2.75%                 | 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      | $-180351.26   | -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      | $17145.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quimper AB                                                                | Quimper AB, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |     1017391 | PA      | $1156995.05   | 0.03%             | 2030-03-29      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      195000 | PA      | $198205.80    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      619000 | PA      | $520266.98    | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1581430 | PA      | $-6822.89     | -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      | $6825.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      240000 | PA      | $284666.10    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                                 | Starz Entertainment Corp.                                                                                                     | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        7948 | NS      | $91402.00     | 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        |     2043062 | PA      | $1918435.08   | 0.05%             | 2028-08-18      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                  | Universal Music Group NV                                                                                                      | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       93296 | NS      | $1810951.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                      | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        8805 | NS      | $3375837.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |      118682 | NS      | $1077792.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                           | CUSIP: 00PBRFTS5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -70 | NC      | $-18655.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       30581 | NS      | $2162688.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      284000 | PA      | $332364.67    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -2087000 | PA      | $-26146.02    | -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      | $-124573.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Summit Issuer LLC                                                         | Summit Issuer LLC, Series 2025-1A, Class A2                                                                                   | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1867000 | PA      | $1862312.90   | 0.05%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                             | Estee Lauder Cos., Inc. (The), Class A                                                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       19276 | NS      | $1383438.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -625000 | PA      | $-19484.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101715.30    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      550000 | PA      | $561674.30    | 0.01%             | 2034-11-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      866000 | PA      | $955408.76    | 0.03%             | 2031-03-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $447510.24    | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $990.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc., Class A                                                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        3941 | NS      | $688138.01    | 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      | $-12935.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | LANXESS AG                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -28137 | NS      | $-230168.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PCDFEG0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -139 | NC      | $-79700.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      116000 | PA      | $120288.40    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       28026 | NS      | $6828089.03   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -66281 | NS      | $6318.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    10854360 | PA      | $18992.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AI Sirona Luxembourg Acquisition SARL                                     | AI Sirona Luxembourg Acquisition SARL, Facility 1st Lien Term Loan B3                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     2000000 | PA      | $2296096.02   | 0.06%             | 2028-09-29      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-77618.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      139758 | NS      | $7015851.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2612505 | PA      | $-4944.88     | -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      | $9004.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       11824 | NS      | $10002985.76  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         -12 | NC      | $-152736.21   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Insight M, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     1614658 | NS      | $16.15        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181756.44    | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00CC2ARH1<br>LEI: N/A                  | N/A              | DE               |  | US        |          36 | NC      | $5598.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    15735752 | PA      | $-18982.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     5891900 | PA      | $33397.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co.                                                         | Hyundai Motor Co.                                                                                                             | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |         729 | NS      | $224576.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      729000 | PA      | $818930.46    | 0.02%             | 2030-02-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teradyne, Inc.                                                                                                                | CUSIP: 880770102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2214 | NS      | $19729.97     | 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      | $-6689.59     | -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      | $-34008.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2025-1, Class B                                                                  | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      468000 | PA      | $470046.66    | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | 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        |    33800000 | PA      | $588490.67    | 0.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $2011491.77   | 0.05%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 10007100000 | PA      | $2417398.45   | 0.06%             | 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        |      667646 | NS      | $2472166.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                   | CUSIP: 00PB50CA9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -89 | NC      | $-158865.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics, Inc.                                                   | Delta Electronics, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |       19000 | NS      | $856717.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     1971000 | PA      | $2262464.75   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Nota Do Tesouro Nacional                                                                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       21523 | PA      | $4048716.11   | 0.11%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $227929.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PCBK7T1<br>LEI: N/A                  | N/A              | DE               |  | US        |         935 | NC      | $1601187.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      182759 | NS      | $17614312.42  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                                                  | Franklin Resources, Inc.                                                                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       37338 | NS      | $881923.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |     1200345 | PA      | $1258632.55   | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       47396 | NS      | $9267813.69   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -4156 | NC      | $2344421.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6315200 | PA      | $67420.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         148 | NC      | $-642026.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96104.10     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -14159 | NS      | $-39111.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                           | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       10186 | NS      | $917860.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix, Inc.                                                            | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       13601 | NS      | $7716733.08   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |       16353 | NS      | $1266866.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C                                              | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $566999.86    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux Midco SARL                                               | Lion/Polaris Lux Midco SARL                                                                                                   | CUSIP: N/A<br>LEI: 984500B6N8F6E153B579       | Long             | DBT              | CORP              | LU        |      385000 | PA      | $444091.21    | 0.01%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -8173000 | PA      | $-75975.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                       | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1273 | NS      | $458.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Adecco Group AG (Registered)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -33040 | NS      | $-29706.54    | -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      | $391.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    52799000 | PA      | $-42025.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                  | Otsuka Holdings Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        8200 | NS      | $581961.17    | 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      | $5137.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00CCBEP02<br>LEI: N/A                  | N/A              | DE               |  | US        |         161 | NC      | $23828.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabon Government Bond                                                     | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      327000 | PA      | $305944.47    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | 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        |      820000 | PA      | $821945.37    | 0.02%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      144117 | NS      | $53347789.89  | 1.41%             |  |  |  | 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      | $-2266.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                             | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                                       | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      880515 | PA      | $878864.15    | 0.02%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $200395.00    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA, Inc.                                                 | Comfort Systems USA, Inc.                                                                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         370 | NS      | $510226.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6548678 | PA      | $-26667.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                                        | Henley CLO XII DAC, Series 12X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $586207.51    | 0.02%             | 2038-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $725176.36    | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Short            |  | RF                | US        |     -152400 | NS      | $-12124944.00 | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       11521 | NS      | $1008778.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      600000 | PA      | $1963.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2256870 | PA      | $11944.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    61741144 | PA      | $-22692.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      307293 | PA      | $125.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                            | Nexon Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       28000 | NS      | $527427.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marcobre SAC                                                              | Marcobre SAC                                                                                                                  | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $193680.00    | 0.01%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00PC82L77<br>LEI: N/A                  | N/A              | DE               |  | US        |        -288 | NC      | $-66816.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO 2 DAC, Series 2X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400NH1P1SJKW98951       | Long             | ABS-CBDO         | CORP              | IE        |      600000 | PA      | $693510.00    | 0.02%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5037.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       19712 | NS      | $520988.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                             | CUSIP: 00PC408G0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -136 | NC      | $-5032.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      301762 | NS      | $14710897.50  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Kering SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -6162 | NS      | $-120695.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      248050 | PA      | $194029.67    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     7081088 | PA      | $4605.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |      420000 | PA      | $485637.28    | 0.01%             | 2031-09-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                              | CF Industries Holdings, Inc.                                                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        3273 | NS      | $424966.32    | 0.01%             |  |  |  | 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        |     1233061 | PA      | $1302544.44   | 0.03%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                                                               | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      193000 | PA      | $218220.31    | 0.01%             | 2029-07-31      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                                                            | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      322000 | PA      | $415800.81    | 0.01%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       26000 | PA      | $26742.47     | 0.00%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                          | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      468000 | PA      | $539054.03    | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Socionext, Inc.                                                           | Socionext, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 529900NKQHKPDKDHVO94       | Long             | EC               | CORP              | JP        |       23200 | NS      | $288055.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Emirate of Dubai United Arab Emirates                                     | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |      210000 | PA      | $144207.00    | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $172073.26    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                                   | Rivian Automotive, Inc., Class A                                                                                              | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       10812 | NS      | $162720.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -6125445 | PA      | $-8659.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Trust, Series 2024-1, Class B                                                                       | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      191824 | PA      | $194303.32    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                     | Banca Transilvania SA                                                                                                         | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |       41126 | NS      | $334782.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1373848.03   | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       33905 | NS      | $4481562.90   | 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      | $-5685.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       11087 | NS      | $2405768.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -74 | NC      | $-48380.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    13221136 | PA      | $-118048.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Uber Technologies, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -264 | NC      | $-25344.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -17712 | NS      | $-73075.40    | -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      | $-45024.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         389 | NC      | $12625.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $228800.00    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | Asahi Intecc Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       32900 | NS      | $702547.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        7676 | NS      | $2511812.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00PBCSUC6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -54 | NC      | $-79110.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Universal LLC                                                      | Galaxy Universal LLC, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4665582 | PA      | $4356720.58   | 0.12%             | 2026-11-12      | Variable      | 10.25%                | No            |                  3 | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       15609 | NS      | $113477.43    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -8173000 | PA      | $-211520.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                               | Ithaca Energy North Sea plc                                                                                                   | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $512698.00    | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                      | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                                                  | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      994745 | PA      | $994445.47    | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                               | Equinor ASA                                                                                                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |       11900 | NS      | $506992.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux Midco SARL                                               | Lion/Polaris Lux Midco SARL                                                                                                   | CUSIP: N/A<br>LEI: 984500B6N8F6E153B579       | Long             | DBT              | CORP              | LU        |      235000 | PA      | $271068.66    | 0.01%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Facility 1st Lien Term Loan B                                                            | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2065549 | PA      | $2055221.16   | 0.05%             | 2032-10-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $236390.95    | 0.01%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series C                                   | Ursa Major Technologies, Inc., Series C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      360289 | NS      | $1732990.09   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                             | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                                                    | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270240.54    | 0.01%             | 2037-07-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-D, Class A1B                                                                    | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1582421 | PA      | $1579179.24   | 0.04%             | 2053-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Egyptian Pound                                                            | Egyptian Pound                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | EG        |          -1 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1551250 | PA      | $1550722.58   | 0.04%             | 2031-02-17      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, 1st Lien Term Loan                                                                               | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      676536 | PA      | $676163.97    | 0.02%             | 2032-08-20      | Variable      | 6.92%                 | 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      | $-950.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstria SARL                                                              | alstria Sarl                                                                                                                  | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $572236.85    | 0.02%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 00PC6V2L5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -363 | NC      | $-60802.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |         212 | NC      | $-2694814.09  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      815000 | PA      | $9168.75      | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | 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      | $4498.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Costco Wholesale Corp.                                                                                                        | CUSIP: 00PC29055<br>LEI: N/A                  | N/A              | DE               |  | US        |         -21 | NC      | $-7087.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CCGP0Q2<br>LEI: N/A                  | N/A              | DE               |  | US        |          84 | NC      | $10500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -4176000 | PA      | $-96740.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                               | Santos Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      275514 | NS      | $1508038.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MLP Saglik Hizmetleri A/S                                                 | MLP Saglik Hizmetleri A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000M2LTGHSXVOQL65       | Long             | EC               | CORP              | TR        |       30944 | NS      | $298879.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       19085 | NS      | $2500516.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV, Series B                                                                                             | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | MX        |      620401 | NS      | $788525.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      102000 | NS      | $1354584.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -8800000 | PA      | $-9325.15     | -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      | $-109260.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -17016 | NS      | $-26913.89    | -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      | $2775.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                                                  | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       35887 | NS      | $1860004.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                                                               | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      144000 | PA      | $188711.94    | 0.00%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                       | First Horizon Corp.                                                                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       40388 | NS      | $919230.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class M1                                                                      | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57999 | PA      | $56026.82     | 0.00%             | 2036-10-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class B                                                            | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      339114 | PA      | $302974.40    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100114.10    | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1447500000 | PA      | $374198.05    | 0.01%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CSG NV                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       94670 | NS      | $-1006883.31  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakus Co. Ltd.                                                            | Rakus Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       53858 | NS      | $256746.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pagaya Technologies Ltd., Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -35598 | NS      | $1779.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      812000 | PA      | $241562.94    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      224069 | PA      | $1697.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Databricks, Inc., Series F                                                | Databricks, Inc., Series F                                                                                                    | CUSIP: N/A<br>LEI: 984500FEDAC7FBD96273       | Long             | EC               | CORP              | US        |      211650 | NS      | $36198499.50  | 0.96%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       10153 | NS      | $1474520.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      922000 | PA      | $1011032.85   | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Althea Acquisition Bidco SARL                                             | Althea Acquisition Bidco SARL, 1st Lien Term Loan B                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1232143 | PA      | $1412038.53   | 0.04%             | 2033-01-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       28823 | NS      | $4067213.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       26724 | NS      | $6040425.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyra Music Assets Delaware LP                                             | Lyra Music Assets Delaware LP, Series 2024-2A, Class A2                                                                       | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |     1755339 | PA      | $1764856.59   | 0.05%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                                                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       51645 | NS      | $4739675.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                                              | Renew Treasury Ifsc Pvt Ltd.                                                                                                  | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $193937.50    | 0.01%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                   | Albion Financing 3 SARL, 1st Lien Term Loan                                                                                   | CUSIP: 01330EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1151631.15   | 0.03%             | 2031-05-21      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      343000 | PA      | $475026.63    | 0.01%             | 2086-08-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                         | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       21086 | NS      | $532468.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOC Holding A/S                                                           | KOC Holding A/S                                                                                                               | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               | CORP              | TR        |      168479 | NS      | $742119.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1165 | NC      | $-138210.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12223.96     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                   | Naturgy Energy Group SA                                                                                                       | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |       14331 | NS      | $429020.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    14448961 | PA      | $1.44         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      163000 | PA      | $204894.51    | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      114675 | NS      | $3695683.55   | 0.10%             |  |  |  | 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      | $7538.13      | 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      | $4906.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      125000 | PA      | $-2487.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         455 | NS      | $786704.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      711000 | PA      | $838843.42    | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       12700 | NS      | $-6070.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Willis Towers Watson plc                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -7907 | NS      | $21586.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7132 | NS      | $43291.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -530000 | PA      | $-5461.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                         | Nobian Finance BV, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     2526316 | PA      | $2740868.55   | 0.07%             | 2030-07-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Derayah Financial Co.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       22719 | NS      | $-4819.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                                                          | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $218948.86    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22639604 | PA      | $701.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                                                        | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       11510 | NS      | $1129028.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC, 1st Lien Term Loan B                                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1543362 | PA      | $1511151.84   | 0.04%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |      233403 | NS      | $2276809.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstria SARL                                                              | Alstria SARL                                                                                                                  | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $330803.89    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      582000 | PA      | $586750.23    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    58067368 | PA      | $-314933.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                            | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      315000 | PA      | $363636.04    | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                       | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       39022 | NS      | $9424135.49   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                                                  | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       20558 | NS      | $2516134.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                              | Hasbro, Inc.                                                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       12242 | NS      | $1145851.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       23186 | NS      | $157432.94    | 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        |      147880 | NS      | $154574.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11400 | NS      | $-4902.66     | -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      | $-1079.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                | Japan Exchange Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       91700 | NS      | $1070871.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                              | Fortis, Inc.                                                                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       65930 | NS      | $3678259.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Smurfit Westrock plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -54500 | NS      | $-62675.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                      | Redstone HoldCo 2 LP, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1508448 | PA      | $555606.81    | 0.01%             | 2030-12-31      | Variable      | 9.17%                 | 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      | $-93.01       | -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      | $-236009.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      144000 | PA      | $162717.65    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aspen Owner LLC                                                           | Aspen Owner LLC, 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4199514 | PA      | $4224939.55   | 0.11%             | 2027-02-09      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        3363 | NS      | $143353.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     5710000 | PA      | $5480121.11   | 0.14%             | 2031-01-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       22318 | NS      | $2248538.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp.                                             | United Microelectronics Corp.                                                                                                 | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |      492000 | NS      | $881959.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -815 | NS      | $1581.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   355042357 | PA      | $-59001.84    | -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      | $5250.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        1172 | NS      | $226078.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -2143000 | PA      | $-3267.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS plc                                                                | STERIS plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        1686 | NS      | $372825.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Brenntag SE                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -4259 | NS      | $-35468.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2278000 | PA      | $2257812.73   | 0.06%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                                         | Playstudios, Inc., Class A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      277748 | NS      | $130319.36    | 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        |      207699 | PA      | $169794.12    | 0.00%             | 2028-04-30      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7897000 | PA      | $8119349.12   | 0.21%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Leidos Holdings, Inc.                                                                                                         | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -6690 | NS      | $46963.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    11768014 | PA      | $437288.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PBYVUQ4<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1871 | NC      | $-3201000.95  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $339502.62    | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      224000 | PA      | $233660.38    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2555111239 | PA      | $46448.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                             | Obic Co. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       28600 | NS      | $694163.38    | 0.02%             |  |  |  | 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        |      881253 | PA      | $869135.49    | 0.02%             | 2030-04-26      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -6455000 | PA      | $-44705.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |          -2 | OU      | $-0.05        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       27713 | NS      | $12775415.87  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                                | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                                                                         | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249899.95    | 0.01%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Safran SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -73 | NC      | $-272369.12   | -0.01%            |  |  |  | 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        |      332000 | PA      | $383787.79    | 0.01%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               |  | US        |     -135385 | NS      | $-25723.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       56556 | NS      | $3676140.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2021-2A, Class D                                                                               | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      640000 | PA      | $591558.78    | 0.02%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        3144 | NS      | $438808.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       39713 | NS      | $8637180.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226598.61    | 0.01%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00PB512F7<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1074 | NC      | $-162174.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107385.71    | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        3623 | NS      | $1340.52      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00CCDFW25<br>LEI: N/A                  | N/A              | DE               |  | US        |          54 | NC      | $567.00       | 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      | $94515.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series OO                                                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112874.85    | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lam Research Corp.                                                                                                            | CUSIP: 00CCF79V3<br>LEI: N/A                  | N/A              | DE               |  | US        |          35 | NC      | $35700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                       | CUSIP: 00PC6Q0W4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -257 | NC      | $-212025.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15705000 | PA      | $404534.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                           | Nebius Group NV                                                                                                               | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      572000 | PA      | $533161.20    | 0.01%             | 2033-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      209000 | PA      | $214063.03    | 0.01%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series F                                                 | JumpCloud, Inc., Series F                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      113119 | NS      | $276010.36    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Cloudflare, Inc., Class A                                                                                                     | CUSIP: 18915M107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3940 | NS      | $55753.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -625000 | PA      | $-8832.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Simon Property Group, Inc.                                                                                                    | CUSIP: 828806109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -8422 | NS      | $-42446.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                                                       | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      368000 | PA      | $426418.67    | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      159949 | PA      | $185370.01    | 0.00%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      709000 | PA      | $819595.02    | 0.02%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sapporo Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -38500 | NS      | $-7311.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                       | CUSIP: 00PCDKY02<br>LEI: N/A                  | N/A              | DE               |  | US        |        -253 | NC      | $-317515.00   | -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      | $120.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -824357 | NS      | $-16741.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       33469 | NS      | $8120248.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                                                         | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45362.80     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                                         | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      812440 | PA      | $933538.99    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | 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      | $45198.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1234134973 | PA      | $2785.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Ruyi Holdings Ltd.                                                  | China Ruyi Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 984500976440498D1C06       | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $243330.10    | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      341000 | PA      | $306516.38    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      463663 | NS      | $6338893.36   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       25126 | PA      | $11507.71     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       10182 | NS      | $2486240.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                                                                     | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |     1318000 | PA      | $1388239.35   | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5795000 | PA      | $1461745.90   | 0.04%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        3400 | PA      | $247842.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alamos Gold, Inc., Class A                                                                                                    | CUSIP: 011532108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -17578 | NS      | $-74571.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       32237 | NS      | $970509.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -593000 | PA      | $-11307.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      510000 | PA      | $435664.95    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GSA2, Class XA                                                                      | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1391430 | PA      | $80424.77     | 0.00%             | 2053-12-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                                                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        7656 | NS      | $1507160.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                                                                        | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |     1190000 | PA      | $1369514.50   | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -164148679 | PA      | $-482283.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                                                         | FNZ NZ Finco Ltd., 1st Lien Term Loan                                                                                         | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |     2000000 | PA      | $2144232.00   | 0.06%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        2983 | NS      | $2304785.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      441000 | PA      | $4092.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                                                   | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250062.95    | 0.01%             | 2034-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                                                               | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        5318 | NS      | $68268.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        1631 | NS      | $6867031.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $203217.42    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -5220000 | PA      | $-187267.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CCBRK08<br>LEI: N/A                  | N/A              | DE               |  | US        |        2348 | NC      | $79524.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626P148<br>LEI: N/A                  | N/A              | DE               |  | US        |      -17254 | NS      | $15142.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Capital No. 6 Ltd.                                                    | HKT Capital No. 6 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900F4EZA4GPR3LG03       | Long             | DBT              | CORP              | VG        |      350000 | PA      | $320505.50    | 0.01%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3247.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      425000 | PA      | $477890.34    | 0.01%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      650000 | PA      | $678217.61    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       12835 | NS      | $1314175.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                               | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |      541074 | NS      | $1553282.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30961.67     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | 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        |     3424722 | PA      | $2851043.44   | 0.08%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      170000 | PA      | $1083.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ares Management Corp.                                                                                                         | CUSIP: 03990B101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -19094 | NS      | $-39600.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -5563 | NS      | $-409.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2024-A, Class A                                                                       | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2067000 | PA      | $2074729.96   | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243464.31    | 0.01%             | 2028-08-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      128000 | PA      | $113592.30    | 0.00%             | 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        |      965000 | PA      | $966207.22    | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      268000 | PA      | $230982.85    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      154000 | PA      | $141596.84    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     5729017 | PA      | $0.57         | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| 720 East CLO VII Ltd.                                                     | 720 East CLO VII Ltd., Series 2025-7A, Class A1                                                                               | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      660000 | PA      | $658507.67    | 0.02%             | 2037-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       23000 | PA      | $21370.86     | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                                       | Contego CLO VII DAC, Series 7X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |      680000 | PA      | $768135.68    | 0.02%             | 2038-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -3769 | NS      | $-10310.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                         | Hershey Co. (The)                                                                                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        4301 | NS      | $894134.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Pagaya Technologies Ltd., Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -17572 | NS      | $-1230.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     1179000 | PA      | $22155.23     | 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      | $-11771.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                     | CUSIP: 00PC0P341<br>LEI: N/A                  | N/A              | DE               |  | US        |        -175 | NC      | $-149625.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1171 | NS      | $22003.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    27248000 | PA      | $-227280.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                           | ConnectWise LLC, 1st Lien Term Loan                                                                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      971249 | PA      | $894354.95    | 0.02%             | 2028-09-29      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                                  | Victory Street CLO I DAC, Series 1X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |      760000 | PA      | $877277.76    | 0.02%             | 2038-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                  | Tyler Technologies, Inc.                                                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        4924 | NS      | $1685879.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                                                   | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      225000 | PA      | $251906.86    | 0.01%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2325396000 | PA      | $19889.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    15752635 | PA      | $17511658.06  | 0.46%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00CCA7AU8<br>LEI: N/A                  | N/A              | DE               |  | US        |          20 | NC      | $9150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    33283807 | PA      | $-456842.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBE2UD9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -284 | NC      | $-164010.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                        | RH                                                                                                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        1815 | NS      | $253773.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                   | Heidelberg Materials AG                                                                                                       | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       12050 | NS      | $2542989.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        7418 | NS      | $1072420.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       36777 | NS      | $5125610.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad & Tobago                                                                                                 | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      273000 | PA      | $270270.00    | 0.01%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    59200000 | PA      | $-29187.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00PB4ZDE4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -36 | NC      | $-23220.00    | -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      | $-14633.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16885000 | PA      | $-14672.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    24185000 | PA      | $229508.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227998.12    | 0.01%             | 2026-11-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                                    | Jacobs Solutions, Inc.                                                                                                        | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        7130 | NS      | $907506.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       18815 | NS      | $5091150.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      127841 | NS      | $13884811.01  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    61741144 | PA      | $-23079.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        9276 | NS      | $691062.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PCETAX6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -134 | NC      | $-174428.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                      | NAK Naftogaz Ukraine                                                                                                          | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      251025 | PA      | $195799.80    | 0.01%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $250735.30    | 0.01%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                    | Fortrea Holdings, Inc.                                                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      119000 | PA      | $112776.30    | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                           | 10x Future Technologies Services Ltd., Series D                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |      163645 | NS      | $571825.38    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    42000000 | PA      | $727327.26    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      102000 | PA      | $94036.22     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       19821 | NS      | $9742616.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34311.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   113615000 | PA      | $1826320.26   | 0.05%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    12078000 | PA      | $240796.30    | 0.01%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration SpA                                                                                                      | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      391000 | PA      | $445787.83    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                                                               | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      404000 | PA      | $466939.76    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norwegian Cruise Line Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -26844 | NS      | $37648.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                                                              | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6241555 | PA      | $332459.57    | 0.01%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                                                   | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      791800 | PA      | $538625.75    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00PC2HKY2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -63 | NC      | $-34492.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      154000 | PA      | $156614.35    | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2912269.29  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        7254 | NS      | $89842.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracelet Holdings, Inc.                                                   | Bracelet Holdings, Inc.                                                                                                       | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2569000 | PA      | $2496083.24   | 0.07%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1383655.11   | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                                     | Nissan Chemical Corp.                                                                                                         | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |       19800 | NS      | $769947.84    | 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        |        1420 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      182706 | NS      | $2190217.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    15856558 | PA      | $-1096.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -69 | NC      | $-50025.00    | -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      | $30101.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co. Ltd.                                          | China Galaxy Securities Co. Ltd., Class H                                                                                     | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |      631000 | NS      | $643258.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentina Treasury BONCER                                                                                                     | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    98407000 | PA      | $165601.03    | 0.00%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       85665 | NS      | $3197297.67   | 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      | $18673.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TVC Holding                                                               | TVC Holding, Series 2021-1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     1654137 | PA      | $1259452.16   | 0.03%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |        1951 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                              | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                                                                        | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000301.80   | 0.05%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -8575000 | PA      | $-218578.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        3394 | NS      | $1345653.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    20632000 | PA      | $5248.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                           | FirstCash, Inc.                                                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99444.84     | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -118 | NC      | $-42480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EURO STOXX Bank Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         723 | NC      | $-279055.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        3100 | NS      | $-6926.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       13849 | NS      | $2125744.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                      | Sompo Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       28100 | NS      | $1093883.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                          | ERO Copper Corp.                                                                                                              | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |        6052 | NS      | $161406.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn AG                                                                 | Allwyn AG, Class R                                                                                                            | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | LU        |       11746 | NS      | $177717.88    | 0.00%             |  |  |  | No            |                  1 | 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        |     7066715 | NS      | $7066714.87   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | EssilorLuxottica SA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          83 | NC      | $1439.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    43391453 | PA      | $-993803.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                              | Incyte Corp.                                                                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       15839 | NS      | $1490766.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                                             | MongoDB, Inc., Class A                                                                                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       13217 | NS      | $3235125.09   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                                                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       18626 | NS      | $799718.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      850000 | PA      | $926132.21    | 0.02%             | 2033-12-16      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        8043 | NS      | $2430916.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     4110000 | PA      | $737.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       12142 | NS      | $10870004.08  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Davide Campari-Milano NV                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -59926 | NS      | $-17697.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc., CVR                                                                                           | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |       61636 | NS      | $32667.08     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aurium CLO XIII DAC                                                       | Aurium CLO XIII DAC, Series 13X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |      370000 | PA      | $417802.13    | 0.01%             | 2038-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        9276 | NS      | $176240.96    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wealthfront Corp.                                                         | Wealthfront Corp.                                                                                                             | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |       46121 | NS      | $426619.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |      201000 | PA      | $211537.43    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                                                              | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      803534 | PA      | $732790.67    | 0.02%             | 2032-08-16      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       15150 | NS      | $3943393.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -46 | NC      | $-70955.00    | -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      | $-1704.05     | -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        |       51690 | NS      | $2137381.50   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      298000 | PA      | $298447.00    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        7800 | NS      | $2776077.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -14800 | NS      | $-2517.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       45925 | NS      | $14273030.75  | 0.38%             |  |  |  | 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        |     1838958 | PA      | $2119331.71   | 0.06%             | 2031-03-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-3A, Class A                                                                               | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1849000 | PA      | $1836174.97   | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                           | Albemarle Corp.                                                                                                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        6067 | NS      | $1089208.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                            | Geely Automobile Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |      493000 | NS      | $1315303.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      291000 | PA      | $301084.02    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                                                        | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1490000 | PA      | $1486102.01   | 0.04%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Deep Instinct Ltd.                                                        | Deep Instinct Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       99082 | NS      | $5944.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Constellation Software, Inc.                                              | Constellation Software, Inc.                                                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         952 | NS      | $1671177.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DF Residential III LP                                                     | DF Residential III LP                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     1344765 | NS      | $1479241.47   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       72977 | NS      | $20708683.29  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00CC7N1M5<br>LEI: N/A                  | N/A              | DE               |  | US        |           8 | NC      | $3760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                             | CUSIP: 00CC3TR30<br>LEI: N/A                  | N/A              | DE               |  | US        |         101 | NC      | $18937.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           1 | NC      | $2263.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Wise plc, Class A                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -33596 | NS      | $-7484.79     | -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      | $5360.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                       | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |     1210876 | PA      | $1406540.92   | 0.04%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93405.24     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MatsukiyoCocokara & Co.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -51000 | NS      | $-49680.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00PCFR0A0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -58 | NC      | $-154860.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -5220000 | PA      | $-123740.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      148000 | PA      | $166874.69    | 0.00%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd.                                                              | StoneCo Ltd., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |       52597 | NS      | $742669.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      138800 | PA      | $81919.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accell Group Holdings BV                                                  | Accell Group Holdings BV, 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     1000000 | PA      | $347564.09    | 0.01%             | 2032-06-01      | Variable      | 9.02%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Ono Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -29100 | NS      | $-41899.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -65 | NC      | $-49237.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PC4LS49<br>LEI: N/A                  | N/A              | DE               |  | US        |        -585 | NC      | $-98280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00PBRUWY5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -19 | NC      | $-112670.00   | -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      | $-221913.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -98 | NC      | $-64190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -151134 | NS      | $-7492.42     | -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      | $-12937.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12460184 | PA      | $2864.58      | 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        |       42338 | NS      | $646791.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     1939197 | OU      | $2241420.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Corp.                                                      | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      362000 | PA      | $345021.43    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | VanEck Semiconductor ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -320 | NC      | $-272640.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bright Machines, Inc.                                                     | Bright Machines, Inc., Series C                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      238542 | NS      | $50093.82     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CCFDHZ2<br>LEI: N/A                  | N/A              | DE               |  | US        |          27 | NC      | $11947.50     | 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      | $11294.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                                                       | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      309000 | PA      | $310338.79    | 0.01%             | 2030-02-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Henley CLO XI DAC                                                         | Henley CLO XI DAC, Series 11X, Class D                                                                                        | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      780000 | PA      | $870016.32    | 0.02%             | 2039-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Class A                                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        6622 | NS      | $1429557.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $204926.00    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                                                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       17111 | NS      | $3392940.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     2568000 | PA      | $2494295.83   | 0.07%             | 2031-02-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                                                            | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      594000 | PA      | $682005.81    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -73000 | NS      | $9242.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       25689 | NS      | $6441002.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                                                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       23081 | NS      | $3980308.60   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bunge Global SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -13678 | NS      | $-87265.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      667000 | PA      | $700781.63    | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11578.44     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152145.45    | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |        1229 | OU      | $331.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand                                                                      | Rand                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |     1587462 | OU      | $93814.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                                         | Industrivarden AB, Class A                                                                                                    | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        6774 | NS      | $337387.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -8571737 | PA      | $-23571.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                                       | Altice France Lux 3                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        1944 | NS      | $32356.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     2781300 | PA      | $3667118.75   | 0.10%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      275000 | PA      | $303324.98    | 0.01%             | 2031-08-12      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ABRA Global Finance                                                       | ABRA Global Finance                                                                                                           | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |      209976 | PA      | $198605.80    | 0.01%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     1375197 | PA      | $1308775.26   | 0.03%             | 2029-04-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95698.40     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      247000 | PA      | $238943.43    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CCFJKK8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -58 | NC      | $-62930.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Areas Worldwide SA                                                        | Areas Worldwide SA, Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1617302 | PA      | $1832681.71   | 0.05%             | 2029-12-31      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -237 | NC      | $246451.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |       15270 | NS      | $288150.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2291065 | PA      | $12070.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -88 | NC      | $-336930.27   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |     1036000 | PA      | $1144062.50   | 0.03%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      420000 | PA      | $484276.74    | 0.01%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Providus CLO II DAC                                                       | Providus CLO II DAC, Series 2X, Class DRR                                                                                     | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |      557000 | PA      | $637805.52    | 0.02%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                   | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       28921 | NS      | $11.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mountain CLO 1 Ltd.                                                   | New Mountain CLO 1 Ltd., Series CLO-1A, Class A1RR                                                                            | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269794.42    | 0.01%             | 2038-01-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                              | Fastenal Co.                                                                                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       59133 | NS      | $2743771.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      119000 | PA      | $119883.71    | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      212000 | PA      | $220056.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177650.73    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00PCDNC75<br>LEI: N/A                  | N/A              | DE               |  | US        |         -54 | NC      | $-146070.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                               | FinecoBank Banca Fineco SpA                                                                                                   | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       63444 | NS      | $1411548.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                             | WOM Mobile SA                                                                                                                 | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |       30613 | PA      | $30952.80     | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC9VXL2<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3274 | NC      | $-247514.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1081146.78   | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | Capgemini SE                                                                                                                  | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        5442 | NS      | $642147.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                        | Kinross Gold Corp.                                                                                                            | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       50579 | NS      | $1546348.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                            | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class DR                                                                      | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |      700000 | PA      | $784718.99    | 0.02%             | 2038-02-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      115000 | PA      | $132441.57    | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2020-FACT, Class E                                                                                         | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238000 | PA      | $215985.00    | 0.01%             | 2037-10-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                               | Ciputra Development Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |     3479100 | NS      | $145505.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      602000 | PA      | $632100.00    | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      231252 | NS      | $2564764.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      148300 | NS      | $1807587.84   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        2066 | NS      | $664714.84    | 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      | $1796.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $33478.33     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      466000 | PA      | $399453.34    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      177000 | PA      | $-7940.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Croda International plc                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -14968 | NS      | $-21733.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      961000 | PA      | $874313.25    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00PCERA77<br>LEI: N/A                  | N/A              | DE               |  | US        |        -937 | NC      | $-273135.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Misto Holdings Corp.                                                      | Misto Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        6310 | NS      | $174471.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00PC7ELH0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -161 | NC      | $-28416.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A                                                                           | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250290.63    | 0.01%             | 2034-04-20      | Floating      | 5.58%                 | 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      | $263432.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TIS, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -24300 | NS      | $-4840.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ReNew Pvt Ltd.                                                            | ReNew Pvt Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |      200000 | PA      | $197292.00    | 0.01%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $111323.38    | 0.00%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IndusInd Bank Ltd.                                                        | IndusInd Bank Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800JDVJ8HSXG9G512       | Long             | EC               | CORP              | IN        |       19674 | NS      | $157603.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                        | MP Materials Corp., Class A                                                                                                   | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       21040 | NS      | $1015390.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Bilibili, Inc., Class Z                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4720 | NS      | $-10667.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co. Ltd.                                                  | Sumitomo Pharma Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |       47000 | NS      | $641194.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| OCS Group Holding Ltd.                                                    | OCS Group Holding Ltd., Facility 1st Lien Term Loan B5                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1904762 | PA      | $2500343.55   | 0.07%             | 2031-11-28      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      361000 | PA      | $417923.27    | 0.01%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -5 | NS      | $-7.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      375000 | PA      | $390987.93    | 0.01%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                    | UCB SA                                                                                                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        5815 | NS      | $1752040.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        3068 | NS      | $-3880.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       52214 | NS      | $735695.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   205263337 | PA      | $1373.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        1200 | NS      | $489948.59    | 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        |      199000 | PA      | $214844.72    | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    55793777 | PA      | $-2526.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      390000 | PA      | $504069.31    | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       10667 | NS      | $1558875.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Peso                                                           | Philippine Peso                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | PH        |          -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $195400.00    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      762000 | PA      | $914069.96    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -854000 | PA      | $-16184.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Noodle, Inc., Series C                                                    | Noodle, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      242823 | NS      | $2.43         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                | Doosan Enerbility Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |        4598 | NS      | $288929.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       73000 | PA      | $63555.52     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      558000 | PA      | $632047.55    | 0.02%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                  | Mitra Adiperkasa Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |     1379900 | NS      | $97842.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       38179 | NS      | $514952.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     1302692 | OU      | $1724242.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      390000 | PA      | $435736.73    | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        7956 | PA      | $4646.30      | 0.00%             | 2030-02-01      | Variable      | 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      | $14701.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                                                         | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      138000 | PA      | $140401.20    | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Philip Morris International, Inc.                                                                                             | CUSIP: 00PBS15M4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -46 | NC      | $-11155.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                   | Agnico Eagle Mines Ltd.                                                                                                       | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        8038 | NS      | $1631579.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          48 | NC      | $7944.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -593000 | PA      | $-209.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -577 | NC      | $-32600.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -534 | NC      | $-155653.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      939000 | PA      | $7099.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     1622000 | PA      | $39748.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 00PCF6V46<br>LEI: N/A                  | N/A              | DE               |  | US        |         -42 | NC      | $-28980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      390084 | NS      | $4501569.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $679005.24    | 0.02%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      525731 | PA      | $3195.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kokusai Electric Corp.                                                    | Kokusai Electric Corp.                                                                                                        | CUSIP: N/A<br>LEI: 549300CDY6N3WKYK2I96       | Long             | EC               | CORP              | JP        |       59500 | NS      | $2011974.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       59602 | NS      | $3737.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      106647 | NS      | $472446.21    | 0.01%             |  |  |  | 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        |       22540 | NS      | $425182.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 00CC1XJ40<br>LEI: N/A                  | N/A              | DE               |  | US        |        -196 | NC      | $-62230.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7023000 | PA      | $1937662.77   | 0.05%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                                         | Market Bidco Ltd., Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      688500 | PA      | $773424.75    | 0.02%             | 2030-11-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        5270 | NS      | $3185135.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   778634896 | PA      | $713989.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd.                                            | INEOS Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B                                                                 | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1940211 | PA      | $1705222.78   | 0.05%             | 2029-04-03      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Continental AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -16068 | NS      | $-9566.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                                   | A2A SpA                                                                                                                       | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      284000 | PA      | $331158.62    | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3525000 | PA      | $20537.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      100403 | NS      | $6021167.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 00CCDGGH8<br>LEI: N/A                  | N/A              | DE               |  | US        |         331 | NC      | $31445.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PBAQJ19<br>LEI: N/A                  | N/A              | DE               |  | US        |        -414 | NC      | $-650878.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IFSC NIFTY 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         206 | NC      | $-55729.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -440000 | PA      | $-27.17       | -0.00%            |  |  |  | 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        |     1548000 | PA      | $1400689.22   | 0.04%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00CCFFX14<br>LEI: N/A                  | N/A              | DE               |  | US        |          67 | NC      | $24120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      166000 | PA      | $188888.61    | 0.00%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                                                   | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        6018 | NS      | $348783.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MCM Associates Ltd.                                                       | MCM Associates Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     3747072 | PA      | $3600706.51   | 0.10%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       53000 | PA      | $48661.00     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7357259 | PA      | $-4369.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1143869 | PA      | $1141008.98   | 0.03%             | 2028-01-30      | Fixed         | 20.00%                | 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      | $4586.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      156908 | NS      | $10378193.57  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                   | CUSIP: 00CC4UCJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         349 | NC      | $3490.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      249307 | PA      | $262121.38    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       50000 | PA      | $62851.08     | 0.00%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | PulteGroup, Inc.                                                                                                              | CUSIP: 745867101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2015 | NS      | $2075.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     2100000 | PA      | $-23336.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                                    | Boots Group Bidco Ltd. (The), 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     2318841 | PA      | $3062404.28   | 0.08%             | 2032-08-30      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |      399000 | PA      | $433786.29    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                | Boliden AB                                                                                                                    | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        4630 | NS      | $242713.19    | 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      | $-34280.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      425000 | PA      | $563372.67    | 0.01%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -3 | NS      | $-0.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mythic AI, Inc., Series C                                                 | Mythic AI, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2397 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Resurgent Trade and Investments Ltd.                                      | Resurgent Trade and Investments Ltd.                                                                                          | CUSIP: N/A<br>LEI: 89450041TCNTI3YL5A08       | Long             | DBT              | CORP              | MU        |     4400000 | PA      | $4383720.00   | 0.12%             | 2027-12-05      | Fixed         | 9.51%                 | No            |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $171016.94    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      175668 | PA      | $-2213.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      348379 | NS      | $2580773.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                   | Burlington Stores, Inc.                                                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        2417 | NS      | $786443.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       83440 | NS      | $2348708.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CC2J6P7<br>LEI: N/A                  | N/A              | DE               |  | US        |          77 | NC      | $6237.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1112501.36   | 0.03%             | 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      | $14571.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class D                                                                       | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      223000 | PA      | $226651.36    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                            | Bank Syariah Indonesia Tbk. PT                                                                                                | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |      408600 | NS      | $51151.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        1100 | NS      | $812141.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                                                         | Lundin Gold, Inc.                                                                                                             | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |        8343 | NS      | $637584.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      190000 | PA      | $-939.95      | -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      | $56696.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      705000 | PA      | $703850.67    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1939 | NS      | $-4457.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FR Bondco SAS                                                             | FR Bondco SAS                                                                                                                 | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | FR        |      278000 | PA      | $305857.47    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | 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      | $-15555.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12900.38    | -0.00%            |  |  |  | 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        |      680000 | PA      | $780351.97    | 0.02%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., Facility 1st Lien Term Loan B5                                                                    | CUSIP: G3679YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2034884 | PA      | $2311918.72   | 0.06%             | 2032-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                | Ferrari NV                                                                                                                    | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        6392 | NS      | $2168830.92   | 0.06%             |  |  |  | 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      | $42034.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BeOne Medicines Ltd., Class H                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -78600 | NS      | $-133729.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                                                                        | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      200000 | PA      | $206800.00    | 0.01%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                                                  | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      167000 | PA      | $191567.72    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1172000 | PA      | $4761.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      250000 | PA      | $289190.20    | 0.01%             | 2028-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       50926 | NS      | $2587040.80   | 0.07%             |  |  |  | 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        |      358000 | PA      | $442988.85    | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | H & M Hennes & Mauritz AB, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -20494 | NS      | $-5924.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                       | CUSIP: 00PC6Q0V6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -250 | NC      | $-118750.00   | -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        |      750695 | NS      | $11404877.25  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.                                      | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class A1                                                               | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249808.80    | 0.01%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      190000 | PA      | $74783.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   293700000 | PA      | $871518.14    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGX Nikkei 225 Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         -12 | NC      | $25752.80     | 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      | $-57964.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      284000 | PA      | $290546.20    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lennar Corp., Class A                                                                                                         | CUSIP: 526057104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -5576 | NS      | $31057.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PC0GGL9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -186 | NC      | $-78585.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        8521 | NS      | $1976957.21   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      105000 | PA      | $117146.84    | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-74564.52    | -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        |      926335 | PA      | $916736.32    | 0.02%             | 2034-12-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -4176000 | PA      | $-31847.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1128.13      | 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      | $-39790.62    | -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      | $-211073.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                                                                | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4657000 | PA      | $4272797.50   | 0.11%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     1644000 | PA      | $14610.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       61726 | NS      | $8470041.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -91700 | NS      | $-25446.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc., Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       27555 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      906000 | PA      | $978745.43    | 0.03%             | 2030-06-08      | Fixed         | 5.62%                 | 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        |       36866 | PA      | $36185.72     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       10007 | NS      | $948402.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Games System Co. Ltd.                                       | International Games System Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       14000 | NS      | $334417.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Entertainment JJCo 3 Ltd.                                   | International Entertainment JJCo 3 Ltd., 1st Lien Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     2058824 | PA      | $2700070.65   | 0.07%             | 2032-04-19      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                           | Athens International Airport SA                                                                                               | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |       28471 | NS      | $345808.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Think & Learn Private Ltd., Series F                                      | Think & Learn Private Ltd., Series F                                                                                          | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |        1380 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24067.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     4712000 | PA      | $-20567.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       70000 | PA      | $-6346.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                                                                          | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1320000 | PA      | $1357753.06   | 0.04%             | 2041-12-10      | Variable      | 7.01%                 | 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      | $-17928.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bright Machines, Inc.                                                     | Bright Machines, Inc., Series C-1                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      496892 | NS      | $39751.36     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -150 | NC      | $-122250.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       12000 | NS      | $269246.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       98000 | PA      | $97122.67     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                      | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4221 | NS      | $4655003.22   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      240082 | NS      | $9855366.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 00CCF0DW1<br>LEI: N/A                  | N/A              | DE               |  | US        |          16 | NC      | $6480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn International AG                                                   | Allwyn International AG, Facility 1st Lien Term Loan B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1138801.21   | 0.03%             | 2032-03-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22212.92     | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       62472 | NS      | $81838.32     | 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      | $10009.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     6524000 | PA      | $7472898.51   | 0.20%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       80000 | PA      | $-1404.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      472461 | PA      | $415321.34    | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      178437 | NS      | $20870239.81  | 0.55%             |  |  |  | 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        |     2155190 | PA      | $90498.36     | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd.                                                  | Mahindra & Mahindra Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |      148287 | NS      | $4651254.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                            | LD Celulose International GmbH                                                                                                | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $205595.00    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43274.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99466.83     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      216000 | PA      | $212687.79    | 0.01%             | 2027-01-12      | Variable      | 4.62%                 | 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        |      489000 | PA      | $552493.41    | 0.01%             | 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        |      702000 | PA      | $698791.87    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc., Class A                                                                                                          | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        3442 | NS      | $207139.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        1406 | NS      | $1537250.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Restaurant Brands International, Inc.                                                                                         | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -22210 | NS      | $23122.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       11923 | NS      | $1409417.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      948000 | PA      | $979102.93    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                            | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $330211.99    | 0.01%             | 2042-08-15      | Floating      | 5.52%                 | 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      | $-6235.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Bank Bhd.                                                            | CIMB Bank Bhd.                                                                                                                | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $194544.00    | 0.01%             | 2027-07-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                               | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E                                                         | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      427790 | PA      | $351217.52    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        2199 | NS      | $352543.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       53550 | NS      | $1593652.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class C                                                                                               | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1570000 | PA      | $1586336.16   | 0.04%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2524251 | PA      | $-19563.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    26996000 | PA      | $-146450.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      575000 | PA      | $606674.45    | 0.02%             | 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        |       16157 | NS      | $554669.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                                | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000048 | PA      | $893911.81    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Argent Bidco SAS                                                          | Argent Bidco SAS, 1st Lien Term Loan B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1152960.37   | 0.03%             | 2032-11-12      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2338624183 | PA      | $-27302.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                                   | State Street Blackstone Senior Loan ETF                                                                                       | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             |  | RF                | US        |       52573 | NS      | $2110280.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22072 | PA      | $21796.54     | 0.00%             | 2026-04-16      | Variable      | 4.77%                 | No            |                  3 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       35121 | NS      | $3196713.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      455000 | PA      | $434370.30    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5457232 | PA      | $-14097.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gategroup Finance LUX SA                                                  | Gategroup Finance LUX SA, Facility 1st Lien Term Loan B2                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1123894 | PA      | $1290933.80   | 0.03%             | 2032-06-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Honda Motor Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -243700 | NS      | $-3220.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14470.27    | -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      | $177161.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      561000 | PA      | $644082.71    | 0.02%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       68000 | PA      | $67782.56     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1165 | NC      | $210186.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        5129 | NS      | $329281.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer