# EDGAR Filing Document

**Accession Number:** 0000319108
**File Stem:** 0001752724-25-210380
**Filing Date:** 2025-8
**Character Count:** 858077
**Document Hash:** 93a74d2f11e2c5ace81ba9be0d18dd6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210380.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210380

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03091
- **FILM NUMBER:** 251268914

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Global Allocation Portfolio

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $161677297.24

**Total Liabilities:** $6826474.08

**Net Assets:** $154850823.16

**Amount of Assets Invested in Other Investment Companies:** $2566526.01

**Cash Not Reported:** $474570.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 975.51000000 | **1-Year:** 155.27000000 | **5-Year:** 971.90000000 | **10-Year:** 2161.86000000 | **30-Year:** 173.29000000

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

- **3-Month:** 375.15000000 | **1-Year:** 6748.91000000 | **5-Year:** 16280.81000000 | **10-Year:** 11896.36000000 | **30-Year:** -3485.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010832 | 2.27%                | 4.10%                | 4.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-497382.66              | $1834405.07                                |
| Month 2  | $411238.81               | $5815365.97                                |
| Month 3  | $1018760.21              | $4507492.86                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      57000 | PA      | $1.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8 | NC      | $-1316.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                                                           | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15037.61     | 0.01%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      56486 | PA      | $74205.16     | 0.05%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                     | CUSIP: 00CBNBM67<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $1310.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                          | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160615 | PA      | $144401.78    | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     784812 | PA      | $-424.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                        | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        122 | NS      | $159615.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceTitan, Inc.                                                        | ServiceTitan, Inc., Class A                                                                                                      | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        458 | NS      | $49088.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                    | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     220000 | PA      | $0.02         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Arini European CLO                                                        | Arini European CLO, Series 5X, Class D                                                                                           | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117352.46    | 0.08%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $660.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20456.48     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBQD4E9<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $640.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp.                                                     | Thomson Reuters Corp.                                                                                                            | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        670 | NS      | $134733.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Stryker Corp.                                                                                                                    | CUSIP: 00CBZP2N8<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $495.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Xerox Holdings Corp.                                                                                                             | CUSIP: 00CBNT0X3<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $37.50        | 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      | $63.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $-1870.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1254570 | PA      | $-259.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       4458 | NS      | $974652.54    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         -4 | NC      | $-10069.09    | -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      | $53.00        | 0.00%             |  |  |  | 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        |     100000 | PA      | $89086.10     | 0.06%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1400 | NS      | $35253.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00CBHV2E5<br>LEI: N/A                  | N/A              | DE               |  | US        |         26 | NC      | $6201.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Brown-Forman Corp., Class B                                                                                                      | CUSIP: 115637209<br>LEI: N/A                  | N/A              | DE               |  | US        |       -541 | NS      | $-343.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc.                                                                                                   | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       1944 | NS      | $22317.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                     | CUSIP: 00CBPAZT3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-780.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                                                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       4392 | NS      | $66882.21     | 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      | $2690.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -4298686 | PA      | $-4147.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                          | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78290 | PA      | $52437.72     | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                                         | Match Group, Inc.                                                                                                                | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       6051 | NS      | $186915.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $126853.44    | 0.08%             | 2031-05-17      | Fixed         | 7.12%                 | 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      | $-10895.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3251 | PA      | $-118.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       1842 | NS      | $122935.08    | 0.08%             |  |  |  | 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        |      12968 | PA      | $12854.03     | 0.01%             | 2032-01-28      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        767 | NS      | $236351.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       1492 | NS      | $145231.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: 00CBNXB79<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $4170.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $-1287.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                                    | Yaskawa Electric Corp.                                                                                                           | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |        400 | NS      | $9045.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                      | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14363 | PA      | $12713.87     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 10x Future Technologies Services Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       5834 | NS      | $4404.42      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CyberArk Software Ltd.                                                                                                           | CUSIP: 00CBN7UJ9<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $1605.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                    | CUSIP: 00CBPB804<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $8812.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5218.75      | 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        |     432987 | PA      | $9602.86      | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                                                                | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $86161.38     | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      71000 | PA      | $2459.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shin Kong Financial Holding Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -61000 | NS      | $-400.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4 | NC      | $4290.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    1830000 | PA      | $32696.90     | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                    | CUSIP: 00PBMLBC1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-847.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                     | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        681 | NS      | $35116.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sasol Ltd.                                                                                                                       | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2639 | NS      | $1668.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                             | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |        938 | NS      | $7.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        218 | NS      | $49374.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $53125.39     | 0.03%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        319 | NS      | $130139.24    | 0.08%             |  |  |  | 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      | $-348.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                    | CUSIP: 00CBTBUY1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-2235.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                   | Idemitsu Kosan Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       4200 | NS      | $25470.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $59614.66     | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      11478 | NS      | $1122318.84   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      79540 | PA      | $227.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 00PC0CUZ1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-525.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                                      | Evonik Industries AG                                                                                                             | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       1653 | NS      | $34148.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                                     | Quanta Computer, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |        571 | NS      | $5371.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kobayashi Pharmaceutical Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -600 | NS      | $-115.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1832442 | PA      | $-8192.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       4043 | NS      | $543460.06    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                   | CRH plc                                                                                                                          | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       5207 | NS      | $478002.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       1237 | NS      | $91933.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        271 | NS      | $138023.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        268 | NS      | $61323.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $82564.90     | 0.05%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      10082 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        300 | NS      | $21811.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global, Inc.                                                      | Venture Global, Inc., Class A                                                                                                    | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |       1016 | NS      | $15829.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       2479 | NS      | $77915.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-401.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norwegian Cruise Line Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3682 | NS      | $-6072.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32149.98     | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                                                                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        894 | NS      | $62910.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       1327 | NS      | $131041.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group plc                                                    | Lion Finance Group plc                                                                                                           | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |        114 | NS      | $11103.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -50312 | PA      | $-1851.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc., Class C-2                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        567 | NS      | $2075.22      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                                                                     | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        954 | NS      | $75769.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 00CBNBR39<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $250.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      79000 | PA      | $79054.04     | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-21.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Krafton, Inc.                                                             | Krafton, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |        159 | NS      | $42689.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | DMG Mori Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1942 | NS      | $-3866.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     132158 | PA      | $11.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HR Ottawa LP                                                              | HR Ottawa LP                                                                                                                     | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     386000 | PA      | $419444.46    | 0.27%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC, Series JUL                                                                                                   | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $118089.49    | 0.08%             | 2031-04-30      | 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      | $-273.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1890000 | PA      | $3252.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12275.69     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                             | CUSIP: BP5739662<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114276.70    | 0.07%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1309.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4386.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-362.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $6690.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class E                                                                      | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $59333.57     | 0.04%             | 2036-11-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5000 | PA      | $-197.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                          | CUSIP: 00PBVCUH9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                                                                   | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         46 | NS      | $46887.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19914.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17202.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                              | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      69000 | PA      | $92071.88     | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      22439 | NS      | $3545137.61   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       7000 | PA      | $7163.86      | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                                                                      | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       2215 | NS      | $34492.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Axon Enterprise, Inc.                                                                                                            | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -43 | NS      | $-1922.10     | -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      | $44.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3553 | NS      | $293.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      12883 | NS      | $2826401.37   | 1.83%             |  |  |  | No            |                  1 | 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        |      54112 | PA      | $54351.95     | 0.04%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Versa Networks, Inc., Series E                                            | Versa Networks, Inc., Series E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      14803 | NS      | $75643.33     | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CH Robinson Worldwide, Inc.                                                                                                      | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               |  | US        |       -662 | NS      | $-1324.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Elevance Health, Inc.                                                                                                            | CUSIP: 036752103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -126 | NS      | $-2084.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5882607 | PA      | $1580.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fujitsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2200 | NS      | $-3311.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         57 | NC      | $3276.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                                  | Sea Ltd., Class A                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        261 | NS      | $41744.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1032.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                    | CUSIP: 00CBHV0K3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18 | NC      | $-216.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                            | CUSIP: 00CBMVZ11<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-1137.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                          | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      25861 | PA      | $15581.34     | 0.01%             | 2028-06-05      | Variable      | 11.78%                | No            |                  3 | On Loan: No      |
| Astra International Tbk. PT                                               | Astra International Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |      32700 | NS      | $9068.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     100000 | PA      | $-1084.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00CBPAB10<br>LEI: N/A                  | N/A              | DE               |  | US        |         11 | NC      | $7199.50      | 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      | $-8615.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                                                                                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        657 | NS      | $143291.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank (The)                                                 | Saudi National Bank (The)                                                                                                        | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |        359 | NS      | $3456.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1666 | NS      | $-3948.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sartorius Stedim Biotech                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -150 | NS      | $-2673.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                       | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |        503 | NS      | $6413.63      | 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      | $-923.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                           | International Container Terminal Services, Inc.                                                                                  | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |        590 | NS      | $4301.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -246 | NS      | $600.24       | 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      | $580.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                                       | Etihad Etisalat Co.                                                                                                              | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |        897 | NS      | $14182.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      47000 | PA      | $14.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBULNW5<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $57.00        | 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      | $-9548.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5365000 | PA      | $1331.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Air Products and Chemicals, Inc.                                                                                                 | CUSIP: 00CBKUZP2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J Front Retailing Co. Ltd.                                                | J Front Retailing Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        200 | NS      | $2717.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CoStar Group, Inc.                                                                                                               | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1162 | NS      | $-418.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         26 | NC      | $65.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alfa SAB de CV, Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5033 | NS      | $-126.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10 | NC      | $11700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                                                                   | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250488.13    | 0.16%             | 2037-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fastenal Co.                                                                                                                     | CUSIP: 311900104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1514 | NS      | $-1059.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Davidson Homes, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        965 | NS      | $3908.25      | 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      | $558.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     118000 | PA      | $119934.26    | 0.08%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     323000 | PA      | $-49.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                           | Hilton Worldwide Holdings, Inc.                                                                                                  | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       1149 | NS      | $306024.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | Weichai Power Co. Ltd., Class H                                                                                                  | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      18000 | NS      | $36648.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     100000 | PA      | $115630.68    | 0.07%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class D                                                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $59827.74     | 0.04%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBR02Y4<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $260.00       | 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      | $-430.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -24932 | NS      | $-849.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       5161 | NS      | $113117.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                                                       | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        431 | NS      | $45196.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norfolk Southern Corp.                                                                                                           | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -115 | NS      | $70.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     476663 | PA      | $-611.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        144 | NS      | $71997.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -89 | NS      | $15.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      39000 | PA      | $49679.14     | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA, Series JUN                                                                              | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117795.00    | 0.08%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies US AcquisitionCo, Inc.                               | Emerald Technologies US AcquisitionCo, Inc., 1st Lien Term Loan B                                                                | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30319 | PA      | $20919.94     | 0.01%             | 2027-12-29      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| RWE AG                                                                    | RWE AG                                                                                                                           | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       1636 | NS      | $68365.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Starz Capital Holdings LLC                                                | Starz Capital Holdings LLC                                                                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12498.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      12500 | NS      | $61960.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     187000 | PA      | $50201.30     | 0.03%             | 2034-10-25      | 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      | $163.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2910045 | PA      | $-5701.62     | -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      | $-3330.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                                     | Matterhorn Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |      55651 | PA      | $65483.07     | 0.04%             | 2026-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5225 | PA      | $1850.56      | 0.00%             | 2028-04-30      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                                 | CUSIP: 00CBT7HJ8<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $1630.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      17677 | PA      | $99.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                   | Vestas Wind Systems A/S                                                                                                          | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       5053 | NS      | $75900.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBG8B07<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $4342.50      | 0.00%             |  |  |  | No            |                  1 | 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        |      33917 | NS      | $11382.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                                                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       2435 | NS      | $26206.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       1257 | NS      | $36955.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     227258 | PA      | $232.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        220 | NS      | $34751.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |         43 | NS      | $608.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp.                                                              | Waters Corp.                                                                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         88 | NS      | $30715.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Square Enix Holdings Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -96 | NS      | $-381.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                                                                             | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118989.91    | 0.08%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       1968 | NS      | $1534115.04   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NextEra Energy, Inc.                                                                                                             | CUSIP: 00CBMYD01<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $777.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       1284 | NS      | $253641.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Snorkel AI, Inc., Series C                                                | Snorkel AI, Inc., Series C                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1894 | NS      | $18144.52     | 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        |       2987 | NS      | $48287.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       1852 | NS      | $732706.76    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -17 | NC      | $-1076.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Parts Europe SA                                                           | Parts Europe SA, Facility 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     112435 | PA      | $132418.97    | 0.09%             | 2031-02-03      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    1314471 | PA      | $-24488.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      48607 | PA      | $-803.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Harmonic Drive Systems, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -100 | NS      | $97.60        | 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        |     100000 | PA      | $117795.00    | 0.08%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Facility 1st Lien Term Loan H                                                                                          | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     311120 | PA      | $349779.47    | 0.23%             | 2029-01-31      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      15000 | PA      | $-568.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                      | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131587.03    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                                                                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        963 | NS      | $179243.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          8 | NC      | $678.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       3301 | PA      | $-5092.01     | -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      | $-2584.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                                        | Bajaj Finance Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |        210 | NS      | $2293.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      10285 | NS      | $1824456.15   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1369 | NS      | $12444.21     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39363.21     | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     148993 | PA      | $9854.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     397575 | PA      | $-968.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Rounds, Inc.                                                        | Grand Rounds, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      67553 | NS      | $53366.87     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      84000 | PA      | $87367.31     | 0.06%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                    | CUSIP: 00CBHGNZ8<br>LEI: N/A                  | N/A              | DE               |  | US        |         18 | NC      | $1170.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                        | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      25344 | NS      | $890068.55    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     767000 | PA      | $13159.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      79000 | PA      | $54531.15     | 0.04%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc.                                                                                                                      | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         10 | NS      | $72.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44578.75     | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       8748 | NS      | $939622.68    | 0.61%             |  |  |  | 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      | $4629.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        843 | NS      | $663972.09    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc., Class A                                                                                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       4504 | NS      | $127418.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                  | Jeronimo Martins SGPS SA                                                                                                         | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |        354 | NS      | $8962.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                    | CUSIP: 00CBHXA69<br>LEI: N/A                  | N/A              | DE               |  | US        |         11 | NC      | $4097.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14959.08     | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | 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        |      55000 | PA      | $54807.68     | 0.04%             | 2029-07-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     331000 | PA      | $91385.33     | 0.06%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBFXFW9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14 | NC      | $-6650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1073983 | PA      | $-13033.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                       | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119567.58    | 0.08%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10332400 | PA      | $219984.10    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -230000 | PA      | $-126.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       1010 | NS      | $71507.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        406 | NS      | $48435.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Select Sector SPDR Fund                                       | Health Care Select Sector SPDR Fund                                                                                              | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             |  | RF                | US        |        550 | NS      | $74134.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-1800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14 | NS      | $-306.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | flynas Co. SJSC                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        874 | NS      | $508.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                                                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        702 | NS      | $157086.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                                                                | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       2600 | NS      | $18508.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd.                                                      | Steadfast Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |       1615 | NS      | $6396.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     706800 | PA      | $-1546.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       4150 | NS      | $401776.91    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBGSRH5<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $32.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     190000 | PA      | $100.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                                                                 | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        202 | NS      | $106888.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR/USD One-touch barrier option; Barrier price EUR 1.09000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       5000 | PA      | $1.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     127674 | PA      | $-240.59      | -0.00%            |  |  |  | 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        |      13100 | NS      | $141224.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                            | Fortescue Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       1096 | NS      | $11017.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11520000 | PA      | $211.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD Up-and-out barrier option; Barrier price EUR 1.25000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     445000 | PA      | $4946.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBHHL54<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-831.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                          | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       4104 | NS      | $78248.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Packaging Corp. of America                                                                                                       | CUSIP: 695156109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -225 | NS      | $41.28        | 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      | $-4464.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                               | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19228 | PA      | $15574.60     | 0.01%             | 2028-10-25      | Variable      | 10.04%                | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                           | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3609 | NS      | $106176.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.                                        | Mettler-Toledo International, Inc.                                                                                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         35 | NS      | $41115.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                                                              | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4109.25      | 0.00%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4818.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kadokawa Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1200 | NS      | $-1762.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ecolab, Inc.                                                                                                                     | CUSIP: 278865100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -209 | NS      | $-717.96      | -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        |      93174 | PA      | $93607.21     | 0.06%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Informatica, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $120.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hygon Information Technology Co. Ltd.                                     | Hygon Information Technology Co. Ltd., Class A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       1511 | NS      | $29866.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      11599 | NS      | $2379766.83   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $124298.21    | 0.08%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        181 | NS      | $46698.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     761939 | PA      | $128061.60    | 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      | $-3628.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                                 | Logitech International SA (Registered)                                                                                           | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        929 | NS      | $84245.89     | 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      | $-675.82      | -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        |       1767 | NS      | $84014.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16358.40     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123891.98    | 0.08%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     676558 | PA      | $-12985.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 00CBNDCV9<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          4 | NC      | $40137.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD/TWD One-touch barrier option; Barrier price USD 34.60000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4000 | PA      | $1.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19116.11     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        199 | NS      | $61371.60     | 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        |        254 | NS      | $8108.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                           | Isetan Mitsukoshi Holdings Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       1600 | NS      | $24362.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd.                                                            | FirstRand Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      11267 | NS      | $48164.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB2Y4<br>LEI: N/A                  | N/A              | DE               |  | US        |         68 | NC      | $16626.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119017.12    | 0.08%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                            | DoorDash, Inc., Class A                                                                                                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        188 | NS      | $46343.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                                                     | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       1057 | NS      | $182237.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                                   | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40905.60     | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust                                          | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                        | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      94038 | PA      | $98511.26     | 0.06%             | 2041-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                                   | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |       8338 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                             | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       9139 | NS      | $634429.38    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd.                                                              | Komatsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       1500 | NS      | $49490.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SUMCO Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4300 | NS      | $-3704.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     422000 | PA      | $589568.44    | 0.38%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verge Genomics, Series C                                                  | Verge Genomics, Series C                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1464 | NS      | $2810.88      | 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      | $2161.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       1066 | NS      | $34581.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                         | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115435 | PA      | $100840.23    | 0.07%             | 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        |       4500 | NS      | $942885.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        463 | NS      | $52842.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class A                                                                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       3185 | NS      | $178487.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RIAL Issuer Ltd.                                                          | RIAL Issuer Ltd., Series 2022-FL8, Class A                                                                                       | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      77901 | PA      | $77910.99     | 0.05%             | 2037-01-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                              | Dai-ichi Life Holdings, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      10700 | NS      | $81347.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $-494.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117795.00    | 0.08%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pentair plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -502 | NS      | $-1529.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         15 | NC      | $870.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teya Services Ltd.                                                        | Teya Services Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |         38 | NS      | $10445.82     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        543 | NS      | $4935.87      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                     | CUSIP: 00CBPAYD9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-5562.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                     | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13000 | PA      | $13147.44     | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                                                            | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       4800 | NS      | $78395.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                                                     | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120298.14    | 0.08%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd.                                     | 10x Future Technologies Services Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      46679 | PA      | $59749.38     | 0.04%             | 2026-06-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B3                                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      15000 | PA      | $14575.05     | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                                 | CUSIP: 00CBNFPV0<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $46.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      20518 | NS      | $694985.87    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        217 | NS      | $1186.99      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       2120 | NS      | $539.33       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -700000 | PA      | $-4213.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         47 | NS      | $85914.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          6 | NC      | $11449.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      45000 | PA      | $-226.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117426.17    | 0.08%             | 2026-10-23      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         30 | NC      | $15902.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      27000 | PA      | $28242.00     | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         58 | NS      | $31970.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                    | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            |  | RF                | US        |      -1800 | NS      | $-1112130.00  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                            | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    2775222 | NS      | $2776332.49   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          8 | NC      | $82.46        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CRRC Corp. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -30000 | NS      | $176.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20218.26     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         10 | NC      | $160184.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -31000 | PA      | $-312.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                                                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        283 | NS      | $68916.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                                               | NAVER Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |        645 | NS      | $125249.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -215 | NS      | $-1162.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                                                                        | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        513 | NS      | $28513.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NEC Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2300 | NS      | $-4755.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rohto Pharmaceutical Co. Ltd.                                             | Rohto Pharmaceutical Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800Q1CW5OS81OUM12       | Long             | EC               | CORP              | JP        |       1300 | NS      | $18424.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 00CBQ1M58<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-382.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                    | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |       1800 | NS      | $1112130.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R DAC                                  | CVC Cordatus Opportunity Loan Fund-R DAC, Series 1X, Class DR                                                                    | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117338.39    | 0.08%             | 2033-08-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         73 | NS      | $267.18       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     298294 | PA      | $-5189.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $128.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ROIC, Class E                                                                                              | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43000 | PA      | $42142.43     | 0.03%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                              | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       2047 | NS      | $562090.98    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| New Generation Co.                                                        | New Generation Co.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     133189 | PA      | $132190.27    | 0.09%             | 2029-09-30      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                       | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       6000 | PA      | $1455.00      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         74 | NC      | $73480.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13407430 | PA      | $-210.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       4078 | NS      | $380477.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     464000 | PA      | $8810.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                     | Spotify Technology SA                                                                                                            | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        186 | NS      | $142725.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Toyota Industries Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -200 | NS      | $-311.11      | -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      | $-55.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                        | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        102 | NS      | $56465.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                                                       | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        105 | NS      | $18304.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        928 | NS      | $47884.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                                 | Marks & Spencer Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |       8606 | NS      | $41885.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     493832 | PA      | $-0.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                                                           | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        333 | NS      | $31702.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA                                                                                                                  | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |        136 | NS      | $6281.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBXH7F6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11 | NC      | $-2442.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -29 | NC      | $-6873.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Target Corp.                                                                                                                     | CUSIP: 87612E106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -678 | NS      | $-1437.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       1060 | NS      | $161915.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                                 | CUSIP: 00CBNFNL4<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $107.50       | 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      | $10477.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CyberArk Software Ltd.                                                                                                           | CUSIP: 00PBMJ5A7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-277.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       1316 | NS      | $104174.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | MMG Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -68000 | NS      | $-4640.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       1340 | NS      | $752999.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                                                 | Flutter Entertainment plc                                                                                                        | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        907 | NS      | $259184.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Basic Industries Corp.                                              | Saudi Basic Industries Corp.                                                                                                     | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |        256 | NS      | $3730.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      34456 | NS      | $36231.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1235000000 | PA      | $77366.95     | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       5409 | NS      | $156536.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $3664.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                     | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |       1272 | NS      | $17439.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      77391 | PA      | $-316.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                  | XP, Inc., Class A                                                                                                                | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        153 | NS      | $3090.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hoshizaki Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -500 | NS      | $-176.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rasan Information Technology Co.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1036 | NS      | $1022.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komercni Banka A/S                                                        | Komercni Banka A/S                                                                                                               | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        130 | NS      | $6291.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                             | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |        292 | NS      | $3006.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  172072775 | PA      | $797.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -5310000 | PA      | $-10833.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                          | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120493.07    | 0.08%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       4358 | PA      | $3455.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                               | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31282.10     | 0.02%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Grifols SA, Class A                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3748 | NS      | $-1954.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                           | Confluent, Inc., Class A                                                                                                         | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      13603 | NS      | $339122.79    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                            | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      52000 | PA      | $54730.00     | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      15000 | PA      | $16103.58     | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5382 | PA      | $5397.17      | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        836 | PA      | $935.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | Jawbone Health Hub, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                      | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      33000 | NS      | $1206788.69   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |       4957 | NS      | $3668.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class A                                                                                                                 | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       1697 | NS      | $10212.41     | 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      | $-21745.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                                             | Shopify, Inc., Class A                                                                                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        379 | NS      | $43712.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                      | CUSIP: 00CBNGX72<br>LEI: N/A                  | N/A              | DE               |  | US        |         12 | NC      | $330.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $102266.40    | 0.07%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sumitomo Metal Mining Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1900 | NS      | $-3807.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10275000 | PA      | $51506.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     463354 | PA      | $8713.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       3371 | NS      | $146672.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                        | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        562 | NS      | $40213.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10472.12     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                                 | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100599.46    | 0.06%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                             | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     144811 | PA      | $143769.01    | 0.09%             | 2057-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | Yamaha Motor Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       5076 | NS      | $37984.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $110462.26    | 0.07%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                              | CUSIP: 00CBZX128<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $690.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      10000 | PA      | $-147.96      | -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      | $-5083.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                                                                    | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        955 | NS      | $49819.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      32589 | PA      | $158890.15    | 0.10%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -10275000 | PA      | $-10002.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jumpcloud, Inc., Series E-1                                               | JumpCloud, Inc., Series E-1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      51330 | NS      | $125245.20    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Northern Star Resources Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -660 | NS      | $152.61       | 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      | $-1538.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        147 | NS      | $12478.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       4057 | NS      | $476597.07    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       1785 | NS      | $567023.10    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NIKE, Inc.                                                                                                                       | CUSIP: 00PBP43S0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -54 | NC      | $-135.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                           | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class D                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118065.79    | 0.08%             | 2039-04-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | St James's Place plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -947 | NS      | $-1026.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $5745.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alstom SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1714 | NS      | $-3641.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1370023 | PA      | $-25546.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                                                                   | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $19935.69     | 0.01%             | 2041-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00CBNFD92<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $12612.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-2115.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47745.50     | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd.                                                       | Mr Price Group Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       1705 | NS      | $21375.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6105.14      | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1930700 | PA      | $41203.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       1911 | NS      | $16208.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Temenos AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -572 | NS      | $487.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3497 | PA      | $-127.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                                 | Lululemon Athletica, Inc.                                                                                                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         84 | NS      | $19956.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6 | NC      | $62517.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      63376 | PA      | $63376.00     | 0.04%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      45000 | PA      | $915.31       | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CAD One-touch barrier option; Barrier price USD 1.52500                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |       3894 | PA      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       4400 | NS      | $49146.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mineral Resources Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3870 | NS      | $7895.88      | 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      | $17130.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                           | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |       2296 | NS      | $54208.56     | 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      | $731.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                            | Alimentation Couche-Tard, Inc.                                                                                                   | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       2126 | NS      | $105679.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                               | Nucor Corp.                                                                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        328 | NS      | $42489.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -1762000 | PA      | $-417.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        928 | NS      | $94943.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $200877.80    | 0.13%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                        | CUSIP: N/A<br>LEI: 4NT01YGM4X7ZX86ISY52       | Long             | DBT              | CORP              | US        |      10000 | PA      | $10990.13     | 0.01%             | 2030-06-01      | 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      | $-10195.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      43000 | PA      | $826.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -500 | NS      | $-177.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5000 | PA      | $-39.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                            | CUSIP: 00CBPZ546<br>LEI: N/A                  | N/A              | DE               |  | US        |        -50 | NC      | $-3400.00     | -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      | $249.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Enphase Energy, Inc.                                                                                                             | CUSIP: 29355A107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -645 | NS      | $-3283.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                       | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      29000 | PA      | $30862.64     | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  152896000 | PA      | $-7.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB315<br>LEI: N/A                  | N/A              | DE               |  | US        |        -16 | NC      | $-1088.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                              | Bank Mandiri Persero Tbk. PT                                                                                                     | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |      55500 | NS      | $16671.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Neste OYJ                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3621 | NS      | $-159.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                                                            | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92148.58     | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                      | MS&AD Insurance Group Holdings, Inc.                                                                                             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |       1200 | NS      | $26826.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     981000 | PA      | $-924.12      | -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      | $738.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00PBRB8D0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -34 | NC      | $-1156.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8 | NC      | $-5820.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00PBG68L5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -17 | NC      | $-1096.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                                                         | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1750 | NS      | $135450.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-2032.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118548.89    | 0.08%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APCOA Group GmbH                                                          | APCOA Group GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118678.46    | 0.08%             | 2031-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                           | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $200619.60    | 0.13%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       1930 | NS      | $39468.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13529000 | PA      | $212.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                          | Maricopa County Industrial Development Authority, Series 2024                                                                    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $103582.46    | 0.07%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class B                                                                                                                 | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       3437 | NS      | $20344.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       2280 | PA      | $1804.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                                   | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $63466.46     | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         10 | NC      | $35369.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                                        | Banco do Brasil SA                                                                                                               | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      14715 | NS      | $60045.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      34274 | PA      | $-238.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBGSRJ1<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $30.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4813042 | PA      | $1217.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Novonesis Novozymes B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1050 | NS      | $685.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $23.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $239975.51    | 0.15%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                                | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             |  | RF                | US        |      12152 | NS      | $1125518.24   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -11 | NS      | $-240.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                             | CUSIP: 00CBHV7U4<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $13060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      14000 | PA      | $11627.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dentsu Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1500 | NS      | $-1158.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2678000 | PA      | $-13513.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00PBGET35<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-832.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -236471 | PA      | $-5.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings, Inc.                                                          | DraftKings, Inc., Class A                                                                                                        | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       3050 | NS      | $130814.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        567 | NS      | $296756.44    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                                 | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |       7253 | NS      | $2210931.99   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                                                           | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117701.52    | 0.08%             | 2037-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     397468 | PA      | $21454.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     856572 | PA      | $18553.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     114000 | PA      | $137985.05    | 0.09%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                                                         | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      18211 | NS      | $986993.95    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-147.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Impala Platinum Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4957 | NS      | $-2484.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                            | Prudential plc                                                                                                                   | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       5063 | NS      | $63369.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                              | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99684.37     | 0.06%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class C                             | Space Exploration Technologies Corp., Class C                                                                                    | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |        867 | NS      | $160395.00    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                                                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       3676 | NS      | $980977.36    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      27000 | PA      | $148.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                               | CommScope Holding Co., Inc.                                                                                                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       2606 | NS      | $21577.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       4300 | NS      | $23693.78     | 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      | $5457.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      76304 | PA      | $-91.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                | Airtac International Group                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1000 | NS      | $29773.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                               | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       5497 | NS      | $62995.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                                                                 | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        135 | NS      | $4129.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -794500 | PA      | $-16138.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5049.90      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                      | CUSIP: 00CBN72V3<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $1946.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00PBGFU30<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1615.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                                                               | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      14867 | NS      | $72524.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CNH One-touch barrier option; Barrier price USD 7.50000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       4000 | PA      | $72.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1978235 | PA      | $790.82       | 0.00%             |  |  |  | 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        |      50000 | PA      | $49765.62     | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       2100 | NS      | $769944.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $39.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                | Akbank TAS                                                                                                                       | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |       5063 | NS      | $8676.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBFQ257<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $3075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Issuer Corp.                                                        | Xerox Issuer Corp.                                                                                                               | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20529.18     | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teleperformance SE                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -257 | NS      | $-2404.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                                                        | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        556 | NS      | $116315.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                          | Kasikornbank PCL                                                                                                                 | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |     200000 | PA      | $199300.00    | 0.13%             | 2025-10-14      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Moneta Money Bank A/S                                                     | Moneta Money Bank A/S                                                                                                            | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |        810 | NS      | $5586.72      | 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        |       3749 | NS      | $86857.23     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Localiza Rent a Car SA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1965 | NS      | $607.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                                                           | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        775 | NS      | $38056.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class A                                                                       | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6007 | PA      | $5571.41      | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                            | Comerica, Inc.                                                                                                                   | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        100 | NS      | $5965.00      | 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      | $-966.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  269522000 | PA      | $64.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GC47, Class AS                                                                         | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35754 | PA      | $31764.88     | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                        | EPAM Systems, Inc.                                                                                                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         46 | NS      | $8133.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                          | Powszechny Zaklad Ubezpieczen SA                                                                                                 | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       3736 | NS      | $65331.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Derayah Financial Co.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        754 | NS      | $248.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: 00CBHKVH0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-492.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1080326 | PA      | $7072.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22475000 | PA      | $-24319.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         34 | NC      | $119.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |         92 | NS      | $24700.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118407.53    | 0.08%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                                                             | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       5790 | NS      | $120540.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanbu National Petrochemical Co.                                          | Yanbu National Petrochemical Co.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        655 | NS      | $5277.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR Trust                              | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2022-DNA1, Class B1              | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $17496.00     | 0.01%             | 2042-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Progressive Corp. (The)                                                                                                          | CUSIP: 00CBZL4S4<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $115.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                                       | Tokyo Electron Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        100 | NS      | $19150.95     | 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      | $-554.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       1932 | NS      | $845076.12    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        458 | NS      | $1035.08      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          6 | NC      | $1741.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         31 | NC      | $-15409.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1146000 | PA      | $1031635.37   | 0.67%             | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     100000 | PA      | $115835.83    | 0.07%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       6734 | NS      | $422962.54    | 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      | $-1713.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Volato Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1351 | NS      | $34.45        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     985191 | PA      | $30613.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $120890.65    | 0.08%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     260000 | PA      | $6102.87      | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Affinity Interactive                                                      | Affinity Interactive                                                                                                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $4296.25      | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                       | Haidilao International Holding Ltd.                                                                                              | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |       7000 | NS      | $13345.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Golar LNG Ltd.                                                            | Golar LNG Ltd.                                                                                                                   | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      14000 | PA      | $14350.00     | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5081.57      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |      30000 | PA      | $29771.93     | 0.02%             | 2041-08-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      32000 | PA      | $-493.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -1197000 | PA      | $-1784.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2094089 | PA      | $13374.82     | 0.01%             |  |  |  | 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        |       1137 | NS      | $211959.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-1822.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                                                         | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        249 | NS      | $675005.59    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2317777 | PA      | $24537.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                      | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102493.20    | 0.07%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | FLYR, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        264 | NS      | $810.48       | 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      | $960.10       | 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      | $-32831.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $248252.96    | 0.16%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     107000 | PA      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Farmers Business Common                                                   | Farmers Business Network, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2421 | NS      | $3123.09      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Chevron Corp.                                                                                                                    | CUSIP: 00CBHWF66<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-256.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Helios Software Holdings, Inc.                                            | Helios Software Holdings, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |     100000 | PA      | $121858.93    | 0.08%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NextEra Energy, Inc.                                                                                                             | CUSIP: 00CBV1R57<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11 | NC      | $-363.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                                              | CarMax, Inc.                                                                                                                     | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1883 | NS      | $126556.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1A                                                                               | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      37468 | PA      | $32447.05     | 0.02%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P Retail ETF                                                                                                              | CUSIP: 78464A714<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2910 | NS      | $-1854.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                      | CUSIP: 00CBFX0C9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14 | NC      | $-2156.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     374145 | PA      | $9597.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21021.70     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                               | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $85856.62     | 0.06%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -472487 | PA      | $-941.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                                         | First Solar, Inc.                                                                                                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        418 | NS      | $69195.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CyberArk Software Ltd.                                                                                                           | CUSIP: 00CBPJQ49<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-705.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBNAL94<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $2840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                                                       | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        456 | NS      | $64074.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                               | Realtek Semiconductor Corp.                                                                                                      | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       3796 | NS      | $73722.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        599 | NS      | $231741.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                          | Novo Nordisk A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       4799 | NS      | $332542.15    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       4000 | PA      | $3655.66      | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199247.30    | 0.13%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                                  | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $119824.78    | 0.08%             | 2037-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                | Hess Corp.                                                                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       1507 | NS      | $208779.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                                                                              | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       1006 | NS      | $39747.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2364 | NS      | $-4400.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      14000 | PA      | $22.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       1725 | NS      | $101136.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penta CLO DAC                                                             | Penta CLO DAC, Series 2024-17X, Class D                                                                                          | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118008.19    | 0.08%             | 2038-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                               | Nidec Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       2700 | NS      | $52469.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     155236 | PA      | $1130.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       1069 | NS      | $111386.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-MFM1, Class F                                                                                              | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16100 | PA      | $16080.11     | 0.01%             | 2034-01-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -110 | NS      | $-250.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Progressive Corp. (The)                                                                                                          | CUSIP: 00PC01R63<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-242.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SambaNova Systems, Inc., Series D                                         | SambaNova Systems, Inc., Series D                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        554 | NS      | $29289.98     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4 | NC      | $-2040.00     | -0.00%            |  |  |  | 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        |      39170 | PA      | $45905.58     | 0.03%             | 2027-07-06      | Variable      | 8.19%                 | No            |                  3 | On Loan: No      |
| GS Engineering & Construction Corp.                                       | GS Engineering & Construction Corp.                                                                                              | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |        711 | NS      | $10907.20     | 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        |      71000 | PA      | $70544.51     | 0.05%             | 2042-02-15      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     203000 | PA      | $49381.48     | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                            | Santen Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       1763 | NS      | $20231.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       6335 | NS      | $813477.35    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B1                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14962 | PA      | $14601.75     | 0.01%             | 2029-10-26      | Variable      | 10.95%                | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                                 | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      10750 | PA      | $3493.75      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -1890000 | PA      | $-849.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                                                             | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      20763 | NS      | $66100.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     501828 | PA      | $-24.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                | CP ALL PCL                                                                                                                       | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |       9100 | NS      | $12325.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       2100 | NS      | $14914.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     256806 | PA      | $12658.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $204077.60    | 0.13%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        131 | NS      | $38207.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis HoldCo Pty. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     218994 | NS      | $1.44         | 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      | $-2314.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $1023.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class A4                                                                         | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9325.75      | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Verge Genomics, Series B                                                  | Verge Genomics, Series B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      12367 | NS      | $23744.64     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | 3 Month SOFR Interest Futures                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -8 | NC      | $-3465.00     | -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        |     100000 | PA      | $138616.46    | 0.09%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24304.97     | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TE Connectivity plc                                                       | TE Connectivity plc                                                                                                              | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        244 | NS      | $41155.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                            | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        726 | NS      | $1103984.64   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                                                | MarketAxess Holdings, Inc.                                                                                                       | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        369 | NS      | $82412.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     747674 | PA      | $-389.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                           | Universal Health Services, Inc., Class B                                                                                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        334 | NS      | $60504.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     599201 | PA      | $-568.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                                                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        561 | NS      | $35427.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBFXFZ2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-352.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                       | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $122225.48    | 0.08%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                                       | Tikehau CLO XII DAC, Series 12X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118649.28    | 0.08%             | 2038-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc. (Preference)                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        285 | NS      | $280725.00    | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     238545 | PA      | $-564.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcano Euro CLO I DAC                                                     | Arcano Euro CLO I DAC, Series 1X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118509.54    | 0.08%             | 2039-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Telstra Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -8594 | NS      | $-227.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      10000 | PA      | $-1252.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     152500 | PA      | $152333.20    | 0.10%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANUC Corp.                                                               | FANUC Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |        676 | NS      | $18351.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                                   | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $57242.30     | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CMS Spreadoption                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -12870000 | NC      | $-4191.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -960400 | PA      | $-560.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26 | NC      | $-26.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1180086 | PA      | $43454.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rohm Co. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1100 | NS      | $-752.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     135000 | PA      | $128862.23    | 0.08%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       8815 | NS      | $382130.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | LKQ Corp.                                                                                                                        | CUSIP: 501889208<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2147 | NS      | $751.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wise plc, Class A                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1011 | NS      | $-151.09      | -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      | $-393.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98121.64     | 0.06%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Clariant AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -317 | NS      | $109.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        273 | NS      | $157450.02    | 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      | $19819.56     | 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      | $182.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                                                             | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        266 | NS      | $13212.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      25000 | PA      | $186.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X.Ai Holdings Corp.                                                       | x.AI, Inc., Series C, Class E                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      10195 | NS      | $338168.15    | 0.22%             |  |  |  | No            |                  3 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $10433.80     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3100 | NS      | $-630.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                                 | CUSIP: 00CBG9DH6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-535.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Air Products and Chemicals, Inc.                                                                                                 | CUSIP: 00CBZ43W4<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $580.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 00CBHR6L4<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $1862.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3526000 | PA      | $186220.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P Homebuilders ETF                                                 | SPDR S&P Homebuilders ETF                                                                                                        | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             |  | RF                | US        |        635 | NS      | $62591.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      11361 | NS      | $967048.32    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | Fast Retailing Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        100 | NS      | $34286.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      47000 | PA      | $31706.38     | 0.02%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Digital Room Holdings, Inc.                                               | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                                  | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      27090 | PA      | $26700.72     | 0.02%             | 2028-12-21      | Variable      | 9.68%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                           | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       5552 | NS      | $27661.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103149 | PA      | $103245.24    | 0.07%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      17677 | PA      | $116.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                                           | Enterprise Products Partners LP                                                                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |       1295 | NS      | $40157.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        282 | NS      | $37319.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                          | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     100750 | PA      | $116601.60    | 0.08%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M13, Class A2                                        | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12512 | PA      | $12251.23     | 0.01%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-179.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         22 | NC      | $-19575.57    | -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      | $-1448.22     | -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        |       2458 | NS      | $570354.32    | 0.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                                 | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $60037.50     | 0.04%             | 2038-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $123197.87    | 0.08%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                    | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      53802 | PA      | $63080.73     | 0.04%             | 2030-04-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |        327 | NS      | $18574.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                                                                             | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       4272 | NS      | $58131.20     | 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      | $2503.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Starbucks Corp.                                                                                                                  | CUSIP: 855244109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -899 | NS      | $543.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                | CVR CHC LP, 1st Lien Term Loan                                                                                                   | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42879 | PA      | $42807.24     | 0.03%             | 2027-12-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV, Class A                                                                                            | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |        806 | NS      | $46635.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -94 | NC      | $-242408.46   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                                                               | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $47346.20     | 0.03%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        227 | PA      | $38900.66     | 0.03%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116766.18    | 0.08%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| STWD Trust                                                                | STWD Trust, Series 2021-FLWR, Class E                                                                                            | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $19987.50     | 0.01%             | 2036-07-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AppLovin Corp., Class A                                                                                                          | CUSIP: 03831W108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -165 | NS      | $-2422.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                        | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      87926 | PA      | $97850.06     | 0.06%             | 2031-05-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Smurfit WestRock plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3552 | NS      | $-2592.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1321638 | PA      | $-3.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co. Ltd.                                                    | Nongfu Spring Co. Ltd., Class H                                                                                                  | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |       2853 | NS      | $14635.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                                 | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117903.67    | 0.08%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series B                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       2050 | NS      | $6006.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00PBG6058<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-253.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-1680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     152760 | PA      | $1112.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class E10                                                                                            | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $45122.59     | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                 | Sodexo SA                                                                                                                        | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        494 | NS      | $30403.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                               | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50134 | PA      | $49479.16     | 0.03%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                          | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       1992 | NS      | $57469.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       3216 | PA      | $17106.53     | 0.01%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      21800 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2687000 | PA      | $-73.62       | -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      | $53.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 00CBHQLY1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-609.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        256 | NS      | $134986.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                                 | CUSIP: 00CBKSL49<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares Core S&P Small-Cap ETF                                                                                                   | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |        637 | NS      | $69617.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     423000 | PA      | $10134.73     | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pernod Ricard SA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -683 | NS      | $259.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| True Corp. PCL                                                            | True Corp. PCL                                                                                                                   | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |      16800 | NS      | $5745.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aiven, Inc.                                                               | Aiven, Inc., Series D                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        647 | NS      | $32770.55     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBRHSM5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -34 | NC      | $-13940.00    | -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      | $628.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1080326 | PA      | $6991.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                          | Clorox Co. (The)                                                                                                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        121 | NS      | $14528.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                                                                | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      65000 | PA      | $69549.22     | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                                     | Sona Fios CLO III DAC, Series 3X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |     110000 | PA      | $130050.98    | 0.08%             | 2037-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4082 | NS      | $571.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        753 | NS      | $47905.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -14000 | NS      | $-826.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1080000 | PA      | $21993.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vanguard Intermediate-Term Corporate Bond ETF                                                                                    | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1328 | NS      | $-2270.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                | KT&G Corp.                                                                                                                       | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        391 | NS      | $36905.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $95369.78     | 0.06%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       2000 | NS      | $58918.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    6461338 | PA      | $358713.96    | 0.23%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                                  | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31407.75     | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Power Corp. of Canada                                                                                                            | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -184 | NS      | $-155.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      48410 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  349700000 | PA      | $73693.59     | 0.05%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        348 | NS      | $34458.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                                                                    | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       2452 | NS      | $48738.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                       | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         60 | NS      | $105.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IHI Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -500 | NS      | $-1652.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Albemarle Corp.                                                                                                                  | CUSIP: 012653101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -703 | NS      | $-3409.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings plc                                                     | Wizz Air Holdings plc                                                                                                            | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |        446 | NS      | $6696.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      30000 | PA      | $-956.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC, Series BX, Class E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6246 | NS      | $13678.74     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     245433 | PA      | $-22.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                         | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       1681 | NS      | $7.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                                 | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     240000 | PA      | $244060.80    | 0.16%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5488.48      | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     350000 | PA      | $-31426.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -174 | NS      | $-95.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |       8108 | NS      | $522443.96    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       4469 | NS      | $70476.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBG9CD6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-2135.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5425000 | PA      | $292.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lavoro Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        718 | NS      | $25.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77708 | PA      | $77780.98     | 0.05%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                | Hoya Corp.                                                                                                                       | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |        300 | NS      | $35628.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                      | CUSIP: 00CBTX5A3<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $122.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    1090000 | PA      | $53427.28     | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -8800 | NS      | $474.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       3052 | NS      | $461706.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       5672 | NS      | $1563486.80   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., 1st Lien Term Loan                                                                                                  | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        341 | PA      | $265.21       | 0.00%             | 2028-08-01      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        991 | NS      | $726184.98    | 0.47%             |  |  |  | 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      | $-2185.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1     | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     388464 | PA      | $16824.39     | 0.01%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Eneva SA                                                                  | Eneva SA                                                                                                                         | CUSIP: N/A<br>LEI: 549300T1AP7HKCABII19       | Long             | EC               | CORP              | BR        |       2729 | NS      | $6911.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                                               | ANSYS, Inc.                                                                                                                      | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        215 | NS      | $75512.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nexi SpA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4238 | NS      | $-1796.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                                                            | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        396 | NS      | $23731.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                 | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                              | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18942 | PA      | $14833.06     | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                                                                  | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      44061 | NS      | $1143510.13   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -8309959 | PA      | $-17825.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                    | CUSIP: 00PBJ3SZ6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11 | NC      | $-1809.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nippon Express Holdings, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -200 | NS      | $-201.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                               | Investor AB, Class B                                                                                                             | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       1951 | NS      | $57814.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       2567 | NS      | $1894677.03   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       1268 | NS      | $3.17         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                                                              | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       1800 | NS      | $40772.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                                                    | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       6405 | NS      | $558323.85    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      26000 | PA      | $27220.56     | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                   | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       2166 | NS      | $172478.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        940 | NS      | $265136.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    1500000 | PA      | $26753.53     | 0.02%             | 2025-12-16      | 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      | $5648.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Parker-Hannifin Corp.                                                                                                            | CUSIP: 701094104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -110 | NS      | $-3767.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                                                        | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119218.86    | 0.08%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       6222 | NS      | $1323792.72   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       1306 | NS      | $1292861.64   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                                                              | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9402.54      | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $-155.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       2843 | NS      | $61566.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14 | NC      | $-588.00      | -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        |      31845 | PA      | $29122.25     | 0.02%             | 2029-01-22      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      51371 | PA      | $25649.25     | 0.02%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBPCC15<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $8565.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FlyRenoIFR                                                                | FLYR, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      18486 | NS      | $82448.82     | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        532 | NS      | $38937.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      31000 | PA      | $488.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1832442 | PA      | $27207.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  221465337 | PA      | $3858.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |       3367 | NS      | $-1616.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    8960400 | PA      | $76810.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class E                                                                             | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $29726.11     | 0.02%             | 2041-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       6122 | PA      | $29.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2994.90      | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class A                             | Space Exploration Technologies Corp., Class A                                                                                    | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |        807 | NS      | $149295.00    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                             | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18005.22     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         19 | NC      | $4284.50      | 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      | $660.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                                  | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99780.51     | 0.06%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                                    | Valterra Platinum Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        797 | NS      | $35488.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1080000 | PA      | $-5117.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brookfield Asset Management Ltd., Class A                                                                                        | CUSIP: 113004105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -3236 | NS      | $-4356.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15553781 | PA      | $2647.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P Regional Banking ETF                                             | SPDR S&P Regional Banking ETF                                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |        886 | NS      | $52619.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                                                                         | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       1616 | NS      | $72251.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20704549 | PA      | $70.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6 | NC      | $1950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       1246 | NS      | $998465.70    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                           | CUSIP: 00CBXX4L5<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $176.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB323<br>LEI: N/A                  | N/A              | DE               |  | US        |        -68 | NC      | $-3128.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Diamondback Energy, Inc.                                                                                                         | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -159 | NS      | $596.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2021-DNA2, Class B2              | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $20641.91     | 0.01%             | 2033-08-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                                                                    | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118725.80    | 0.08%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        664 | NS      | $120934.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                                                                   | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116980.80    | 0.08%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Enphase Energy, Inc.                                                                                                             | CUSIP: 29355A107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15 | NS      | $54.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        506 | NS      | $28552.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                      | Halyk Savings Bank of Kazakhstan JSC                                                                                             | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        246 | NS      | $6045.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC                                                                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165023 | PA      | $152035.69    | 0.10%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2974830 | PA      | $-1356.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                                                                   | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |       5467 | NS      | $49620.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         15 | NC      | $825.00       | 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      | $-692.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                           | Kuehne + Nagel International AG (Registered)                                                                                     | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |        400 | NS      | $86617.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                                                           | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85400 | PA      | $85426.67     | 0.06%             | 2038-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                             | Al Rajhi Bank                                                                                                                    | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |        894 | NS      | $22549.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Swatch Group AG (The)                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -181 | NS      | $-301.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                              | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $100877.00    | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upfield BV                                                                | Upfield BV, 1st Lien Term Loan B11                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     109000 | PA      | $148366.54    | 0.10%             | 2028-01-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        575 | PA      | $279.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBFQ273<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-481.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canon, Inc.                                                               | Canon, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       1900 | NS      | $55107.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        224 | NS      | $30535.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      40000 | PA      | $-1772.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118392.22    | 0.08%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       3861 | PA      | $17067.92     | 0.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2905000 | PA      | $15160.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                | Shenzhou International Group Holdings Ltd.                                                                                       | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       2800 | NS      | $20014.75     | 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        |     140000 | PA      | $140250.22    | 0.09%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                                        | Kingspan Group plc                                                                                                               | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |        612 | NS      | $52148.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3037 | NS      | $-60.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       4700 | NS      | $126662.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     131541 | NS      | $757730.13    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5202.37      | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                          | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |        -41 | NS      | $8.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1017000 | PA      | $1016235.27   | 0.66%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                                   | CPPIB OVM Member US LLC, 1st Lien Term Loan                                                                                      | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      41685 | PA      | $41528.76     | 0.03%             | 2031-08-20      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                                | Kawasaki Kisen Kaisha Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |       2200 | NS      | $31156.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                                                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       1742 | NS      | $184164.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     934542 | PA      | $18003.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       4438 | NS      | $106767.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1561.27      | 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      | $1592.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -30 | NC      | $-1899.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                     | CUSIP: 00CC0P7X7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12 | NC      | $-1818.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     261000 | PA      | $310716.42    | 0.20%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-25.74       | -0.00%            |  |  |  | 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        |       4000 | NS      | $100723.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                            | Nippon Paint Holdings Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |       4854 | NS      | $39037.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co. Ltd.                                             | Sungrow Power Supply Co. Ltd., Class A                                                                                           | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |       1000 | NS      | $9472.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                      | CUSIP: 00CBYP8M5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-3500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       1940 | NS      | $83126.40     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | Lionsgate Studios Corp.                                                                                                          | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       5532 | NS      | $32140.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Afflelou SAS                                                              | Afflelou SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122461.85    | 0.08%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Wall Motor Co. Ltd.                                                 | Great Wall Motor Co. Ltd., Class A                                                                                               | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      25157 | NS      | $75536.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1098500 | PA      | $19251.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12438.30     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117686.04    | 0.08%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hess Corp.                                                                                                                       | CUSIP: 00CBT38P3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-135.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       8427 | NS      | $36910.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -13000 | NS      | $-443.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                                                                 | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $117088.23    | 0.08%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                         | Mazda Motor Corp.                                                                                                                | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       4100 | NS      | $24662.30     | 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      | $5005.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                               | James Hardie Industries plc                                                                                                      | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       1355 | NS      | $36386.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV                                                                                                            | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       2271 | NS      | $69633.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                                                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         95 | NS      | $44442.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                                | Telix Pharmaceuticals Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | EC               | CORP              | AU        |       1765 | NS      | $28350.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Plastics Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -17000 | NS      | $-405.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MNTN, Inc.                                                                | MNTN, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2388 | NS      | $52225.56     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                                | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $129973.38    | 0.08%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $123805.14    | 0.08%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                         | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99812.50     | 0.06%             | 2037-05-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                            | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98710.91     | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |     152000 | PA      | $0.02         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Elia Group SA                                                             | Elia Group SA/NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |        204 | NS      | $23560.85     | 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      | $362.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                          | CUSIP: 00PBVCMT2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-105.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                                                               | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119918.25    | 0.08%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                           | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       1490 | NS      | $455611.40    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $122955.60    | 0.08%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                                                              | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83924 | PA      | $84105.88     | 0.05%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                           | CUSIP: 00CBXX4N1<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $37.50        | 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      | $516.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       2568 | NS      | $125368.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        592 | NS      | $792764.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                              | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89000 | PA      | $81589.19     | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | 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      | $-221.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1358333 | PA      | $44430.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                   | Ursa Major Technologies, Inc., Series D                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1487 | NS      | $5918.26      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | MatsukiyoCocokara & Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2200 | NS      | $-1423.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -1585000 | PA      | $-4070.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     170290 | PA      | $87.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CVB Financial Corp.                                                                                                              | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -288 | NS      | $-181.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBN6SJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |         14 | NC      | $11515.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                                      | Dassault Systemes SE                                                                                                             | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       2236 | NS      | $81036.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                                        | PDD Holdings, Inc.                                                                                                               | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |         25 | NS      | $2616.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                                             | Olympus Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       4200 | NS      | $49888.96     | 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        |      32000 | PA      | $21088.18     | 0.01%             | 2025-08-31      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      63000 | PA      | $74101.76     | 0.05%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                              | Dexcom, Inc.                                                                                                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        950 | NS      | $82925.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      34274 | PA      | $161.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      12487 | NS      | $1000458.44   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12285.00     | 0.01%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       9000 | PA      | $47872.74     | 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        |        159 | NS      | $52815.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -885000 | PA      | $-1317.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                      | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     462748 | PA      | $53216.02     | 0.03%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                               | Virgin Media Vendor Financing Notes III DAC                                                                                      | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $130573.33    | 0.08%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6753.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class E                                                                            | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87488 | PA      | $87706.91     | 0.06%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-1897.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      93891 | PA      | $1250.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                                                  | LY Corp.                                                                                                                         | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      14100 | NS      | $51924.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Innolux Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -78000 | NS      | $-1449.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westbay                                                                   | Homes By West Bay LLC                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     317000 | PA      | $317412.10    | 0.20%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Deep Instinct, Ltd., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        845 | NS      | $8.45         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | NEXTDC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2958 | NS      | $-1412.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                                                            | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8690.00      | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class D                                                                                                  | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $60414.55     | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura & Co. Holding SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2577 | NS      | $-432.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       7962 | NS      | $552403.56    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                                                             | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       9806 | NS      | $133691.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                                                                   | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        253 | NS      | $20222.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BE Semiconductor Industries NV                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -438 | NS      | $-2021.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      45000 | PA      | $50727.33     | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Marcolin SpA                                                              | Marcolin SpA                                                                                                                     | CUSIP: N/A<br>LEI: 815600C8D55034EB5379       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117802.66    | 0.08%             | 2026-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     276297 | PA      | $-933.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                       | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       1130 | NS      | $248.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastroc Beverage Group Co. Ltd.                                           | Eastroc Beverage Group Co. Ltd., Class A                                                                                         | CUSIP: N/A<br>LEI: 836800LQ338417RCIL29       | Long             | EC               | CORP              | CN        |       1150 | NS      | $50461.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sandoz Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2298 | NS      | $-4112.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series D                                                 | Loadsmart, Inc., Series D                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        955 | NS      | $8728.70      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Paramount Global                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5 | NC      | $117.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        114 | NS      | $991.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       1351 | NS      | $178386.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class E                                                                                              | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22000 | PA      | $21876.25     | 0.01%             | 2029-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CAD One-touch barrier option; Barrier price USD 1.33500                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4000 | PA      | $424.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5 | NC      | $2912.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       1231 | NS      | $50631.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     476159 | PA      | $23393.55     | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3248 | NS      | $-326.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                         | Galderma Group AG                                                                                                                | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        822 | NS      | $119482.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB2Z1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -46 | NC      | $-7314.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     959412 | PA      | $3963.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NU Holdings Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2328 | NS      | $-3212.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7760.82      | 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      | $93.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    4731000 | PA      | $151835.14    | 0.10%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-866.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Source Global PBC                                                         | SOURCE Global PBC                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1116 | NS      | $89.30        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      79000 | PA      | $702.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  602000000 | PA      | $41243.46     | 0.03%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        724 | NS      | $276.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K109, Class X1     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115699 | PA      | $7040.95      | 0.00%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       3478 | NS      | $1008306.98   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |   -5357000 | PA      | $-1254.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 00CBNDCU1<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $970.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Algoma Steel Group, Inc.                                                  | Algoma Steel Group, Inc.                                                                                                         | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       4547 | NS      | $31328.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NagaCorp Ltd.                                                             | NagaCorp Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | EC               | CORP              | KY        |       8000 | NS      | $3632.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cypher Bidco BV                                                           | Cypher Bidco BV, 1st Lien Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     153940 | PA      | $175676.01    | 0.11%             | 2028-01-01      | Variable      | 6.92%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: 00PBT6GS7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                                                                 | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |        700 | NS      | $13987.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                     | CUSIP: 00CBMZUD1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-2020.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98119.80     | 0.06%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                                                            | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        184 | NS      | $7187.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      10057 | NS      | $58934.02     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      37967 | PA      | $-393.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1128931 | PA      | $-3867.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                                                                              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        291 | NS      | $70264.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     513000 | PA      | $153.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                                    | LPP SA                                                                                                                           | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          4 | NS      | $16302.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Li Auto, Inc., Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4200 | NS      | $300.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      26419 | PA      | $139001.57    | 0.09%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                                                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         21 | NS      | $10201.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SambaNova Systems, Inc., Series C                                         | SambaNova Systems, Inc., Series C                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1720 | NS      | $76488.40     | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       4000 | NS      | $26358.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00PBCMBA4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-1504.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Land, Inc.                                                          | Ayala Land, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      11400 | NS      | $5470.33      | 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        |      20000 | PA      | $19914.97     | 0.01%             | 2039-06-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-948.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                               | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118354.53    | 0.08%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1841.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        415 | NS      | $98877.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   20983252 | PA      | $25682.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                          | Transocean, Inc.                                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      25000 | PA      | $23113.55     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1740 | NS      | $188233.20    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Meituan                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1100 | NS      | $718.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      37967 | PA      | $383.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: 00CBT00Q5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11 | NC      | $-3168.00     | -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      | $7166.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       1157 | NS      | $41019.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        139 | NS      | $19724.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                                                                   | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       3223 | NS      | $457247.01    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                     | Breeze Aviation Group, Inc., Series B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        140 | NS      | $21245.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Global Unichip Corp.                                                      | Global Unichip Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       1000 | NS      | $44728.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        587 | NS      | $32924.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      93142 | PA      | $612.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                            | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120400 | PA      | $112875.25    | 0.07%             | 2030-02-01      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                        | CUSIP: 00CBYERX5<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $990.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                       | Flourishing Trade & Investment Ltd.                                                                                              | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     235000 | PA      | $239700.00    | 0.15%             | 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      | $-2206.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                                                        | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        563 | NS      | $41807.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -954 | NS      | $-349.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions, Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        845 | NS      | $9616.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd.                                                            | UOL Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       1610 | NS      | $7833.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |        940 | NS      | $153276.40    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2780.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                                                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       7184 | NS      | $175720.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         99 | NS      | $44074.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Marfrig Global Foods SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3339 | NS      | $930.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC, Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $191500.00    | 0.12%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                              | CUSIP: 00CBHXH39<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-339.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     118300 | PA      | $-4325.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         61 | NS      | $14519.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group, Inc.                                                        | MISUMI Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       1700 | NS      | $22709.43     | 0.01%             |  |  |  | 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        |      44775 | PA      | $45870.60     | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3939.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -190000 | PA      | $-69.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                  | Contemporary Amperex Technology Co. Ltd., Class A                                                                                | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       6535 | NS      | $230607.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                                  | Flagstar Financial, Inc.                                                                                                         | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       7471 | NS      | $79192.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com, Inc.                                                          | Kakaku.com, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       1300 | NS      | $24107.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                                                           | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $117188.12    | 0.08%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MonotaRO Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -400 | NS      | $52.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volta Greentech AB, Series C                                              | Volta Greentech AB, Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        228 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        287 | NS      | $43166.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         35 | NC      | $5308.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        542 | NS      | $99223.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone Holdco 2 LP, 1st Lien Term Loan                                                                                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63567 | PA      | $34008.33     | 0.02%             | 2028-04-27      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MXN Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -707000 | PA      | $-334.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar Tree, Inc.                                                                                                                | CUSIP: 00PBJAQS8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18 | NC      | $-1530.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2033431 | PA      | $-754.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      60918 | NS      | $894194.79    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      20000 | PA      | $19901.06     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                                                         | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119414.68    | 0.08%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        260 | NS      | $84869.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                                                          | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        359 | NS      | $145694.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CyberArk Software Ltd.                                                                                                           | CUSIP: 00CC0TWZ6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1060.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital Four CLO VIII DAC                                                 | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                    | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118389.62    | 0.08%             | 2037-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB2W8<br>LEI: N/A                  | N/A              | DE               |  | US        |         46 | NC      | $24610.00     | 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      | $710.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        955 | NS      | $108306.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                                                | Edenred SE                                                                                                                       | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        558 | NS      | $17331.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                                                                       | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |       4900 | NS      | $4524.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                                 | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123819.89    | 0.08%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                       | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |     100000 | PA      | $119345.51    | 0.08%             | 2032-07-01      | 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      | $-1214.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2317777 | PA      | $26763.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CB4RLK3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-3990.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       4568 | NS      | $6714.34      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBG9C95<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $3052.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      42000 | PA      | $33646.62     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mitsubishi Heavy Industries Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $-1649.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Clariant AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1720 | NS      | $-862.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136439.85    | 0.09%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                                                              | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        366 | NS      | $88883.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      32000 | PA      | $35649.86     | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       7119 | NS      | $415180.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBULNU9<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $18.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                          | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124790 | PA      | $125024.38    | 0.08%             | 2038-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Solventum Corp.                                                                                                                  | CUSIP: 83444M101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -575 | NS      | $-1489.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                                           | GAIL India Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |       1872 | NS      | $4167.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                                                          | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93576 | PA      | $93634.46     | 0.06%             | 2038-06-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00PBG3Y66<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-732.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2256 | NS      | $323036.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00CBR4T39<br>LEI: N/A                  | N/A              | DE               |  | US        |         34 | NC      | $4233.00      | 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      | $3.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     394000 | PA      | $8013.85      | 0.01%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                              | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118680.17    | 0.08%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vivendi SE                                                                | Vivendi SE                                                                                                                       | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |       6908 | NS      | $23829.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kering SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -328 | NS      | $-5082.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freed Hotels & Resorts                                                    | Resort Communities LoanCo. LP                                                                                                    | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     446999 | PA      | $449815.09    | 0.29%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| Northern Data AG                                                          | Northern Data AG                                                                                                                 | CUSIP: N/A<br>LEI: 391200LB6JA3HAQWTS32       | Long             | EC               | CORP              | DE        |        384 | NS      | $10892.28     | 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      | $3808.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                               | Ebara Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |       1600 | NS      | $30684.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Bankinter SA                                                              | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       4923 | NS      | $64267.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-VINO, Class F                                                                          | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $69978.13     | 0.05%             | 2038-05-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ABN AMRO Bank NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2089 | NS      | $-2123.27     | -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      | $2289.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Expand Energy Corp.                                                                                                              | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1543 | NS      | $6958.93      | 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        |     572000 | PA      | $11327.02     | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        488 | NS      | $44510.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                    | SGS SA (Registered)                                                                                                              | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        452 | NS      | $45894.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Cruise Holdings LLC, Class G                                           | GM Cruise Holdings LLC, Class G                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2891 | NS      | $2891.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |       4351 | NS      | $159942.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                             | CUSIP: 00CBG8XT0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-6702.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Shimano, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -100 | NS      | $-801.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       4222 | NS      | $207637.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                                                        | Erie Indemnity Co., Class A                                                                                                      | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        175 | NS      | $60688.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                                                         | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         18 | NS      | $35216.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     225000 | PA      | $450.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class D                                                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174976 | PA      | $175195.17    | 0.11%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                                                                  | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      35000 | PA      | $43395.64     | 0.03%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBNK434<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $2850.00      | 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      | $-52.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                             | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118049.44    | 0.08%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the EURUSD on WM10AMNY is below or at 1.02 and USDJPY on WM10AMNY is below or at 148 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |       4375 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                             | Veritas, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        203 | NS      | $4562.78      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     384743 | PA      | $10.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                      | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         46 | NS      | $54009.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                                              | Sojitz Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |        100 | NS      | $2457.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                                         | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      50000 | PA      | $11562.50     | 0.01%             | 2029-04-27      | Variable      | 12.29%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Provident Financial Services, Inc.                                                                                               | CUSIP: 74386T105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -410 | NS      | $-270.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $141.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ConvaTec Group plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -7418 | NS      | $-326.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insightful Corp.                                                          | Insightful Corp., Series D                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      51259 | NS      | $11661.42     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Viper Energy, Inc.                                                        | Viper Energy, Inc., Class A                                                                                                      | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |        999 | NS      | $38091.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Accor SA                                                                  | Accor SA                                                                                                                         | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |       4858 | NS      | $254600.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Atlantic Union Bankshares Corp.                                                                                                  | CUSIP: 04911A107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -120 | NS      | $2.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $272443.57    | 0.18%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barry Callebaut AG (Registered)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -28 | NS      | $-603.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBFZT09<br>LEI: N/A                  | N/A              | DE               |  | US        |         11 | NC      | $8415.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuraray Co. Ltd.                                                          | Kuraray Co. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |       2100 | NS      | $26704.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | New York Community Bancorp, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14 | NS      | $26735.24     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00CBQ6MN8<br>LEI: N/A                  | N/A              | DE               |  | US        |         23 | NC      | $11339.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                          | Paramount Global, Class B                                                                                                        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |        197 | NS      | $2541.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson Euro Finance SARL                                        | Becton Dickinson Euro Finance SARL                                                                                               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $121062.40    | 0.08%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PAX HoldCo Spain SL                                                       | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      86988 | PA      | $102275.90    | 0.07%             | 2029-12-31      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBXH7D1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -16 | NC      | $-760.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $133508.84    | 0.09%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     410326 | PA      | $-27.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4596 | NS      | $39799.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                           | Nippon Yusen KK                                                                                                                  | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       1600 | NS      | $57559.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                            | Tata Consultancy Services Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       1551 | NS      | $62630.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        887 | NS      | $69372.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Philippine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     440000 | PA      | $7796.83      | 0.01%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       3374 | NS      | $653914.94    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         12 | NC      | $4377.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                   | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      64000 | PA      | $62118.43     | 0.04%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Masimo Corp.                                                              | Masimo Corp.                                                                                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       1147 | NS      | $192948.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikon Corp.                                                               | Nikon Corp.                                                                                                                      | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       1600 | NS      | $16404.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBPCC31<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $10175.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Mipo                                                           | HD Hyundai Mipo                                                                                                                  | CUSIP: N/A<br>LEI: 988400L1JDH871AJTA03       | Long             | EC               | CORP              | KR        |        218 | NS      | $33957.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar Tree, Inc.                                                                                                                | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -882 | NS      | $1296.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    2060000 | PA      | $103620.74    | 0.07%             | 2030-09-30      | 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      | $-455.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1923000 | PA      | $9030.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       5613 | NS      | $691802.25    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -1762000 | PA      | $-4023.10     | -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      | $-957.95      | -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      | $339.44       | 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        |      12786 | NS      | $196882.27    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                                                     | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $138809.23    | 0.09%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         26 | NC      | $15600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                                | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138694 | PA      | $121793.36    | 0.08%             | 2060-12-25      | Variable      | 1.74%                 | 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        |      96443 | PA      | $97540.08     | 0.06%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Korea Shipbuilding & Offshore Engineering Co. Ltd.                        | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |         73 | NS      | $19712.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sapporo Holdings Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -400 | NS      | $-399.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                          | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $16048.19     | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                               | Tokio Marine Holdings, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       1000 | NS      | $42381.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TML Holdings Pte. Ltd.                                                    | TML Holdings Pte. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900EBGMM47QH02V57       | Long             | DBT              | CORP              | SG        |     200000 | PA      | $198280.00    | 0.13%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2255.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alfa SAB de CV, Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -13516 | NS      | $715.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure LLC                                         | Solaris Energy Infrastructure LLC, 1st Lien Term Loan                                                                            | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     162000 | PA      | $162000.00    | 0.10%             | 2029-09-11      | Variable      | 10.30%                | 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      | $-278.31      | -0.00%            |  |  |  | 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        |     111682 | PA      | $113124.51    | 0.07%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        504 | NS      | $370762.56    | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                 | T. Rowe Price Group, Inc.                                                                                                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        976 | NS      | $94184.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Viatris, Inc.                                                             | Viatris, Inc.                                                                                                                    | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       4122 | NS      | $36809.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                      | CUSIP: 00CBWH522<br>LEI: N/A                  | N/A              | DE               |  | US        |       -235 | NC      | $-1645.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13423800 | PA      | $524222.85    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kobe Bussan Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $-378.23      | -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      | $8102.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5653 | NS      | $-1465.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |       4437 | NS      | $270213.30    | 0.17%             |  |  |  | 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      | $-64.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10318.26     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     646105 | PA      | $-3742.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                              | Carrefour SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       2312 | NS      | $32613.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                                                          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       1192 | NS      | $81759.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group, Inc.                                                  | KB Financial Group, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        537 | NS      | $44128.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5 | NC      | $-4427.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                                                       | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        114 | NS      | $23674.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1978235 | PA      | $806.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $125157.19    | 0.08%             | 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        |       4550 | NS      | $994812.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       5171 | NS      | $638566.79    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                                                           | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117787.76    | 0.08%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HawkEye 360, Inc.                                                         | HawkEye 360, Inc., Series D1                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       4447 | NS      | $60612.61     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | Japan Post Holdings Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       4400 | NS      | $40753.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBHY1W6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -44 | NC      | $-11352.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Community Financial System, Inc.                                                                                                 | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -111 | NS      | $44.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLYR, Inc.                                                                | FLYR, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | DBT              | CORP              | US        |      50889 | PA      | $47327.20     | 0.03%             | 2027-01-20      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                                                                                  | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     126000 | PA      | $125375.38    | 0.08%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                      | CUSIP: 00CAYQ894<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-1743.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00PBFWJ60<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-742.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1     | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98141 | PA      | $5587.75      | 0.00%             | 2030-07-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lightning eMotors, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2348 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Iberdrola Finanzas SA                                                     | Iberdrola Finanzas SA, Series IBE                                                                                                | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $122512.48    | 0.08%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |      40737 | NS      | $28194.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       2913 | NS      | $29177.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                                                        | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6564.44      | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7396806 | PA      | $8.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                | Geberit AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        158 | NS      | $124432.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1265000 | PA      | $-913.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NextEra Energy, Inc.                                                                                                             | CUSIP: 00CBMYCZ5<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $1830.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1938108 | PA      | $-32.38       | -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      | $-1550.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Flagstar Financial, Inc.                                                                                                         | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |       2891 | NS      | $-3613.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                                                       | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      25000 | PA      | $35918.04     | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -19 | NC      | $-2128.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                                 | CUSIP: 00PBNN871<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-278.00      | -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        |       4187 | NS      | $157054.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Kuaishou Technology                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5000 | NS      | $-3754.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $127888.98    | 0.08%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zealand Pharma A/S                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -348 | NS      | $311.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      63834 | PA      | $64290.41     | 0.04%             | 2027-04-23      | Variable      | 9.66%                 | No            |                  3 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                                                                    | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42522.59     | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |  313387993 | PA      | $-707.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                      | Straumann Holding AG (Registered)                                                                                                | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |         64 | NS      | $8376.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6479200 | PA      | $-24630.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                                      | IQVIA Holdings, Inc.                                                                                                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        192 | NS      | $30257.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class F                                                                                            | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83884 | PA      | $83884.15     | 0.05%             | 2038-11-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                                                        | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         99 | NS      | $69272.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1080781 | PA      | $-20650.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |     103000 | PA      | $537.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                    | First Brands Group LLC, 1st Lien Term Loan                                                                                       | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      51905 | PA      | $58950.31     | 0.04%             | 2027-03-30      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                                 | CUSIP: 00CBAAUJ6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-1635.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      11737 | NS      | $787357.67    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Anduril Investors LLC                                                     | Anduril Investors LLC, Series G                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1197 | NS      | $48933.36     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2025-2A, Class A                                                                                       | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249634.00    | 0.16%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    2588976 | PA      | $134519.24    | 0.09%             | 2031-02-28      | 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      | $-6414.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          5 | NC      | $-4797.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                           | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   12484085 | NS      | $12484085.39  | 8.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                                                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        107 | NS      | $12627.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  212130305 | PA      | $753.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                                                 | Amcor plc                                                                                                                        | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |       7357 | NS      | $67610.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118529.89    | 0.08%             | 2028-04-01      | 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      | $3915.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Treasury Wine Estates Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5797 | NS      | $1053.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                                        | Genius Electronic Optical Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       2779 | NS      | $39830.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $11737.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2160652 | PA      | $13975.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                          | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14726 | PA      | $13326.88     | 0.01%             | 2028-06-05      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      83000 | NS      | $292160.00    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         29 | NC      | $21431.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -1 | NC      | $756.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                     | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     349999 | PA      | $9240.74      | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     100000 | PA      | $-2415.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120310.51    | 0.08%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                            | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        154 | NS      | $12326.16     | 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      | $240.47       | 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      | $3146.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      20000 | PA      | $-386.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      15679 | NS      | $62400.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pitney BOWES, Inc.                                                        | Pitney Bowes, Inc., 1st Lien Term Loan B                                                                                         | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49875 | PA      | $49729.37     | 0.03%             | 2032-03-19      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                                          | Screaming Eagle Acquistion Corp.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2160 | NS      | $12419.49     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $517.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        528 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Postal Savings Bank of China Co. Ltd., Class H                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -88000 | NS      | $-99.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                                           | French Republic                                                                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      71000 | PA      | $83152.21     | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                           | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                         | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      57710 | PA      | $58845.79     | 0.04%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1482.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                                                                   | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $142972.48    | 0.09%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Restaurant Brands International, Inc.                                                                                            | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -723 | NS      | $-290.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       2000 | NS      | $30303.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canadian Government Bond                                                                                                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     371000 | PA      | $271500.89    | 0.18%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SBI Sumishin Net Bank Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -600 | NS      | $-344.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGH Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -899 | NS      | $-224.43      | -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      | $5911.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                                 | Starz Entertainment Corp.                                                                                                        | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        227 | NS      | $3647.89      | 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        |      85411 | PA      | $79710.03     | 0.05%             | 2028-08-18      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                  | Universal Music Group NV                                                                                                         | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |        587 | NS      | $19042.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        442 | NS      | $123264.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14 | NC      | $-14070.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                                                  | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | EC               | CORP              | MX        |      26339 | NS      | $18177.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                                            | Hindustan Petroleum Corp. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |        594 | NS      | $3035.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                             | Estee Lauder Cos., Inc. (The), Class A                                                                                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        442 | NS      | $35713.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118841.09    | 0.08%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117959.91    | 0.08%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      61115 | PA      | $15027.43     | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -8309959 | PA      | $-5942.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19503.06     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-25705.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     576000 | PA      | $-5947.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                        | Wildfire Intermediate Holdings LLC                                                                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14900.57     | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49000 | PA      | $308.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       4543 | NS      | $196575.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1268000 | PA      | $-475.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3438.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Insight M, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      53113 | NS      | $5215.70      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2 | NC      | $12460.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                   | CUSIP: 00CBJ20V1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-575.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1897000000 | PA      | $117797.47    | 0.08%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1873466 | PA      | $30.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                          | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -829 | NS      | $506.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      61000 | PA      | $64964.88     | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $226460.89    | 0.15%             | 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        |  492300000 | PA      | $110753.19    | 0.07%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                                                                   | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |      13645 | NS      | $42217.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | New Oriental Education & Technology Group, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3200 | NS      | $-2014.57     | -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      | $-2447.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        854 | PA      | $149109.30    | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       4908 | NS      | $608641.08    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                              | CUSIP: 002824100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -261 | NS      | $-717.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Informatica, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8 | NC      | $60.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      33541 | PA      | $2106.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                                  | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        491 | NS      | $68332.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         54 | NS      | $13201.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                                           | Principal Financial Group, Inc.                                                                                                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       1495 | NS      | $118747.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     490000 | PA      | $23788.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                            | SK Hynix, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        332 | NS      | $71539.90     | 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      | $2885.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                     | Lion/Polaris Lux 4 SA                                                                                                            | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118330.38    | 0.08%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                              | Xiaomi Corp., Class B                                                                                                            | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |       5000 | NS      | $38488.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        206 | NS      | $57517.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Paycom Software, Inc.                                                                                                            | CUSIP: 70432V102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -73 | NS      | $114.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                           | Sigma Holdco BV                                                                                                                  | CUSIP: N/A<br>LEI: 254900RAPCKVT00GAO59       | Long             | DBT              | CORP              | NL        |      27324 | PA      | $32105.85     | 0.02%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      90000 | PA      | $-739.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     687000 | PA      | $-1437.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      35600 | PA      | $316.37       | 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      | $2638.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                        | CUSIP: 00CBRA4E8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       7458 | NS      | $3709683.78   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 00CBKRW72<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1215.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                      | CUSIP: 458140100<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2202 | NS      | $-2664.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China International Capital Corp. Ltd., Class H                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -28000 | NS      | $-5843.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                                                                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       1647 | NS      | $132237.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Coinbase Global, Inc., Class A                                                                                                   | CUSIP: 19260Q107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -185 | NS      | $-7936.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00CBPA2P7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -22 | NC      | $-5456.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     175000 | PA      | $3185.60      | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                 | Molson Coors Beverage Co., Class B                                                                                               | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        341 | NS      | $16398.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic of Peru                                                          | Republic of Peru                                                                                                                 | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     271000 | PA      | $78791.70     | 0.05%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                            | Nexon Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       3500 | NS      | $70495.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -27568 | NS      | $-6912.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Steel Works Ltd. (The)                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -300 | NS      | $-643.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00CB8XHT2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-2410.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -11 | NS      | $-10.98       | -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        |       -132 | NC      | $-375345.41   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        683 | NS      | $19390.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritas Corp.                                                             | Veritas Corp., 1st Lien Term Loan B                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15763 | PA      | $15763.20     | 0.01%             | 2031-06-30      | Variable      | 16.80%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      19460 | NS      | $920847.20    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                                 | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8200.00      | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-995.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Versa Networks, Inc., Series E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1825 | NS      | $7373.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                                | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118162.17    | 0.08%             | 2031-09-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                              | CF Industries Holdings, Inc.                                                                                                     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       1125 | NS      | $103500.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-364.23      | -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      | $-3058.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Societe Generale SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1214 | NS      | $-3641.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Socionext, Inc.                                                           | Socionext, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       2000 | NS      | $38316.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SATS Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6800 | NS      | $245.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Avolta AG                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -554 | NS      | $-1528.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                                  | CUSIP: 00PBL4GD3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-2450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NIKE, Inc.                                                                                                                       | CUSIP: 00PBNMST3<br>LEI: N/A                  | N/A              | DE               |  | US        |         54 | NC      | $216.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2196780 | PA      | $-3380.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                     | Banca Transilvania SA                                                                                                            | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |        966 | NS      | $6957.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ServisFirst Bancshares, Inc.                                                                                                     | CUSIP: 81768T108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -98 | NS      | $-221.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                                                                   | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         62 | NS      | $27731.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nasdaq-100 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -13 | NC      | $-259834.31   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                                                | NIKE, Inc., Class B                                                                                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        388 | NS      | $27563.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | China Railway Group Ltd., Class H                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -42000 | NS      | $-527.55      | -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      | $-233.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                                            | Unicharm Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       4500 | NS      | $32493.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      71180 | PA      | $803.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | Asahi Intecc Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       1700 | NS      | $26894.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                                                        | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        154 | NS      | $50223.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                      | CUSIP: 00CATNDK6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-892.50      | -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        |     193693 | PA      | $192724.04    | 0.12%             | 2026-11-12      | Variable      | 10.75%                | No            |                  3 | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        529 | NS      | $5067.82      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -826000 | PA      | $-0.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        700 | NS      | $48416.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Entain plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -912 | NS      | $-866.47      | -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      | $601.92       | 0.00%             |  |  |  | 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        |      12134 | NS      | $46473.22     | 0.03%             |  |  |  | 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      | $30234.06     | 0.02%             |  |  |  | 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        |     124401 | PA      | $124401.06    | 0.08%             | 2053-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2825887 | PA      | $-1504.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                      | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      62080 | PA      | $59069.12     | 0.04%             | 2031-02-17      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBHRU11<br>LEI: N/A                  | N/A              | DE               |  | US        |         44 | NC      | $15400.00     | 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      | $7759.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00PBEJTJ1<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $554.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alexandria Real Estate Equities, Inc.                                                                                            | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -282 | NS      | $206.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                               | Santos Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       6921 | NS      | $34894.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      58027 | PA      | $58083.93     | 0.04%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       5000 | NS      | $55169.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       7084 | PA      | $0.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                                                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        695 | NS      | $28106.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $84.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                       | First Horizon Corp.                                                                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        557 | NS      | $11808.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -448201 | PA      | $-92.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                                  | Volvo AB, Class B                                                                                                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       1797 | NS      | $50563.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                                                 | LBA Trust, Series 2024-BOLT, Class F                                                                                             | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9947.12      | 0.01%             | 2039-06-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 00PBLU2K4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -67 | NC      | $-13467.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakus Co. Ltd.                                                            | Rakus Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1373 | NS      | $22007.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       7281 | PA      | $43.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                          | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      15280 | PA      | $15432.68     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Databricks, Inc., Series F                                                | Databricks, Inc., Series F                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6177 | NS      | $668227.86    | 0.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       8800 | NS      | $79714.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00CBFZJW0<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $4140.00      | 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        |     597199 | PA      | $29144.48     | 0.02%             | 2040-01-31      | Fixed         | 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      | $-300.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                             | Carlsberg A/S, Class B                                                                                                           | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        106 | NS      | $15018.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | InPost SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -205 | NS      | $-20.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                          | Telkom Indonesia Persero Tbk. PT                                                                                                 | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |      16800 | NS      | $2874.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kenvue, Inc.                                                                                                                     | CUSIP: 49177J102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -678 | NS      | $298.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       3084 | NS      | $63172.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                  | Nexi SpA                                                                                                                         | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $106746.91    | 0.07%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $105168.20    | 0.07%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                      | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     414143 | PA      | $0.04         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1148550 | PA      | $-282.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                                                                | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        631 | NS      | $41570.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |        881 | NS      | $20705.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seguridade Participacoes SA                                               | Seguridade Participacoes SA                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       6626 | NS      | $43745.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bock Capital Bidco BV                                                     | Bock Capital Bidco BV, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      48133 | PA      | $56600.74     | 0.04%             | 2028-06-29      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Adyen NV                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         78 | NS      | $-8667.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         53 | NS      | $138522.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $13072.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                               | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        228 | NS      | $1974.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $120603.82    | 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      | $8472.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBHWZ64<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1210.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $123542.76    | 0.08%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bond                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         35 | NC      | $22533.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Square Enix Holdings Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -44 | NS      | $-520.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                                                                | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       1285 | NS      | $57704.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                                                                 | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       8471 | NS      | $77941.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                      | CUSIP: 00CBV4P61<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $67.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                          | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       1521 | NS      | $364818.46    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        748 | NS      | $4689.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                             | Metropolitan Bank & Trust Co.                                                                                                    | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |       3510 | NS      | $4517.61      | 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        |       4300 | NS      | $43559.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101660.50    | 0.07%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $210606.00    | 0.14%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -77 | NS      | $294.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       1706 | NS      | $66153.75     | 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      | $532.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1098500 | PA      | $25475.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBHGFV6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-7085.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Relativity Space, Inc., Series E                                          | Relativity Space, Inc., Series E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3017 | NS      | $30.17        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB2X6<br>LEI: N/A                  | N/A              | DE               |  | US        |         16 | NC      | $5880.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                     | CUSIP: 00CBNKN74<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $3515.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        208 | NS      | $30372.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00CBU25R2<br>LEI: N/A                  | N/A              | DE               |  | US        |         20 | NC      | $5910.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      92000 | PA      | $94599.74     | 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        |       6121 | NS      | $8018.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       9896 | PA      | $8581.35      | 0.01%             | 2028-04-30      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1820.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                      | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9498.00      | 0.01%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2428.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $119651.33    | 0.08%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Crowdstrike Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2 | NC      | $-4660.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J&J Ventures Gaming LLC                                                   | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                      | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      34283 | PA      | $33846.38     | 0.02%             | 2030-04-26      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                                        | KraneShares CSI China Internet ETF                                                                                               | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             |  | RF                | US        |       4482 | NS      | $153867.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Bachem Holding AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -186 | NS      | $-1084.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       1158 | NS      | $629268.78    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        695 | NS      | $73906.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     100000 | PA      | $120377.77    | 0.08%             | 2027-05-15      | Fixed         | 3.62%                 | 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        |     100000 | PA      | $118407.44    | 0.08%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chevron Corp.                                                                                                                    | CUSIP: 00CBX8R19<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $490.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        369 | NS      | $46785.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        497 | NS      | $92253.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lynas Rare Earths Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6652 | NS      | $2720.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        107 | NS      | $38.39        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Marfrig Global Foods SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3905 | NS      | $748.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series OO                                                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4131.10      | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NTT Data Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4800 | NS      | $-2230.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $202741.67    | 0.13%             | 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        |       3376 | NS      | $8237.44      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $119417.04    | 0.08%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                     | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      42427 | PA      | $50460.63     | 0.03%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    1652000 | PA      | $975.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -10275000 | PA      | $-13776.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     360000 | PA      | $29.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       2632 | NS      | $605570.56    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, Facility 1st Lien Term Loan B                                                                             | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      90694 | PA      | $90580.54     | 0.06%             | 2030-08-30      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Canadian Pacific Kansas City Ltd.                                                                                                | CUSIP: 13646K108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -439 | NS      | $168.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     369930 | PA      | $-49.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                            | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      42000 | NS      | $653941.40    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       4619 | PA      | $-7623.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Confluent, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8 | NC      | $800.00       | 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      | $-3103.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        342 | NS      | $56809.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   21580000 | PA      | $-2455.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                                                                        | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        985 | NS      | $31388.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00PBGFSH2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-587.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6646227 | PA      | $18881.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbour CLO VI DAC                                                         | Arbour CLO VI DAC, Series 6X, Class DR                                                                                           | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117608.97    | 0.08%             | 2037-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      26438 | PA      | $-35.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      76000 | PA      | $78093.50     | 0.05%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                        | CUSIP: 00CBZA4F6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-69.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                                                            | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       1029 | NS      | $224826.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                                                    | Daikin Industries Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        739 | NS      | $86746.60     | 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      | $-2114.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                                 | CUSIP: 00CBWLMT5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-2100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                                 | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20012.50     | 0.01%             | 2038-04-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00CBNFD84<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $15250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110736.41    | 0.07%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        641 | NS      | $41017.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   -2836000 | PA      | $-1016.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        190 | NS      | $3210.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         34 | NC      | $114553.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2000 | NS      | $59.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         22 | NS      | $127363.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $-95.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $233424.93    | 0.15%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      14866 | NS      | $53711.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                  | Alcon AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        611 | NS      | $54185.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      71000 | PA      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       9063 | NS      | $352897.25    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Constellation Energy Corp.                                                                                                       | CUSIP: 21037T109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -106 | NS      | $-800.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       4289 | PA      | $17.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2A                                                                          | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112877 | PA      | $92224.31     | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14 | NC      | $2282.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                                                        | Tractor Supply Co.                                                                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       1031 | NS      | $54405.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                      | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $108609.69    | 0.07%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1670.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar Tree, Inc.                                                                                                                | CUSIP: 00PBJAKP0<br>LEI: N/A                  | N/A              | DE               |  | US        |         18 | NC      | $3897.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45588.42     | 0.03%             | 2029-05-01      | 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      | $-14363.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonder Enterprises, Inc.                                                  | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     183801 | PA      | $157609.22    | 0.10%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Foreign Exchange Option                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |    -103000 | PA      | $-229.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chevron Corp.                                                                                                                    | CUSIP: 00CBX9784<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-64.50       | -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      | $3076.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -93 | NS      | $-227.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          4 | NC      | $-782.27      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ConnectWise LLC                                                           | ConnectWise LLC, 1st Lien Term Loan                                                                                              | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      32662 | PA      | $32797.72     | 0.02%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     798968 | PA      | $917709.87    | 0.59%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1083.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       1682 | NS      | $201184.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                                  | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      10000 | PA      | $2475.00      | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        589 | NS      | $65302.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       1000 | NS      | $118000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-6615.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $93186.86     | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RKPF Overseas 2019 A Ltd.                                                 | RKPF Overseas 2019 A Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900P8BXRCW5458103       | Long             | DBT              | CORP              | VG        |     176724 | PA      | $44181.05     | 0.03%             | 2028-09-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        221 | NS      | $68945.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                     | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       7120 | NS      | $528517.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        337 | NS      | $16583.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         -6 | NC      | $-570.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       5837 | PA      | $2031.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                    | Fortrea Holdings, Inc.                                                                                                           | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4525.88      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                           | 10x Future Technologies Services Ltd., Series D                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |       4842 | NS      | $70717.39     | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      10609 | PA      | $2139.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                      | CUSIP: 00CBYP8L7<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $4365.00      | 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      | $-9846.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                   | Invesco Senior Loan ETF                                                                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |      10731 | NS      | $224492.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration SpA                                                                                                         | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118803.33    | 0.08%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies, Inc.                                               | Opendoor Technologies, Inc.                                                                                                      | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       5720 | NS      | $3048.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        202 | NS      | $2825.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                                     | Nissan Chemical Corp.                                                                                                            | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |       1000 | NS      | $30497.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volocopter GmbH, Series D                                                 | Volocopter GmbH, Series D                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |         30 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      15124 | NS      | $131046.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         45 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       8000 | PA      | $-23.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura & Co. Holding SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2007 | NS      | $-348.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd.                                                            | Credicorp Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        274 | NS      | $61244.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-13845.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        682 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $116.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4076.12      | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1747000000 | PA      | $110012.14    | 0.07%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                                 | Xero Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |         22 | NS      | $2603.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        594 | NS      | $72098.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                                   | OPAP SA, Class R                                                                                                                 | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |        278 | NS      | $6303.80      | 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      | $1634.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00PBV9RK3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -20 | NC      | $-1180.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                            | Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE                                                                        | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3810 | PA      | $3780.56      | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Davidson Kempner Merchant Co.-Invest Fund LP                              | Davidson Kempner Merchant Co.-Invest Fund LP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     176408 | NS      | $176408.15    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV, Class N                                                                                                               | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       3607 | NS      | $202376.17    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Renault SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -484 | NS      | $-898.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                                               | Amrize Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |        563 | NS      | $28084.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     218000 | PA      | $240421.52    | 0.16%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBN6SK1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-5225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        381 | NS      | $135274.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2 | NC      | $640.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      31950 | PA      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10109000 | PA      | $536146.99    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                             | Veritas, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        294 | NS      | $6609.60      | 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      | $1050.86      | 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      | $-1630.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                               | Clover Holdings SPV III LLC, 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          1 | PA      | $1.13         | 0.00%             | 2027-12-09      | Variable      | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      20000 | PA      | $-0.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                 | IREN Ltd., Series IREN                                                                                                           | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      24000 | PA      | $31032.00     | 0.02%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PsiQuantum Corp., Series D                                                | PsiQuantum Corp., Series D                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1532 | NS      | $62413.68     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $635.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm Co.                                                                   | Elm Co.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |         22 | NS      | $5874.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        200 | NS      | $79965.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freewire Equity                                                           | FreeWire Technologies, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MasOrange Holdco Ltd.                                                     | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      93990 | PA      | $109781.08    | 0.07%             | 2031-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                            | Geely Automobile Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |      12000 | NS      | $24494.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                                                           | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99917.42     | 0.06%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PROJECT DAVINCI                                                           | PROJECT DAVINCI                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2674 | NS      | $160.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Constellation Software, Inc.                                              | Constellation Software, Inc.                                                                                                     | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         21 | NS      | $77001.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DF Residential I LP                                                       | DF Residential I LP                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      32451 | NS      | $32450.78     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   24000000 | PA      | $-273.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                                                     | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        624 | NS      | $160611.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $406.25       | 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      | $43961.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-540.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4092.80      | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $216.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     623010 | PA      | $-1696.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Overseas Land & Investment Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -13000 | NS      | $-569.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22982.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        363 | NS      | $53789.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      55000 | PA      | $-3363.89     | -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      | $-305.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                              | Harmony Gold Mining Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |       3642 | NS      | $50674.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                      | Select Medical Corp.                                                                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36214.96     | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -3681000 | PA      | $-3605.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TER Finance Jersey Ltd.                                                   | TER Finance Jersey Ltd., Series 22                                                                                               | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |     150000 | PA      | $146625.00    | 0.09%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IFSC NIFTY 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         13 | NC      | $6755.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                           | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8233.22      | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -125 | NS      | $-829.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Class A                                                                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        143 | NS      | $58459.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                                                           | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        254 | NS      | $75918.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                               | B3 SA - Brasil Bolsa Balcao                                                                                                      | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      28806 | NS      | $77090.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                                                                | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        922 | NS      | $107764.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13009.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD Up-and-out barrier option; Barrier price EUR 1.17750                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     190000 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Etoro Group Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -563 | NS      | $-3479.34     | -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        |      34200 | PA      | $46651.23     | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ibiden Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -600 | NS      | $-2598.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBRHSL7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11 | NC      | $-2755.50     | -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      | $3372.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121652.79    | 0.08%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |        510 | NS      | $8211.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etoro Group Ltd.                                                          | Etoro Group Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: 213800XPRPJK2X5QRG86       | Long             | EC               | CORP              | VG        |        563 | NS      | $37490.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                            | CUSIP: 00CBMVZ03<br>LEI: N/A                  | N/A              | DE               |  | US        |         50 | NC      | $10175.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      77400 | PA      | $77802.12     | 0.05%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      13000 | PA      | $1031.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        415 | NS      | $59116.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                                                 | Gerdau SA (Preference)                                                                                                           | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |       8235 | NS      | $24251.35     | 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      | $-4099.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                     | CUSIP: 00CBHVEV4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Providus CLO II DAC                                                       | Providus CLO II DAC, Series 2X, Class DRR                                                                                        | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117569.00    | 0.08%             | 2038-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | LG Energy Solution Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -72 | NS      | $-513.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                      | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |        840 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                                                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4085.28      | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10959.56     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          7 | NC      | $41.23        | 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        |        676 | NS      | $14996.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -136684 | PA      | $-5152.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     885000 | PA      | $-667.42      | -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      | $5175.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32860.89     | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Frontken Corp. Bhd.                                                       | Frontken Corp. Bhd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |       8600 | NS      | $8099.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | American Airlines Group, Inc.                                                                                                    | CUSIP: 00PBJ3FQ0<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $94.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        524 | NS      | $83682.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Kawasaki Heavy Industries Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -700 | NS      | $-4031.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20064.32     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -4216000 | PA      | $-13898.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1718 | NS      | $-1202.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8309959 | PA      | $34740.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                               | Ciputra Development Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |     156900 | NS      | $9250.25      | 0.01%             |  |  |  | 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        |       8899 | NS      | $81342.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                                                               | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       5300 | NS      | $63898.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        251 | NS      | $39974.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4445.57      | 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      | $-371.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Misto Holdings Corp.                                                      | Misto Holdings Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        164 | NS      | $4333.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                        | CUSIP: 00CBZA4E9<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $394.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                          | CUSIP: 00CBV6659<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $1075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Oji Holdings Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6100 | NS      | $-1140.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2255.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                                                         | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117953.91    | 0.08%             | 2029-12-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6529 | NS      | $1119.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                                  | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136057.07    | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                       | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         57 | NS      | $24416.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        756 | NS      | $121398.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodle, Inc., Series C                                                    | Noodle, Inc., Series C                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8220 | NS      | $8220.00      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       1914 | NS      | $69822.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118533.60    | 0.08%             | 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        |      61700 | NS      | $4481.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00PBG61K4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-711.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       1426 | NS      | $26641.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $121158.00    | 0.08%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                               | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      46000 | PA      | $41400.00     | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     844047 | PA      | $1548.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                   | Agnico Eagle Mines Ltd.                                                                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        360 | NS      | $42890.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                            | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116917.43    | 0.08%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 00PBNJ8P0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     327000 | PA      | $84060.86     | 0.05%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                               | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       1924 | NS      | $734.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -15100 | NS      | $-105.56      | -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      | $-836.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       5166 | NS      | $53726.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Apple, Inc.                                                                                                                      | CUSIP: 00CBN72W1<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $1001.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA, Class R                                                                             | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |        315 | NS      | $5988.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     576000 | PA      | $164438.10    | 0.11%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        668 | NS      | $309377.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       2536 | PA      | $-3773.65     | -0.00%            |  |  |  | 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        |      64000 | PA      | $71452.00     | 0.05%             | 2029-04-03      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Xtrackers Harvest CSI 300 China A-Shares ETF                              | Xtrackers Harvest CSI 300 China A-Shares ETF, Class A                                                                            | CUSIP: 233051879<br>LEI: 549300KGVW9YY7MPVQ67 | Long             |  | RF                | US        |         26 | NS      | $716.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Molina Healthcare, Inc.                                                                                                          | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -65 | NS      | $-439.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99220.48     | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eagle Bancorp, Inc.                                                                                                              | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        262 | NS      | $471.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Preem Holdings AB                                                         | Preem Holdings AB                                                                                                                | CUSIP: N/A<br>LEI: 549300R8F8748VHR6289       | Long             | DBT              | CORP              | SE        |      80000 | PA      | $98145.53     | 0.06%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class B1                                                                               | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $88440.91     | 0.06%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        963 | NS      | $43551.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      31688 | PA      | $31688.11     | 0.02%             | 2028-01-30      | Fixed         | 20.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | ORLEN SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2362 | NS      | $-850.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                              | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       7720 | NS      | $289184.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -156 | NS      | $-187.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bloomberry Resorts Corp.                                                  | Bloomberry Resorts Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |      25600 | NS      | $2324.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-3442.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                           | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |     100000 | PA      | $111714.42    | 0.07%             | 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        |        914 | NS      | $28562.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     266000 | PA      | $571.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mythic AI, Inc., Series C                                                 | Mythic AI, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         70 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Harmonic Drive Systems, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1400 | NS      | $-2349.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     396300 | PA      | $7860.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd.                                                  | CIMB Group Holdings Bhd.                                                                                                         | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |       2100 | NS      | $3387.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBCEYA1<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $9760.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -841 | NS      | $1883.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5064.49      | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $14715.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      10201 | NS      | $71641.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                                                        | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       3239 | NS      | $47374.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                     | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $110585.95    | 0.07%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                                        | Eicher Motors Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |         92 | NS      | $6069.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                            | Bank Syariah Indonesia Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |      23892 | NS      | $3799.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Food & Life Cos. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1200 | NS      | $-2917.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        241 | NS      | $50036.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     110000 | PA      | $4124.65      | 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        |     100000 | PA      | $117370.74    | 0.08%             | 2027-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                | Ferrari NV                                                                                                                       | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        324 | NS      | $158731.13    | 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      | $1123.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Super Micro Computer, Inc.                                                                                                       | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1942 | NS      | $-15769.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Flowco Holdings, Inc.                                                     | Flowco Holdings, Inc., Class A                                                                                                   | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1582 | NS      | $28175.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                                                                                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        830 | NS      | $22899.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -106770 | PA      | $-469.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       3085 | NS      | $841248.65    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                            | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132624.10    | 0.09%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      18175 | NS      | $240866.87    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   12070000 | PA      | $35432.30     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      35354 | PA      | $-282.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       7337 | PA      | $-136.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     208000 | PA      | $204620.00    | 0.13%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      29000 | PA      | $31122.25     | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                 | Mitsubishi Electric Corp.                                                                                                        | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       1600 | NS      | $34414.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |         89 | NS      | $18576.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Avolta AG                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -16 | NS      | $-24.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     875000 | PA      | $3712.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class F                                                            | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     100000 | PA      | $97744.33     | 0.06%             | 2034-12-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                                                                   | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     147000 | PA      | $127753.29    | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       1799 | NS      | $231927.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     475000 | PA      | $8632.36      | 0.01%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        358 | NS      | $85920.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc., Class A                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        778 | NS      | $2100.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                       | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        982 | PA      | $900.51       | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                                       | International Games System Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       1000 | NS      | $29355.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        853 | NS      | $23589.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1028000 | PA      | $-210.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                           | Athens International Airport SA                                                                                                  | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |        888 | NS      | $10342.97     | 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        |         32 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -107000 | PA      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          5 | NC      | $12157.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck JPMorgan EM Local Currency Bond ETF                                | VanEck JPMorgan EM Local Currency Bond ETF                                                                                       | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             |  | RF                | US        |       4113 | NS      | $104264.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Barratt Redrow plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1887 | NS      | $214.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22475000 | PA      | $-24287.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1845300 | PA      | $-2347.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       7600 | NS      | $112333.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                      | Davidson Homes, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        139 | NS      | $143632.87    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                                                              | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118799.78    | 0.08%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1 | NC      | $2030.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | DiaSorin SpA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -224 | NS      | $303.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                    | CyberArk Software Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |       1237 | NS      | $503310.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      10000 | PA      | $-229.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                                 | CUSIP: 36270BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      51163 | PA      | $60373.53     | 0.04%             | 2028-06-30      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1464 | NS      | $1947.12      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -136684 | PA      | $-2442.79     | -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      | $-527.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                                                 | GMO Payment Gateway, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |        500 | NS      | $32339.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2094089 | PA      | $-5097.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     232000 | PA      | $276843.93    | 0.18%             | 2030-07-01      | Fixed         | 2.95%                 | 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        |      15213 | PA      | $14802.45     | 0.01%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       1699 | NS      | $75132.53     | 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      | $282.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                | Merck KGaA                                                                                                                       | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |        404 | NS      | $52381.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                          | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -3709 | NS      | $-2709.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99071 | PA      | $4935.15      | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       3200 | PA      | $2524.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xerox Holdings Corp.                                                                                                             | CUSIP: 00CBNT0Y1<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $67.50        | 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      | $802.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                 | IREN Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Long             | EC               | CORP              | AU        |       1402 | NS      | $20427.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        175 | NS      | $27291.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        556 | NS      | $113779.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9199.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class C                                                                                                  | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $49244.41     | 0.03%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Health International, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -9600 | NS      | $-4324.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      54577 | PA      | $102.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-1278.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20304.76     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                                                              | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        683 | NS      | $13892.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2971822 | PA      | $1623.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                      | CUSIP: 00CBWH4X5<br>LEI: N/A                  | N/A              | DE               |  | US        |        306 | NC      | $22185.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                           | CUSIP: 00PBY3MU6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-71.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA (Preference)                                                                                                | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |        394 | NS      | $30961.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                           | SPDR Blackstone Senior Loan ETF                                                                                                  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             |  | RF                | US        |       8948 | NS      | $372147.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22526.04     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        666 | NS      | $49590.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                                              | Cintas Corp.                                                                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        301 | NS      | $67083.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Ono Pharmaceutical Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3100 | NS      | $-1195.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-305.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        776 | NS      | $52092.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer