# EDGAR Filing Document

**Accession Number:** 0000834237
**File Stem:** 0001752724-25-157968
**Filing Date:** 2025-6
**Character Count:** 1241286
**Document Hash:** e5bd9ff1469c8b3941c0b2f1d33ae888
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157968.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157968

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK GLOBAL ALLOCATION FUND, INC.
- **CENTRAL INDEX KEY:** 0000834237

**ORGANIZATION NAME:**
- **EIN:** 222937779
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05576
- **FILM NUMBER:** 251077062

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH GLOBAL ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH GLOBAL INCOME FUND INC
- **DATE OF NAME CHANGE:** 19890706

## Series and Classes Contracts Data

### BLACKROCK GLOBAL ALLOCATION FUND, INC. (Series ID: S000002245)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000005790 | Investor A    |  |
| C000005792 | Investor C    |  |
| C000005793 | Institutional |  |
| C000005794 | Class R       |  |
| C000172904 | Class K       |  |

## 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 Global Allocation Fund, Inc.

- **b. Investment Company Act file number:** 811-05576

- **c. CIK number of Registrant:** 0000834237

- **d. LEI of Registrant:** 32P8B6BZ084LSNAF2753

- **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 Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002245

- **c. LEI of Series:** 32P8B6BZ084LSNAF2753

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**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:** $17368365277.03

**Total Liabilities:** $1441165545.54

**Net Assets:** $15927199731.49

**Amount of Assets Invested in Other Investment Companies:** $440149734.80

**Delayed Delivery Securities:** $252386664.74

**Cash Not Reported:** $115990409.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 76101.37000000 | **1-Year:** 27465.62000000 | **5-Year:** 142135.06000000 | **10-Year:** 282318.31000000 | **30-Year:** 47423.37000000

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

- **3-Month:** 101760.67000000 | **1-Year:** 821740.36000000 | **5-Year:** 1871938.23000000 | **10-Year:** 1472002.44000000 | **30-Year:** -522756.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005792 | -0.25%               | -2.64%               | 2.34%                |
| Class ID C000005790 | -0.16%               | -2.63%               | 2.43%                |
| Class ID C000005793 | -0.16%               | -2.61%               | 2.46%                |
| Class ID C000005794 | -0.17%               | -2.67%               | 2.39%                |
| Class ID C000172904 | -0.11%               | -2.61%               | 2.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $197601734.58            | $-294824934.59                             |
| Month 2  | $59182188.48             | $-604453592.10                             |
| Month 3  | $-33377016.37            | $186453368.25                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Octagon Investment Partners XV Ltd                      | Octagon Investment Partners XV Ltd                                                                                               | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |       487129 | PA      | $487431.85     | 0.00%             | 2030-07-19      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P JPY C @140.0000 EO                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -94711000 | OU      | $-1212869.07   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Honeywell International Inc                             | Honeywell International Inc                                                                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        16124 | NS      | $3394102.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Discover Financial Services                             | Discover Financial Services                                                                                                      | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        64766 | NS      | $11830805.22   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                               | Nelnet Student Loan Trust 2021-C                                                                                                 | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       850000 | PA      | $724010.03     | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Tele Columbus AG                                        | Tele Columbus AG                                                                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |      4825997 | PA      | $4366872.62    | 0.03%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49473269 | PA      | $2199779.45    | 0.01%             | 2030-10-25      | Variable      | 1.13%                 | No            | 2                  | On Loan: No      |
| NOBIAN FINANCE BV                                       | NOBIAN FINANCE BV 2025 EUR TERM LOAN B                                                                                           | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |      6315789 | PA      | $6968818.84    | 0.04%             | 2030-07-31      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    864490000 | PA      | $2447562.70    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                | VF Ukraine PAT via VFU Funding PLC                                                                                               | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |       543163 | PA      | $522794.29     | 0.00%             | 2027-02-11      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      1822000 | PA      | $1598039.76    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       368000 | PA      | $340068.03     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HERENS HOLDCO SARL                                      | Herens Holdco Sarl                                                                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |       792000 | PA      | $690825.71     | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       938000 | PA      | $938410.84     | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                         | NAKED JUICE LLC 2025 FLFO TERM LOAN                                                                                              | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00          | 0.00%             | 2029-01-24      | Floating      | 9.71%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (XRXCRP)                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       790000 | OU      | $187712.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd                                          | Wynn Macau Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |      5034601 | NS      | $3351624.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       733000 | PA      | $961651.98     | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $184917.18     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       176000 | PA      | $165479.81     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | UNION PACIFIC CORP                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -523 | NC      | $-512540.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orient Overseas International Ltd                       | Orient Overseas Intl Ltd.                                                                                                        | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |        59000 | NS      | $824139.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | USD P TRY C @40.00000 EO                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KY        |      1427000 | OU      | $25476.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CML Hyatt Lost Pines                                    | CML Hyatt Lost Pines Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: 2549001EJNHFSTNVDQ92 | Long             | LON              | CORP              | US        |     16300000 | PA      | $16300000.00   | 0.10%             | 2026-09-09      | Floating      | 7.86%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4000 | NC      | $1676000.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       634000 | PA      | $634188.30     | 0.00%             | 2032-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       499000 | PA      | $506921.63     | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      2676000 | PA      | $2972696.72    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                                                                               | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5390370 | PA      | $5387000.53    | 0.03%             | 2041-04-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -374 | NC      | $-28798.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DP WORLD SALAAM                                         | DP World Salaam                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |      1090000 | PA      | $1087956.25    | 0.01%             | 2025-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Banco do Brasil SA                                      | Banco do Brasil SA                                                                                                               | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |      1086932 | NS      | $5540812.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  35288700000 | PA      | $7630934.91    | 0.05%             | 2027-11-03      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | USD C TRY P @48.00000 EO                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      -713500 | OU      | $-1912.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HANESBRANDS INC                                         | Hanesbrands Inc                                                                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      1393000 | PA      | $1443141.97    | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Access Group Inc                                        | AccessLex Institute                                                                                                              | CUSIP: 00432CDJ7<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |       812485 | PA      | $803113.92     | 0.01%             | 2036-05-25      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |            1 | NC      | $218245.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       271000 | PA      | $261483.78     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Speed Midco 3 Sarl                                      | Speed Midco 3 Sa rl 2024 EUR Term Loan B2                                                                                        | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |     24221615 | PA      | $27406541.60   | 0.17%             | 2029-05-16      | Floating      | 7.33%                 | No            | 3                  | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      5600962 | PA      | $5522212.97    | 0.03%             | 2031-09-29      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       798119 | NS      | $39459003.36   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      1379000 | PA      | $1408456.25    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      1355000 | PA      | $1524267.36    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     15481000 | PA      | $2485204.73    | 0.02%             | 2026-01-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $601.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2021-FL3 Ltd                                                                                                 | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2253149 | PA      | $2236225.59    | 0.01%             | 2039-07-15      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| EPAM Systems Inc                                        | EPAM Systems Inc                                                                                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         6073 | NS      | $952914.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BX TRUST 2024 VLT4                                      | BX TRUST 2024 VLT4                                                                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2571000 | PA      | $2468056.90    | 0.02%             | 2029-07-15      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| I-Logic Technologies Bidco Limited                      | I-Logic Technologies Bidco Limited 2025 EUR Term Loan B                                                                          | CUSIP: 00510DAG9<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1094141.01    | 0.01%             | 2028-02-16      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     18334000 | PA      | $16174988.16   | 0.10%             | 2026-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-DM                                                                                        | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8556000 | PA      | $8408779.47    | 0.05%             | 2036-11-15      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                     | LVMH Moet Hennessy Louis Vuitton SE                                                                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        37907 | NS      | $20997798.79   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |      1244000 | PA      | $1487073.02    | 0.01%             | 2031-05-17      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           19 | NC      | $5928.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OCEANA A NOTE 2 YEAR                                    | OCEANA A NOTE 2 YEAR                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      6515000 | PA      | $4183617.23    | 0.03%             | 2025-07-31      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| Jabil Inc                                               | Jabil Inc                                                                                                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        61224 | NS      | $8972989.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                 | Shinhan Financial Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |      1000000 | PA      | $965930.00     | 0.01%             | 2026-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |            1 | NC      | $-625679.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mazda Motor Corp                                        | Mazda Motor Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |       471900 | NS      | $2821400.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                                                                                    | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |       456000 | PA      | $441610.01     | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      4227000 | PA      | $4136717.62    | 0.03%             | 2032-01-14      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      1569000 | PA      | $1811213.86    | 0.01%             | 2029-12-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       644000 | PA      | $598120.41     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1146000 | PA      | $1462268.12    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      2190000 | PA      | $2557716.08    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                                                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       242138 | NS      | $65064901.98   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                              | Intuit Inc                                                                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       147040 | NS      | $92263188.80   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTBAY 4A2 NOTES                                       | WESTBAY 4A2 NOTES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38780000 | PA      | $38151764.00   | 0.24%             | 2030-02-06      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      5924000 | PA      | $6947233.86    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                                                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      2490000 | PA      | $2240124.77    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                           | COREWEAVE CONVERTIBLE PREF EQ                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9812000 | NS      | $12068760.00   | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| EDP SA                                                  | EDP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      2200000 | PA      | $2509926.38    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        66894 | PA      | $33112.53      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Capital XIII                                  | Citigroup Capital XIII                                                                                                           | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       437061 | NS      | $13024417.80   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Brands PLC                                     | Imperial Brands PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       113413 | NS      | $4653681.87    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |            1 | NC      | $20601.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRCA SPA/GALLARATE                                      | Irca SpA/Gallarate                                                                                                               | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      1874000 | PA      | $2112347.05    | 0.01%             | 2029-12-15      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |            1 | NC      | $3934580.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | Allegiant Travel Co                                                                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2161309.41    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Xiaomi Corp                                             | Xiaomi Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |       426400 | NS      | $2729897.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kone Oyj                                                | Kone Oyj                                                                                                                         | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        69530 | NS      | $4306118.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Warner Bros Discovery Inc                               | Warner Bros Discovery Inc                                                                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       231587 | NS      | $2007859.29    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR3                                                                                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2735772 | PA      | $2676033.14    | 0.02%             | 2026-05-17      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1172247.52    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      1147000 | PA      | $1390342.61    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3647000 | PA      | $4077519.43    | 0.03%             | 2027-03-11      | Fixed         | 1.09%                 | No            | 2                  | On Loan: No      |
| Galderma Group AG                                       | Galderma Group AG                                                                                                                | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       117541 | NS      | $13651870.69   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                                    | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       585000 | PA      | $353955.93     | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | TRS: BLACKROCK GLOBAL ALLOCATION FUND, INC. - JP CFD                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      7522941 | OU      | $-121357259.00 | -0.76%            |  |  |  | No            | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       360000 | PA      | $341128.13     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      1023000 | PA      | $1195237.78    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Saudi Basic Industries Corp                             | Saudi Basic Industries Corp                                                                                                      | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |        30178 | NS      | $490771.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arini European CLO                                      | Arini European CLO V DAC                                                                                                         | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |      2080000 | PA      | $2287645.61    | 0.01%             | 2039-01-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       424000 | PA      | $433752.42     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       495000 | PA      | $475200.00     | 0.00%             | 2032-04-17      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -19 | NC      | $-1776.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                           | Accenture PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        22431 | NS      | $6710233.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                  | Contemporary Amperex Technology Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       711999 | NS      | $22745912.28   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| JAWBONE HEALTH HUB INC                                  | JAWBONE HEALTH HUB INC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          304 | NS      | $0.00          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 4.098500 30-MAY-2027 SOF                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    282110578 | OU      | $4273649.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TER FINANCE LTD JERSEY                                  | TER Finance Jersey Ltd                                                                                                           | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |     17266000 | PA      | $16694927.05   | 0.10%             | 2025-10-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| L'Oreal SA                                              | L'Oreal SA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |         9073 | NS      | $4009047.06    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1619550.00    | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TURKIYE VARLIK FONU                                     | Turkiye Varlik Fonu Yonetimi AS                                                                                                  | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |       520000 | PA      | $530237.50     | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-70511.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NagaCorp Ltd                                            | Nagacorp Ltd.                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MMNKN0RBJELS20 | Long             | EC               | CORP              | KY        |       970000 | NS      | $412017.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -359 | NC      | $-76287.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                                                                              | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      1676000 | PA      | $1594421.04    | 0.01%             | 2035-06-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | TRSWAP: DBDXCU8V INDEX 19-DEC-2025                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               |  | GB        |       802516 | OU      | $4578.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                 | Wintershall Dea Finance 2 BV                                                                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      3566000 | PA      | $4039704.53    | 0.03%             | 2030-05-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                               | Pike Corp                                                                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |       440000 | PA      | $432116.21     | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 1 Ltd                                  | New Mountain CLO 1 Ltd                                                                                                           | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |      1230000 | PA      | $1217759.16    | 0.01%             | 2038-01-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1355000 | PA      | $1389383.13    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       784000 | PA      | $554680.00     | 0.00%             | 2047-11-28      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-TWA Mortgage Trust                                                                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1974000 | PA      | $1990520.21    | 0.01%             | 2039-06-12      | Fixed         | 8.73%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | KRANESHARES CSI CHINA INTERNET                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7725 | NC      | $-270375.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 10Y RTP 4.050000 04-JUN-2025                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -115697336 | OU      | $-163409.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co                                       | General Motors Co                                                                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       169640 | NS      | $7674513.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $346319.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 11.830000 01-JUL-2025 BZD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      5201376 | OU      | $-5972.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       978000 | PA      | $971199.83     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV4                                                                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1425000 | PA      | $1291426.77    | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          820 | NC      | $7790.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      1017000 | PA      | $1007009.30    | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      1406000 | PA      | $1411052.15    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | FTSE 100 IDX FUT JUN25                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          -73 | NC      | $237857.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comerica Inc                                            | Comerica Inc                                                                                                                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        11752 | NS      | $631670.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boliden AB                                              | Boliden AB                                                                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       111005 | NS      | $3401196.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VARANASI AURA NH-2 TOLL                                 | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd                                                                                         | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |       200000 | PA      | $201380.00     | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                      | MS&AD Insurance Group Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       127200 | NS      | $2891230.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos del Peru SA                                   | Petroleos del Peru SA                                                                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |       969000 | PA      | $714031.88     | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | USD C MXN P @22.00000 EO                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | LU        |      4205000 | OU      | $1648.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arini European CLO                                      | Arini European Clo IV DAC                                                                                                        | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |      3920000 | PA      | $4373538.47    | 0.03%             | 2038-01-15      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       260000 | PA      | $274250.59     | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | USD/JPY Down-and-out barrier option; Barrier price USD 142.00000                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      2655000 | OU      | $37698.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5047 | NS      | $141316.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       186140 | PA      | $91860.09      | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       947000 | PA      | $895536.42     | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC47                                                                                           | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4425809 | PA      | $3884963.19    | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -125 | NC      | $-133437.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      3297000 | PA      | $3735008.14    | 0.02%             | 2030-02-01      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 55 CLO Ltd                                                                                                                | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        99118 | PA      | $99049.28      | 0.00%             | 2031-04-15      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-NET                                                                                                                    | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1543142 | PA      | $1522494.80    | 0.01%             | 2037-08-15      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1525903.61   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                 | JetBlue 2019-1 Class AA Pass Through Trust                                                                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1014203 | PA      | $876535.00     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HESTIAFLOOR 2                                           | Hestiafloor 2 2024 EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 969500P2FDMGGWHDLV86 | Long             | LON              | CORP              | FR        |      2941176 | PA      | $3318951.60    | 0.02%             | 2030-02-27      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       844000 | PA      | $818044.81     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HU        |            1 | NC      | $-75752.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.958540 16-APR-2055 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1153033 | OU      | $-29538.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                                                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       391918 | NS      | $50804330.34   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      7458000 | PA      | $7094862.22    | 0.04%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $565009.19     | 0.00%             | 2034-09-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 5Y RTR 3.700000 26-JUN-2025                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | KY        |   -115576256 | OU      | $-112321.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      7850000 | PA      | $8186693.20    | 0.05%             | 2028-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Expeditors International of Washington Inc              | Expeditors International of Washington Inc                                                                                       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        43843 | NS      | $4818784.13    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                            | Chugai Pharmaceutical Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |        47400 | NS      | $2730690.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STEM INC                                                | Stem Inc                                                                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       749000 | PA      | $181632.53     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| MINOR INTERNATIONAL PCL                                 | Minor International PCL                                                                                                          | CUSIP: 000000000<br>LEI: 254900T4WB2UF9XPX041 | Long             | DBT              | CORP              | TH        |      1000000 | PA      | $965340.00     | 0.01%             | 2026-04-19      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | TRSWAP: CIEQVRUH INDEX 19-DEC-2025                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1225424 | OU      | $-88447.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Holland Park CLO DAC                                    | Holland Park CLO DAC                                                                                                             | CUSIP: 000000000<br>LEI: 549300DH041IB658HY57 | Long             | ABS-CBDO         | CORP              | IE        |       300401 | PA      | $339553.70     | 0.00%             | 2032-11-14      | Floating      | 3.47%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1325000 | PA      | $1695160.03    | 0.01%             | 2032-02-28      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KBC Group NV                                            | KBC Group NV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        25272 | NS      | $2330299.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-7871.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy Universal LLC                                    | Galaxy Universal LLC 1st Lien Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18263147 | PA      | $18263146.67   | 0.11%             | 2026-11-12      | Floating      | 10.94%                | No            | 3                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       185000 | PA      | $172261.14     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MSCI Inc                                                | MSCI Inc                                                                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        35474 | NS      | $19337232.14   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamaha Motor Co Ltd                                     | Yamaha Motor Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |       543099 | NS      | $4265354.64    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5202960 | PA      | $5290303.65    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| EXO IMAGING INC                                         | EXO IMAGING INC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       403846 | PA      | $438617.48     | 0.00%             | 2025-07-29      | Fixed         | 8.00%                 | Yes           | 3                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2013-I Ltd                                                                                                          | CUSIP: 12549AAN0<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250475.03     | 0.00%             | 2030-07-16      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| CD+R FIREFLY BIDCO LIMITED                              | CD+R FIREFLY BIDCO LIMITED 2025 EUR TERM LOAN                                                                                    | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      1500000 | PA      | $1678748.52    | 0.01%             | 2029-04-29      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      6077000 | PA      | $5805441.96    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Volvo AB                                                | Volvo AB                                                                                                                         | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       327737 | NS      | $8909045.85    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (BA)                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      8100000 | OU      | $-77463.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       846000 | PA      | $801639.48     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9975 | NC      | $-11371500.00  | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                     | CUSIP: 030981AJ3<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |       736000 | PA      | $727064.89     | 0.00%             | 2026-08-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |            1 | NC      | $132.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                                                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       338615 | NS      | $95401390.10   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| ALSTRIA OFFICE REIT-AG                                  | alstria office REIT-AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | DE        |      1700000 | PA      | $1848831.29    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |            1 | NC      | $2497.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Axis Bank Ltd                                           | Axis Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |        22224 | NS      | $311738.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BPER BANCA                                              | BPER Banca SPA                                                                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      1367000 | PA      | $1560221.20    | 0.01%             | 2030-03-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      1471000 | PA      | $1414941.07    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GAIL India Ltd                                          | GAIL India Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |       206215 | NS      | $461001.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SONDER WARRANTS DEC 30 2029                             | SONDER WARRANTS DEC 30 2029                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        61404 | NS      | $134474.76     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Argenx SE                                               | Argenx SE                                                                                                                        | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         9286 | NS      | $6002927.69    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (LUV)                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5680000 | OU      | $155351.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlassian Corp                                          | Atlassian Corp                                                                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        23054 | NS      | $5263458.74    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       484000 | PA      | $491559.60     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Eagle Bidco Limited                                     | Eagle Bidco Limited 2021 GBP Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 213800YANPDABTN5JJ43 | Long             | LON              | CORP              | GB        |      3000000 | PA      | $3964798.04    | 0.02%             | 2028-03-20      | Floating      | 8.74%                 | No            | 2                  | On Loan: No      |
| INTRUM AB                                               | Intrum AB                                                                                                                        | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |      1527000 | PA      | $1390809.64    | 0.01%             | 2028-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                              | Vertex Pharmaceuticals Inc                                                                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        13553 | NS      | $6905253.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      1687000 | PA      | $2385230.53    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                | Medco Maple Tree Pte Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      1500000 | PA      | $1530945.00    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            | 2                  | On Loan: No      |
| ADLER REAL ESTATE GMBH                                  | ADLER Real Estate GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 529900Y6QFNN3D363B76 | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $3538687.86    | 0.02%             | 2026-04-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 Term Loan                                                                                              | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9534629 | PA      | $5062887.78    | 0.03%             | 2028-04-27      | Floating      | 9.29%                 | No            | 2                  | On Loan: No      |
| CFSP Mortgage Trust                                     | CFSP 2024-AHP1 Mortgage Trust                                                                                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5098233 | PA      | $4909669.30    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VEGAS Trust                                             | VEGAS 2024-GCS                                                                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7010000 | PA      | $6558525.16    | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| MOSEL BIDCO SE                                          | Mosel Bidco SE 2025 EUR Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 984500Y5D569472B6455 | Long             | LON              | CORP              | DE        |      6089143 | PA      | $6874359.34    | 0.04%             | 2030-09-16      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1892 | NC      | $1456840.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-3 Ltd                                                                                            | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $729928.17     | 0.00%             | 2031-04-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       215000 | PA      | $212228.91     | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp                                      | Union Pacific Corp                                                                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       324529 | NS      | $69987924.14   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91003.90      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | CME BITCOIN FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           -6 | NC      | $-105744.87    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      3888000 | PA      | $5255377.45    | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| HKT CAPITAL NO 6 LTD                                    | HKT Capital No 6 Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900F4EZA4GPR3LG03 | Long             | DBT              | CORP              | VG        |       900000 | PA      | $786843.00     | 0.00%             | 2032-01-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       471000 | PA      | $433799.24     | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1264000 | PA      | $1136411.84    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| IGT HOLDING IV AB                                       | IGT Holding IV AB 2024 EUR Term Loan B4                                                                                          | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |      4000000 | PA      | $4503080.79    | 0.03%             | 2031-08-29      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1450 | NC      | $15225.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SPDR S&P Homebuilders ETF                               | SPDR S&P Homebuilders ETF                                                                                                        | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             | EC               | RF                | US        |        76392 | NS      | $7234322.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |       851000 | PA      | $748420.46     | 0.00%             | 2031-07-31      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| FARMERS BUS NETWORK                                     | FARMERS BUS NETWORK                                                                                                              | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       310205 | NS      | $393960.35     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $593879.88     | 0.00%             | 2038-04-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |       636000 | PA      | $608970.00     | 0.00%             | 2030-01-23      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (VST)                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      2125000 | OU      | $71570.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1005000 | PA      | $1021080.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| 522 Funding CLO Ltd                                     | ASSURANT CLO I LTD                                                                                                               | CUSIP: 33836JAG4<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |       719748 | PA      | $719095.91     | 0.00%             | 2034-10-20      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  81925000000 | PA      | $4987572.78    | 0.03%             | 2027-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP: GSVLTYI2 INDEX 19-DEC-2025                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |       718025 | OU      | $-27177.24     | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      5403014 | PA      | $5389506.08    | 0.03%             | 2031-01-31      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| NetApp Inc                                              | NetApp Inc                                                                                                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        52191 | NS      | $4684142.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (PBI)                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       270000 | OU      | $5748.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Milford Park CLO, Ltd.                                  | Milford Park CLO Ltd                                                                                                             | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1488750.00    | 0.01%             | 2038-01-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings PLC                                | Rolls-Royce Holdings PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      1460067 | NS      | $14779486.16   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      4790609 | NS      | $111058950.94  | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (DXC)                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       692000 | OU      | $-102666.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| QUIMPER AB                                              | Quimper AB 2024 EUR Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |      5043478 | PA      | $5699965.63    | 0.04%             | 2030-03-29      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                               | Hess Corp                                                                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       166066 | NS      | $21430817.30   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       261000 | PA      | $254942.40     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1587000 | PA      | $1631534.14    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BRIGHT MACHINES SERIES C 1                              | BRIGHT MACHINES SERIES C 1                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1932080 | NS      | $3303856.85    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-50942.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                                  | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3304099 | PA      | $2490294.46    | 0.02%             | 2060-12-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Trust 2024-VLT4                                                                                                               | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6427000 | PA      | $6153408.39    | 0.04%             | 2029-07-15      | Floating      | 8.26%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       168191 | NS      | $69200505.04   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloomberry Resorts Corp                                 | Bloomberry Resorts Corp                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      2810000 | NS      | $171553.13     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126286000 | PA      | $113958929.29  | 0.72%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $18359.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VEGAS Trust                                             | VEGAS 2024-GCS                                                                                                                   | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6220000 | PA      | $6089692.24    | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                                 | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1501680 | PA      | $1343320.20    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |       777000 | PA      | $858982.79     | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BP PLC                                                  | BP PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       726231 | NS      | $3353292.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | 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: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       484371 | OU      | $375306.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Clorox Co/The                                           | Clorox Co/The                                                                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        43086 | NS      | $6131137.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HAWKEYE 360 SERIES D1 CONVERT                           | HAWKEYE 360 SERIES D1 CONVERT                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       561818 | NS      | $6983397.74    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                                                                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        90448 | NS      | $578867.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       478000 | PA      | $430200.00     | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1134000 | PA      | $1340406.40    | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD HKD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-51954.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Credit Partners 46, LTD                         | Octagon Investment Partners 46 Ltd                                                                                               | CUSIP: 67577VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $797440.32     | 0.01%             | 2036-07-15      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Molson Coors Beverage Co                                | Molson Coors Beverage Co                                                                                                         | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       108633 | NS      | $6249656.49    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |       226000 | PA      | $262104.79     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       139172 | NS      | $93167565.91   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                         | Philip Morris International Inc                                                                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        26747 | NS      | $4583365.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR CANADA 2020-1C PTT                                  | Air Canada 2020-1 Class C Pass Through Trust                                                                                     | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5740000 | PA      | $6027000.00    | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| KSL Commercial Mortgage Trust                           | KSL Commercial Mortgage Trust 2024-HT2                                                                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3900000 | PA      | $3863437.50    | 0.02%             | 2039-12-15      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| HAWKEYE 360 ATM WARRANTS                                | HAWKEYE 360 ATM WARRANTS                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        27300 | NS      | $122304.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                            | TRS: BLACKROCK GLOBAL ALLOCATION FUND, INC. - CITI CFD                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               |  | US        |     76367158 | OU      | $-554164253.21 | -3.48%            |  |  |  | No            | 2                  | On Loan: No      |
| MCAFEE LLC                                              | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      7247626 | PA      | $6785589.39    | 0.04%             | 2029-03-01      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| PDD Holdings Inc                                        | PDD Holdings Inc                                                                                                                 | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |          709 | NS      | $74849.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     23133000 | PA      | $26435116.12   | 0.17%             | 2035-08-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |        62702 | NS      | $3984916.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101107.70     | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $992291.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $1181532.66    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| INSPIRED FINCO HOLDINGS LTD                             | INSPIRED FINCO HOLDINGS LTD 2025 EUR TERM LOAN B6 B 2                                                                            | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      1915708 | PA      | $2148270.21    | 0.01%             | 2031-02-28      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1492500.00    | 0.01%             | 2038-04-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.071000 26-APR-2054 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     49926000 | OU      | $2130935.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       886000 | PA      | $901773.08     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      1104000 | PA      | $1081092.00    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      1612000 | PA      | $1455316.18    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                          | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1742870 | PA      | $1683615.60    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWAP/CDSWAP/SCDS: (VMED)                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | DE        |      2073471 | OU      | $159681.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $90498.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MASTERCARD INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -200 | NC      | $-250500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    148300000 | PA      | $7175397.08    | 0.05%             | 2030-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       681000 | PA      | $686107.50     | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Algoma Steel Group Inc                                  | Algoma Steel Group Inc                                                                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       547037 | NS      | $2798094.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/SCDS: (SPG)                                                                                                          | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | FR        |      1130000 | OU      | $-12936.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                            | British American Tobacco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       349434 | NS      | $15220766.96   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SGL GROUP APS                                           | SGL Group ApS                                                                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      1337000 | PA      | $1471917.49    | 0.01%             | 2031-02-24      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      4441060 | PA      | $4841386.25    | 0.03%             | 2028-08-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Macquarie Group Ltd                                     | Macquarie Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        25833 | NS      | $3192313.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                | Spirit Airlines Pass Through Trust 2017-1AA                                                                                      | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1742900 | PA      | $1546134.50    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS GBP GBP OVERNIGHT SWEEP                  | BROWN BROTHERS GBP                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3085963 | NS      | $4112664.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                 | San Miguel Global Power Holdings Corp                                                                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      1500000 | PA      | $1432035.00    | 0.01%             | 2029-12-02      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2013-2 Ltd                                                                                                      | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       302006 | PA      | $301736.66     | 0.00%             | 2031-05-23      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       956000 | PA      | $977580.74     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      1101000 | PA      | $1088208.80    | 0.01%             | 2027-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CML ST Regis Aspen                                      | CML ST Regis Aspen Term Loan                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18600000 | PA      | $18742033.32   | 0.12%             | 2027-02-09      | Fixed         | 7.27%                 | No            | 3                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                 | Procter & Gamble Co/The                                                                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      2314000 | PA      | $2753863.13    | 0.02%             | 2027-05-11      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      4006000 | PA      | $4515508.16    | 0.03%             | 2031-02-15      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                      | Valero Energy Corp                                                                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       345714 | NS      | $40133938.26   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                                                                  | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3082000 | PA      | $2605155.12    | 0.02%             | 2039-01-05      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       137000 | PA      | $134187.32     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Great Wall Motor Co Ltd                                 | Great Wall Motor Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |      2811441 | NS      | $8734230.67    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Amphenol Corp                                           | Amphenol Corp                                                                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        62474 | NS      | $4807374.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                                                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1397981 | NS      | $99270630.81   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                     | Northern Trust Corp                                                                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        46846 | NS      | $4402587.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PEER HOLDING III BV                                     | Peer Holding III BV 2025 EUR Term Loan B6B                                                                                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |      8000000 | PA      | $9017490.08    | 0.06%             | 2031-07-01      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      2816000 | PA      | $2960320.00    | 0.02%             | 2029-03-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                                 | Marathon Petroleum Corp                                                                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        30332 | NS      | $4167920.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       593000 | PA      | $608703.83     | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                      | Mitsubishi UFJ Financial Group Inc                                                                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      1011749 | NS      | $12747148.41   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       500000 | PA      | $498750.00     | 0.00%             | 2025-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (CS)                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      7200000 | OU      | $-161353.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $55516.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| APPLEGREEN IRELAND                                      | Applegreen Ireland 2025 EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |      4272152 | PA      | $4842758.60    | 0.03%             | 2032-01-30      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |      1507575 | NS      | $3647305.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (ISPIM)                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      3779417 | OU      | $30993.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                                                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      1181000 | PA      | $1064044.86    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1591 | NC      | $-473322.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Emerald Technologies (US) Acquisitionco Inc             | Emerald Technologies (US) Acquisitionco Inc Term Loan                                                                            | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4052425 | PA      | $2796173.25    | 0.02%             | 2027-12-29      | Floating      | 10.67%                | No            | 3                  | On Loan: No      |
| CML Terranea Resort                                     | CML Terranea Resort Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7900000 | PA      | $7900000.00    | 0.05%             | 2028-01-01      | Floating      | 8.67%                 | No            | 3                  | On Loan: No      |
| VANTAGE DRILL INTL LTD                                  | Vantage Drilling International Ltd                                                                                               | CUSIP: 92210KAD0<br>LEI: 549300T9QN1134QR7185 | Long             | DBT              | CORP              | KY        |       369000 | PA      | $368077.50     | 0.00%             | 2028-02-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                 | Periama Holdings LLC/DE                                                                                                          | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |       891000 | PA      | $885431.25     | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PREEM HOLDING AB                                        | Preem Holdings AB                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1551200 | PA      | $1834039.41    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                                                                              | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       547054 | PA      | $532283.74     | 0.00%             | 2030-08-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                               | Partners Group Holding AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         2344 | NS      | $3071276.04    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                      | NextEra Energy Inc                                                                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1071990 | NS      | $71694691.20   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | LAM RESEARCH CORP                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -751 | NC      | $-212157.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                           | Hilton Worldwide Holdings Inc                                                                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        67755 | NS      | $15277397.40   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       581000 | PA      | $574609.00     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       301000 | PA      | $308100.11     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ABRA GLOBAL FINANCE                                     | ABRA Global Finance                                                                                                              | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       876232 | PA      | $592004.25     | 0.00%             | 2029-10-22      | Fixed         | 14.00%                | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XX                                                                                                                    | CUSIP: 03765LAR3<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $400199.96     | 0.00%             | 2031-07-16      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| United States Steel Corp                                | United States Steel Corp                                                                                                         | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       153861 | NS      | $6725264.31    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ASMedia Technology Inc                                  | ASMedia Technology Inc                                                                                                           | CUSIP: 000000000<br>LEI: 529900CQG67FQMMNX678 | Long             | EC               | CORP              | TW        |        44000 | NS      | $2326456.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      1841000 | PA      | $2105495.06    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       492000 | PA      | $484821.18     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SailPoint Inc                                           | SailPoint Inc                                                                                                                    | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       278959 | NS      | $4786936.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BPER Banca SPA                                          | BPER Banca SPA                                                                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |       804852 | NS      | $6537075.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-446430.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       431000 | PA      | $429430.43     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| DR Horton Inc                                           | DR Horton Inc                                                                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        52450 | NS      | $6626533.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $93565.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                             | Rohto Pharmaceutical Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 353800Q1CW5OS81OUM12 | Long             | EC               | CORP              | JP        |       128200 | NS      | $2144426.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KANE BIDCO LTD                                          | Kane Bidco Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |      6412000 | PA      | $8470506.00    | 0.05%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MarketAxess Holdings Inc                                | MarketAxess Holdings Inc                                                                                                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        20870 | NS      | $4624583.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares AAA CLO Active ETF                              | iShares AAA CLO Active ETF                                                                                                       | CUSIP: 092528504<br>LEI: 529900KNSFG5S5J6YP44 | Long             | EC               | RF                | US        |       300000 | NS      | $15498000.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2021-1 Ltd                                                                                                     | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1310000 | PA      | $1297558.93    | 0.01%             | 2038-04-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2013-3 Ltd                                                                                                              | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |       114576 | PA      | $114576.40     | 0.00%             | 2031-10-18      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Offerpad Solutions Inc                                  | Offerpad Solutions Inc                                                                                                           | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       226443 | NS      | $1154.86       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | CDX.NA.HY.44.V1 5YR RTP @ 97.00000                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |    -18090000 | OU      | $-20423.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: USD 3.4459 26-JAN-2028 SOF                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    228622927 | OU      | $-1671839.51   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       902000 | PA      | $22550.00      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Alorica Inc                                             | Alorica Inc 2022 Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 549300I7BKCLNE05U640 | Long             | LON              | CORP              | US        |     10176947 | PA      | $9986638.40    | 0.06%             | 2027-12-21      | Floating      | 11.20%                | No            | 3                  | On Loan: No      |
| MERCER INTL INC                                         | Mercer International Inc                                                                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |       901000 | PA      | $741113.60     | 0.00%             | 2029-02-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Metropolitan Bank & Trust Co                            | Metropolitan Bank & Trust Co                                                                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |       544950 | NS      | $750752.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MINIMAX VIKING GMBH                                     | Minimax Viking GmbH 2025 EUR Term Loan B                                                                                         | CUSIP: 55404TAG7<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | DE        |      1500000 | PA      | $1688655.30    | 0.01%             | 2032-03-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Eicher Motors Ltd                                       | Eicher Motors Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |        10127 | NS      | $666877.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MARKET BIDCO LIMITED                                    | Market Bidco Limited 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |      2704500 | PA      | $2966151.10    | 0.02%             | 2030-11-04      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX INVESTMENT GRA                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18889 | NC      | $-132223.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (CYH)                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       475000 | OU      | $4169.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ADOBE INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -110 | NC      | $-44550.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.225000 19-FEB-2030 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    128317796 | OU      | $-940159.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | FORD MOTOR CO                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          751 | NC      | $7134.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iHeartMedia Inc                                         | iHeartMedia Inc                                                                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10778 | NS      | $11101.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       620000 | PA      | $617749.40     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| ELECT GLOBAL INV LTD                                    | Elect Global Investments Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $127223.00     | 0.00%             | 2025-05-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Providus CLO                                            | Providus CLO II DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |      2160000 | PA      | $2391250.90    | 0.02%             | 2038-10-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $90988.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust 2019-OC11                                      | BX Trust 2019-OC11                                                                                                               | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8408000 | PA      | $7797088.17    | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $162273.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7505 | NC      | $-5047112.50   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-2                                                                                            | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       528875 | PA      | $523227.50     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       584000 | PA      | $494746.87     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       538000 | PA      | $532590.72     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1349734.74    | 0.01%             | 2032-07-24      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        54228 | NS      | $10579882.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lion Finance Group PLC                                  | Lion Finance Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |         7853 | NS      | $629911.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED BANK                                 | USD/TWD One-touch barrier option; Barrier price USD 34.60000                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |       393000 | OU      | $9703.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1563000 | PA      | $1601285.69    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| RAMSAY GENERALE DE SANTE SA                             | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                                                                                | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3373504.21    | 0.02%             | 2031-08-13      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Victory Street CLO                                      | Victory Street CLO I DAC                                                                                                         | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |      2960000 | PA      | $3317557.73    | 0.02%             | 2038-01-15      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (BA)                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      8100000 | OU      | $-81630.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Universal Health Services Inc                           | Universal Health Services Inc                                                                                                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        36186 | NS      | $6407455.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kakaku.com Inc                                          | Kakaku.com Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       148400 | NS      | $2624582.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3250 | NC      | $7336875.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |      2837000 | PA      | $3205862.16    | 0.02%             | 2029-07-01      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 37 Ltd                      | Octagon Investment Partners 37 Ltd                                                                                               | CUSIP: 67591VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250224.98     | 0.00%             | 2030-07-25      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Flagstar Financial Inc                                  | Flagstar Financial Inc                                                                                                           | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      1082570 | NS      | $12676894.69   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       943000 | PA      | $910007.82     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $1266.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       870000 | PA      | $792159.88     | 0.00%             | 2028-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       124000 | PA      | $119229.51     | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       482000 | PA      | $422111.50     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                         | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       865000 | PA      | $930112.15     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: BKLN US EQUITY                                                                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        |      3345123 | OU      | $8092.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |            1 | NC      | $45607.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                   | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       848000 | PA      | $801329.90     | 0.01%             | 2027-01-12      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1323000 | PA      | $1323807.03    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                          | Air Products and Chemicals Inc                                                                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       103053 | NS      | $27936637.77   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       782000 | PA      | $903057.63     | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       170000 | PA      | $167887.69     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-246728.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROJECT MIDNIGHTS                                       | PROJECT MIDNIGHTS                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      7781666 | PA      | $8800964.46    | 0.06%             | 2026-08-22      | Variable      | 1.00%                 | No            | 3                  | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating LLC 2024 Term Loan B5                                                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |       890419 | PA      | $886857.61     | 0.01%             | 2031-12-15      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | USD P TRY C @39.50000 EO                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -2832000 | OU      | $-35530.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Air Arabia PJSC                                         | Air Arabia PJSC                                                                                                                  | CUSIP: 000000000<br>LEI: 21380058Y5RCZI2HBX17 | Long             | EC               | CORP              | AE        |       690487 | NS      | $656983.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       743000 | PA      | $475976.87     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/SCDS: (HANRUE)                                                                                                       | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | FR        |      1958496 | OU      | $6861.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ventas Inc                                              | Ventas Inc                                                                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        68354 | NS      | $4790248.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       315000 | PA      | $308666.14     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                | Continuum Green Energy India Pvt / Co-Issuers                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |       317606 | PA      | $318098.54     | 0.00%             | 2033-06-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 2nd Lien Term Loan                                                                                          | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14590112 | PA      | $13781527.99   | 0.09%             | 2030-02-01      | Floating      | 9.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | KRANESHARES CSI CHINA INTERNET                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         7725 | NC      | $50212.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (ALLY)                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2355000 | OU      | $-339825.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |            1 | NC      | $-223687.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |      6330000 | PA      | $7151008.52    | 0.04%             | 2031-12-10      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |            1 | NC      | $354667.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4998 | NC      | $11095560.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                                  | SAP SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       130721 | NS      | $38247489.15   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| BBAM US CLO LTD.                                        | BBAM US CLO I Ltd                                                                                                                | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $720446.49     | 0.00%             | 2038-03-30      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| CML HILTON MOTTO CHELSEA                                | CML Hilton Motto Chelsea Term Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8000000 | PA      | $8004000.00    | 0.05%             | 2028-10-17      | Floating      | 9.75%                 | No            | 3                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-77057.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                                                                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      4426000 | PA      | $5292523.87    | 0.03%             | 2028-05-15      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      6032774 | PA      | $5870673.20    | 0.04%             | 2029-01-27      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| AVAYA HLDGS CORP                                        | AVAYA HLDGS CORP                                                                                                                 | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         1123 | NS      | $6176.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                                                                                           | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7876800 | PA      | $7827570.00    | 0.05%             | 2038-04-15      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      1000000 | PA      | $997500.00     | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| ION Trading Technologies Sarl                           | ION Trading Technologies Sarl 2021 EUR Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 2138006ZTGCXJPF5GD07 | Long             | LON              | CORP              | IE        |      5000000 | PA      | $5422615.55    | 0.03%             | 2028-04-03      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Rotor Acquisition Corp                                  | ROTOR ACQUI ROTOR ACQUISITION                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14506 | NS      | $88199.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 10Y RTP 4.250000 09-JUN-2025                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |   -117054864 | OU      | $-71826.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Borouge PLC                                             | Borouge PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2549001Z4YA6WG9MBM08 | Long             | EC               | CORP              | AE        |      1045131 | NS      | $734746.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Genius Electronic Optical Co Ltd                        | Genius Electronic Optical Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       330713 | NS      | $3884423.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-95323.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF          | VanEck J. P. Morgan EM Local Currency Bond ETF                                                                                   | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |       531633 | NS      | $13009059.51   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4612 | NC      | $-221376.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avoca Static CLO                                        | Avoca Static CLO I DAC                                                                                                           | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |      1360000 | PA      | $1515502.50    | 0.01%             | 2035-01-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Akbank TAS                                              | Akbank TAS                                                                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |       435141 | NS      | $552942.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       540000 | PA      | $551002.50     | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| NORTH MACEDONIA                                         | North Macedonia Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |       538000 | PA      | $632078.95     | 0.00%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| Steadfast Group Ltd                                     | Steadfast Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 9845003B6BEAA12DBD91 | Long             | EC               | CORP              | AU        |       597287 | NS      | $2244522.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                                    | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3330000 | PA      | $3305025.00    | 0.02%             | 2038-04-15      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.122500 04-JAN-2027 BZD                                                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |    166280507 | OU      | $-2790480.36   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP: HYG US EQUITY                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |     21186240 | OU      | $-279569.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                        | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       607000 | PA      | $584565.28     | 0.00%             | 2027-01-24      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED NZD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | NZ        |            1 | NC      | $317464.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FLYR SERIES D EQUITY                                    | FLYR SERIES D EQUITY                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2491076 | NS      | $14622616.12   | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       775037 | PA      | $879098.28     | 0.01%             | 2029-12-31      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd                                         | Sands China Ltd                                                                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       914000 | PA      | $899193.20     | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Penta CLO S.A.                                          | Penta CLO 17 DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |      2210000 | PA      | $2440554.98    | 0.02%             | 2038-08-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC                  | CVC Cordatus Opportunity Loan Fund-R DAC                                                                                         | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |      6410000 | PA      | $7121779.99    | 0.04%             | 2033-08-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                      | Ready Capital Mortgage Financing 2022-FL10 LLC                                                                                   | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6900668 | PA      | $6886190.78    | 0.04%             | 2039-10-25      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| VanEck Semiconductor ETF                                | VanEck Semiconductor ETF                                                                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |        59954 | NS      | $12667081.12   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| LABL INC                                                | LABL Inc                                                                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       428000 | PA      | $353955.06     | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                            | Thermo Fisher Scientific Inc                                                                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        31707 | NS      | $13602303.00   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      1358000 | PA      | $1382693.03    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       852000 | PA      | $809400.00     | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $124394.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                                                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       139092 | NS      | $138326994.00  | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1923 | NC      | $591322.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $66583.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3144000 | PA      | $2941112.96    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2020-C58                                                                                   | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29575475 | PA      | $2197315.80    | 0.01%             | 2053-07-15      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Holcim AG                                               | Holcim AG                                                                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        62143 | NS      | $6944349.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      2659000 | PA      | $3023545.45    | 0.02%             | 2025-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      4042134 | PA      | $4782093.73    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO X Ltd                                                                                                              | CUSIP: 07132JBE3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |      1464683 | PA      | $1463231.06    | 0.01%             | 2035-01-25      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Carrefour SA                                            | Carrefour SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       368936 | NS      | $5690362.25    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-29450.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (PBI)                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       480000 | OU      | $10219.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       545000 | PA      | $484181.91     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                                                                          | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       705902 | PA      | $616371.35     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Constellation Software Inc/Canada                       | Constellation Software Inc/Canada                                                                                                | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         2261 | NS      | $8148439.98    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurium CLO                                              | Aurium Clo XIII DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |      1440000 | PA      | $1572211.70    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO VII Ltd                                                                                                             | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2600000 | PA      | $2563304.12    | 0.02%             | 2037-04-20      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Reese Park CLO, Ltd.                                    | REESE PARK CLO LTD                                                                                                               | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $728540.00     | 0.00%             | 2038-01-15      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                   | Uber Technologies Inc                                                                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       332076 | NS      | $26901476.76   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XXI Ltd                                                                                                             | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |       740431 | PA      | $735123.14     | 0.00%             | 2032-07-15      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Brown-Forman Corp                                       | Brown-Forman Corp                                                                                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        44623 | NS      | $1554665.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sigma Holdco BV                                         | Sigma Holdco BV                                                                                                                  | CUSIP: 000000000<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |       968090 | PA      | $1087665.35    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.251000 19-MAR-2027 JIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    108318503 | OU      | $-16940.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XVIII DAC                                                                                                              | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |      1560000 | PA      | $1733423.28    | 0.01%             | 2038-01-15      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      6480000 | PA      | $6021085.95    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Krafton Inc                                             | Krafton Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |        17281 | NS      | $4524201.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| APLEONA HOLDING GMBH                                    | Apleona Holding GmbH 2024 EUR Term Loan B3                                                                                       | CUSIP: 000000000<br>LEI: 254900SF1BAAOJQ1X773 | Long             | LON              | CORP              | DE        |      7201405 | PA      | $8138862.19    | 0.05%             | 2028-04-28      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| SREIT Trust                                             | STWD Trust 2021-FLWR                                                                                                             | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2632000 | PA      | $2612260.00    | 0.02%             | 2036-07-15      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        41021 | NS      | $3310979.86    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                                                                          | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       205993 | PA      | $184385.51     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| HBX GROUP INTERNATIONAL PLC                             | HBX GROUP INTERNATIONAL PLC EUR TERM LOAN B                                                                                      | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | LON              | CORP              | GB        |      8760870 | PA      | $9782137.33    | 0.06%             | 2032-02-18      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       544000 | PA      | $551752.00     | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6498 | NC      | $-133209.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       768000 | PA      | $496988.16     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                          | VERITAS SERIES G PREFERRED STO                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        36275 | NS      | $834325.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        51677 | NS      | $4378565.15    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV               | Grupo Aeroportuario del Sureste SAB de CV                                                                                        | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        28062 | NS      | $888931.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GPRE WARRANTS                                           | GPRE WARRANTS                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1464976 | NS      | $73585.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       284000 | PA      | $282343.57     | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Arbour CLO                                              | Arbour CLO VI DAC                                                                                                                | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |      2720000 | PA      | $3010884.08    | 0.02%             | 2037-11-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      2313000 | PA      | $2356942.91    | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Quintis PTY                                             | QUINTIS PTY LIMITED                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43735802 | NS      | $280.15        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                                    | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $928515.00     | 0.01%             | 2026-05-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       538000 | PA      | $541873.60     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp                                      | Toyota Tsusho Corp                                                                                                               | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       272600 | NS      | $5417304.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                                                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | DE        |      6562000 | OU      | $720909.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2022-AGSS                                                                                      | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      1358083 | PA      | $1357658.60    | 0.01%             | 2039-08-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| AENOVA HOLDING GMBH                                     | Aenova Holding GmbH 2025 EUR Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 529900MPQ4WWJFDTB881 | Long             | LON              | CORP              | DE        |      5660377 | PA      | $6350930.57    | 0.04%             | 2031-08-22      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3022 | NC      | $-231183.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      3398400 | PA      | $4033364.42    | 0.03%             | 2027-10-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $246720.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       750000 | PA      | $1011679.79    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      2030000 | PA      | $2333905.88    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |            1 | NC      | $6609.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EOG Resources Inc                                       | EOG Resources Inc                                                                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       119807 | NS      | $13218306.31   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3001 | NC      | $49516.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     10689000 | PA      | $10181272.50   | 0.06%             | 2029-11-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |            1 | NC      | $-73488.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                          | CUSIP: 44891CDE0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       335000 | PA      | $333157.50     | 0.00%             | 2027-06-24      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| NIKE Inc                                                | NIKE Inc                                                                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |         8463 | NS      | $477313.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AVAYA INC                                               | Avaya Inc 2023 Exit Term Loan                                                                                                    | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |        41401 | PA      | $32085.88      | 0.00%             | 2028-08-01      | Floating      | 11.82%                | No            | 2                  | On Loan: No      |
| Airbus SE                                               | Airbus SE                                                                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        21440 | NS      | $3638164.36    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Agilent Technologies Inc                                | Agilent Technologies Inc                                                                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        46294 | NS      | $4981234.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PARTS EUROPE SA                                         | Parts Europe SA 1st Lien EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |      8295969 | PA      | $9357774.91    | 0.06%             | 2031-02-03      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                         | Mitsubishi Heavy Industries Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |         5500 | NS      | $108420.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      8081000 | PA      | $10634935.28   | 0.07%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     25774000 | PA      | $1073372.33    | 0.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 2.340000 19-JAN-2033                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     74318000 | OU      | $-202056.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       990000 | PA      | $1011780.00    | 0.01%             | 2055-06-10      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 EUR Term Loan B                                                                                    | CUSIP: 05988HAP2<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |      5983337 | PA      | $6705767.15    | 0.04%             | 2031-07-30      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS CAD CAD OVERNIGHT SWEEP                  | BROWN BROTHERS CAD                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      4113170 | NS      | $2983584.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MISUMI Group Inc                                        | MISUMI Group Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |       157100 | NS      | $2200853.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation Term Loan                                                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      4374177 | PA      | $4317750.11    | 0.03%             | 2027-05-10      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX BANK JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         2850 | NC      | $-18504.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STAGE ENTERTAINMENT BV                                  | Stage Entertainment BV 2024 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |      4000000 | PA      | $4523472.10    | 0.03%             | 2029-06-02      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| NGP XI Midstream Holdings LLC                           | NGP XI Midstream Holdings LLC Term Loan B                                                                                        | CUSIP: 62927UAB9<br>LEI: 2549002U9Q0WZYCHRJ82 | Long             | LON              | CORP              | US        |      2495745 | PA      | $2458308.83    | 0.02%             | 2031-07-25      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $1290.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                         | Texas Debt Capital Euro CLO 2025-I DAC                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3625121.64    | 0.02%             | 2039-04-16      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       815000 | PA      | $783892.97     | 0.00%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| PAPREC HOLDING SA                                       | Paprec Holding SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      2460000 | PA      | $2936681.45    | 0.02%             | 2029-11-17      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 5.127000 19-MAR-2027 WIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21980272 | OU      | $-91475.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1054891.55    | 0.01%             | 2028-03-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       308000 | PA      | $251790.00     | 0.00%             | 2031-10-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INFORMATICA INC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          267 | NC      | $7342.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       107000 | PA      | $98640.08      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 12.155000 01-JUL-2025 BZD                                                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     71490730 | OU      | $-64888.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                                                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       687621 | NS      | $52912435.95   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      2126000 | PA      | $2163345.32    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       700000 | PA      | $888725.62     | 0.01%             | 2027-09-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Infosys Ltd                                             | Infosys Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       157206 | NS      | $2779077.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                             | Swedbank AB                                                                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       733000 | PA      | $927602.20     | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO VIII Ltd                                                                                                           | CUSIP: 07132ACC5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |       105960 | PA      | $105960.27     | 0.00%             | 2030-07-18      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $283755.00     | 0.00%             | 2027-07-19      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          280 | NC      | $218612.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jeronimo Martins SGPS SA                                | Jeronimo Martins SGPS SA                                                                                                         | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        41646 | NS      | $1007931.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1334618.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                                                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       467435 | NS      | $27377667.95   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97960.83      | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1246000 | PA      | $1297709.00    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     38367000 | PA      | $9520795.50    | 0.06%             | 2033-11-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    347610000 | PA      | $10790948.65   | 0.07%             | 2029-11-17      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AVIV GROUP GMBH                                         | AVIV GROUP GMBH EUR TERM LOAN B                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      6878981 | PA      | $7751087.43    | 0.05%             | 2032-02-16      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      6618000 | PA      | $6595917.72    | 0.04%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 JUN25                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          234 | NC      | $-720246.71    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $1148673.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           39 | NC      | $24472.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.262000 20-MAR-2029 INR                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1575211192 | OU      | $448835.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                                                                                      | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |       653000 | PA      | $646470.00     | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO VI 2016-2 Ltd                                                                                                           | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $498696.60     | 0.00%             | 2034-01-15      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1639010 | NS      | $112075503.80  | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2016-1 Ltd                                                                                                    | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249245.20     | 0.00%             | 2031-07-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1157000 | PA      | $1193445.50    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       779000 | PA      | $810182.59     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |            1 | NC      | $-3767.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THAMES WATER UTIL LTD                                   | Thames Water Utilities Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        37860 | PA      | $42698.75      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                                            | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7281922 | PA      | $7263381.05    | 0.05%             | 2033-02-15      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |       637000 | PA      | $554199.49     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| FNA Trust                                               | FNA 8 LLC                                                                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7035035 | PA      | $7080250.73    | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (PARA)                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       395088 | OU      | $-3713.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     30386000 | PA      | $700749.36     | 0.00%             | 2028-11-08      | Fixed         | 31.08%                | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      2393000 | PA      | $2465562.94    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PROGROUP AG                                             | ProGroup AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      1403000 | PA      | $1553357.81    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     10529000 | PA      | $10296415.44   | 0.06%             | 2029-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Rational AG                                             | Rational AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |         3448 | NS      | $2958501.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2021-2 Ltd                                                                                                           | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $722151.55     | 0.00%             | 2035-01-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| PIRAMAL FINANCE LTD                                     | Piramal Finance Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800M751HM7MSTFQ19 | Long             | DBT              | CORP              | IN        |       315000 | PA      | $306337.50     | 0.00%             | 2028-01-29      | Fixed         | 7.80%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     41345000 | PA      | $11369013.61   | 0.07%             | 2029-04-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-110771.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       637808 | NS      | $9095077.00    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                            | VERITAS SERIES G 1 PREFERRED                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        25062 | NS      | $513771.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Omnicom Group Inc                                       | Omnicom Group Inc                                                                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        38934 | NS      | $2965213.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Borsa Italiana SpA                                      | UNICREDIT SPA                                                                                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         -657 | NC      | $-169324.33    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                                 | Sea Ltd                                                                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        47665 | NS      | $6389493.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                                                                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      3354000 | PA      | $3854051.40    | 0.02%             | 2027-02-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                                     | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      3674000 | PA      | $3989907.00    | 0.03%             | 2028-09-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Amcor PLC                                               | Amcor PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       750930 | NS      | $6908556.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |       200000 | PA      | $191413.36     | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                                                                            | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5203000 | PA      | $5280128.23    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |            1 | NC      | $203478.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2014-7 Ltd                                                                                                               | CUSIP: 67107KBB1<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |        70338 | PA      | $69850.22      | 0.00%             | 2029-07-20      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV7                                                                                             | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22102111 | PA      | $19847463.96   | 0.12%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      7231163 | NS      | $4461746.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       169171 | NS      | $6600635.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.883000 19-MAR-2030 WIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8649396 | OU      | $87217.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLOBE TELECOM INC                                       | Globe Telecom Inc                                                                                                                | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |       400000 | PA      | $389460.00     | 0.00%             | 2026-08-02      | Fixed         | 4.20%                 | 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        |       133764 | NS      | $21494537.16   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3068000 | PA      | $2900543.41    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Finco Utilitas BV                                       | Finco Utilitas BV EUR Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 699400OA31YDOOASVM61 | Long             | LON              | CORP              | BE        |      2600000 | PA      | $2938960.88    | 0.02%             | 2030-09-26      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| LBA Trust                                               | LBA Trust 2024-BOLT                                                                                                              | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       929000 | PA      | $912646.44     | 0.01%             | 2039-06-15      | Floating      | 8.76%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc                                                                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        83482 | NS      | $2259022.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                                                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1680702 | PA      | $1626498.91    | 0.01%             | 2029-10-26      | Floating      | 10.95%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |            1 | NC      | $4891220.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Elm Co                                                  | Elm Co                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         2653 | NS      | $734142.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vaco Holdings LLC                                       | Vaco Holdings LLC 2022 Term Loan                                                                                                 | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      4184438 | PA      | $3711093.93    | 0.02%             | 2029-01-21      | Floating      | 9.45%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       355000 | PA      | $349320.00     | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750721.80     | 0.00%             | 2037-04-15      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Spotify Technology SA                                   | Spotify Technology SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        20715 | NS      | $12718595.70   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $9722.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |            1 | NC      | $1282029.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MAVERICK GAMING LLC                                     | Maverick Gaming LLC 2024 Second Out Term Loan                                                                                    | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3411753 | PA      | $2055581.47    | 0.01%             | 2028-06-03      | Floating      | 11.78%                | No            | 2                  | On Loan: No      |
| JULIUS BAER GROUP LTD                                   | Julius Baer Group Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |       897000 | PA      | $1018707.33    | 0.01%             | 2029-08-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2023-1                                                                                                  | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5134539 | PA      | $5199498.14    | 0.03%             | 2030-11-12      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY CO ISSUE                                    | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       200000 | PA      | $185000.00     | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco Limited                              | CD&R Firefly Bidco Limited 2024 GBP Term Loan B8                                                                                 | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      8014300 | PA      | $10440348.65   | 0.07%             | 2029-04-29      | Floating      | 9.71%                 | No            | 3                  | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       320000 | PA      | $292040.90     | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                               | Kawasaki Kisen Kaisha Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |       292400 | NS      | $4010062.62    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |            1 | NC      | $271328.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SECTOR ALARM HOLDING AS                                 | Sector Alarm Holding AS 2025 EUR Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |      3255326 | PA      | $3668694.93    | 0.02%             | 2029-06-14      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP 2024 USD Add-on Term Loan B                                                                                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     10463994 | PA      | $10386560.01   | 0.07%             | 2028-10-23      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                                                                    | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      1500000 | PA      | $1375785.00    | 0.01%             | 2054-09-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4769300.66    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (SFRFP)                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      2841000 | OU      | $-600012.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.350000 22-JUL-2026 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    102377805 | OU      | $548777.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2698 | NC      | $717668.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       437000 | PA      | $432087.33     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| 3R LUX SARL                                             | 3R Lux SARL                                                                                                                      | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       343000 | PA      | $336997.50     | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ECL ENTERTAINMENT LLC                                   | ECL Entertainment LLC 2024 1st Lien Term Loan B                                                                                  | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     10857662 | PA      | $10749085.54   | 0.07%             | 2030-08-31      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-BRBK                                                                                           | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1969961.20    | 0.01%             | 2041-10-15      | Floating      | 9.19%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                                 | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2963052 | PA      | $2267235.25    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       669000 | PA      | $689488.13     | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           56 | NC      | $3360.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                                     | Cheniere Energy Inc                                                                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        60130 | NS      | $13896644.30   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsara Inc                                             | Samsara Inc                                                                                                                      | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85548 | NS      | $3392833.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KLEOPATRA FINCO SARL                                    | Kleopatra Finco Sarl                                                                                                             | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $102232.96     | 0.00%             | 2026-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                                           | Mosaic Co/The                                                                                                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        55049 | NS      | $1673489.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-73630.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |            1 | NC      | $-266430.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Horizon Corp                                      | First Horizon Corp                                                                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        65871 | NS      | $1190947.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       279211 | PA      | $169341.47     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-29910.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       941000 | PA      | $958984.39     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | USD P MXN C @20.10000 EO                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -2833000 | OU      | $-78176.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       190000 | PA      | $177005.29     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       205025 | NS      | $7011855.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.337000 20-MAR-2034 INR                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1013451443 | OU      | $501946.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3529000 | PA      | $3984564.66    | 0.03%             | 2026-10-27      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc Term Loan B                                                                                                       | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6357068 | PA      | $6309389.49    | 0.04%             | 2027-12-30      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| UOL Group Ltd                                           | UOL Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |       184154 | NS      | $814638.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |       847000 | PA      | $991913.98     | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | GB        |            1 | NC      | $461852.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.122440 17-NOV-2028 SON                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     57730515 | OU      | $1210572.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       417000 | PA      | $407817.83     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CENTRICA PLC                                            | Centrica PLC                                                                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      3321000 | PA      | $4437406.51    | 0.03%             | 2055-05-21      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tata Consultancy Services Ltd                           | Tata Consultancy Services Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       165671 | NS      | $6762669.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101373.22     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX 2021-MFM1                                                                                                                     | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3430000 | PA      | $3398137.35    | 0.02%             | 2034-01-15      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                                | OCEANA A 4YR NOTE UPSIZE                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     13715000 | PA      | $8840491.80    | 0.06%             | 2028-07-21      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | USD P BRL C @5.750000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |     -5637000 | OU      | $-103517.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-64065.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Invesco Ltd                                             | Invesco Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       499507 | NS      | $6958132.51    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| James Hardie Industries PLC                             | James Hardie Industries PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       172658 | NS      | $4052661.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.347000 20-MAR-2034 INR                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1013451443 | OU      | $510195.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LEASED AND TENANTED PUBS 1 LTD                          | Leased and Tenanted Pubs 1 LTD GBP 2nd Lien Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2563517 | PA      | $3348072.99    | 0.02%             | 2028-03-31      | Floating      | 13.83%                | No            | 3                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1375000 | PA      | $1523790.14    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-48120.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TWITTER INC                                             | Twitter Inc 2025 Fixed Term Loan                                                                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1707000 | PA      | $1663966.53    | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       813000 | PA      | $839224.94     | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      5866383 | PA      | $7798587.95    | 0.05%             | 2026-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       946000 | PA      | $810154.40     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | TRS:BlackRock Global Allocation Fund - CFD Barclays                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       112338 | OU      | $-6426687.05   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $189119.23     | 0.00%             | 2035-03-11      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $906168.95     | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD                           | Marriott International Inc/MD                                                                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        23431 | NS      | $5590167.98    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |            1 | NC      | $80804.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VOLATO GROUP INC                                        | VOLATO GROUP INC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       181758 | NS      | $3816.92       | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10472.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                                                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      1250000 | PA      | $1176950.00    | 0.01%             | 2027-03-24      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Regatta VII Funding Ltd                                 | Regatta VII Funding Ltd                                                                                                          | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $450000.00     | 0.00%             | 2034-06-20      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $12669.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |       772000 | PA      | $703855.10     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |            1 | NC      | $-427339.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Borsa Italiana SpA                                      | UNICREDIT SPA                                                                                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |          657 | NC      | $813128.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $8402379.44    | 0.05%             | 2027-10-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      4880000 | PA      | $5842815.94    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fox Corp                                                | Fox Corp                                                                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       244023 | NS      | $12149905.17   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       920000 | PA      | $607522.00     | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       484000 | PA      | $444070.00     | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5570000 | PA      | $6163642.67    | 0.04%             | 2027-05-24      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                                                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       342000 | PA      | $326867.22     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-C28                                                                                   | CUSIP: 94989JBB1<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |      2321764 | PA      | $2313505.93    | 0.01%             | 2048-05-15      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -77 | NC      | $-1502698.24   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GLOBAL SWITCH FINANCE                                   | Global Switch Finance BV                                                                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      2578000 | PA      | $2756649.21    | 0.02%             | 2030-10-07      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Orange SA                                               | Orange SA                                                                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       486619 | NS      | $7059889.22    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $865660.92     | 0.01%             | 2026-11-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ABB Ltd                                                 | ABB Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       112847 | NS      | $5959534.09    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nucor Corp                                              | Nucor Corp                                                                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        44279 | NS      | $5285584.23    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nongfu Spring Co Ltd                                    | Nongfu Spring Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |       829537 | NS      | $3813539.65    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                 | Bank of Nova Scotia/The                                                                                                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        88902 | NS      | $4448324.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       123000 | PA      | $119591.34     | 0.00%             | 2027-08-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| iShares China Large-Cap ETF                             | iShares China Large-Cap ETF                                                                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |       472267 | NS      | $15990960.62   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Weichai Power Co Ltd                                    | Weichai Power Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |      2065000 | NS      | $4028608.22    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1310000 | PA      | $1484034.17    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11701328 | PA      | $687103.13     | 0.00%             | 2030-01-25      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1060 | NC      | $-236380.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vivendi SE                                              | Vivendi SE                                                                                                                       | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |       767840 | NS      | $2394478.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura International PLC                                | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |            1 | NC      | $-183034.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                              | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |      7590539 | PA      | $6714438.60    | 0.04%             | 2028-08-18      | Floating      | 9.93%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       870000 | PA      | $1114998.67    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                             | CROWN PROPTECH ACQUISITIONS                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       271336 | NS      | $70248.89      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       748000 | PA      | $1063735.52    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Cintas Corp                                             | Cintas Corp                                                                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29737 | NS      | $6294728.16    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $507967.34     | 0.00%             | 2031-07-08      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| NOVA ALEXANDRE III SAS                                  | Nova Alexandre III SAS                                                                                                           | CUSIP: 000000000<br>LEI: 969500J0AKOB1UHO6I65 | Long             | DBT              | CORP              | FR        |      2643000 | PA      | $3022328.55    | 0.02%             | 2029-07-15      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 5.140000 19-MAR-2027 WIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     36633787 | OU      | $-154841.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Trust 2025-ROIC                                                                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4554000 | PA      | $4372010.78    | 0.03%             | 2030-03-15      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XI Ltd                                                                                                             | CUSIP: 07132LAN9<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |       712000 | PA      | $709935.13     | 0.00%             | 2034-04-24      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                                                                                     | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       384941 | PA      | $389207.73     | 0.00%             | 2051-07-25      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |            1 | NC      | $-46054.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXXI Ltd                                                                                                    | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $725255.00     | 0.00%             | 2038-04-23      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       754742 | NS      | $63971931.92   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $688750.45     | 0.00%             | 2029-09-17      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      4908000 | PA      | $5042602.98    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          711 | NC      | $7110.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      1331000 | PA      | $1568830.59    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       567000 | PA      | $570392.36     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          165 | NC      | $112200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2746000 | PA      | $2864402.03    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       843000 | PA      | $800643.47     | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $1141.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1080000 | PA      | $975510.00     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       281000 | PA      | $246100.14     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1186000 | PA      | $1094859.93    | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $18700.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3503000 | PA      | $3957621.05    | 0.02%             | 2026-07-06      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                                                                      | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9085000 | PA      | $9050298.93    | 0.06%             | 2041-11-25      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| SAMBANOVA SYSTEMS INC                                   | SAMBANOVA SYSTEMS INC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72390 | NS      | $3728808.90    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-25232.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Xerox Holdings Corp                                     | Xerox Holdings Corp 2023 Term Loan B                                                                                             | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00          | 0.00%             | 2029-11-17      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | CME BITCOIN FUT MAY25                                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |            7 | NC      | $12617.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy Inc                                      | Coterra Energy Inc                                                                                                               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        92343 | NS      | $2267944.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                             | PepsiCo Inc                                                                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       152533 | NS      | $20680424.14   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       572000 | PA      | $522269.92     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       600000 | PA      | $540671.40     | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                                   | Texas Instruments Inc                                                                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        59142 | NS      | $9465677.10    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                  | USD/JPY Down-and-out barrier option; Barrier price USD 142.50000                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      2687000 | OU      | $14773.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      2357286 | PA      | $1014501.60    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      3947702 | PA      | $4583959.79    | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Venture Global Inc                                      | Venture Global Inc                                                                                                               | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |       112575 | NS      | $944504.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV5                                                                                             | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14953020 | PA      | $12219421.11   | 0.08%             | 2051-12-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd                                      | Tokyo Electron Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        22100 | NS      | $3290652.83    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hydrofarm Holdings LLC                                  | Hydrofarm Holdings LLC 2021 Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2619803 | PA      | $2095842.74    | 0.01%             | 2028-10-25      | Floating      | 10.04%                | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        94990 | PA      | $35621.25      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Shimizu Corp                                            | Shimizu Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |       350900 | NS      | $3748695.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2016-1 Ltd                                                                                                      | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247775.05     | 0.00%             | 2037-07-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $-245368.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      1457000 | PA      | $1454187.99    | 0.01%             | 2025-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RENEW POWER PVT LTD                                     | ReNew Pvt Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |       347000 | PA      | $339626.25     | 0.00%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      3021000 | PA      | $2435683.36    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2002 | NC      | $620620.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $22642.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Becton Dickinson Euro Finance SARL                      | Becton Dickinson Euro Finance SARL                                                                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      5830000 | PA      | $6777556.87    | 0.04%             | 2029-09-13      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                                  | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18914994 | PA      | $16576468.77   | 0.10%             | 2060-12-25      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       418000 | PA      | $419550.78     | 0.00%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MARCOLIN SPA                                            | Marcolin SpA                                                                                                                     | CUSIP: 000000000<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |      6031000 | PA      | $6831956.35    | 0.04%             | 2026-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       262000 | PA      | $260480.30     | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Nomura International PLC                                | PURCHASED CZK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | CZ        |            1 | NC      | $81213.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MNTN DIGITAL                                            | MNTN DIGITAL                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       329191 | NS      | $4081968.40    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| STANDARD CHARTERED BANK                                 | USD/INR One-touch barrier option; Barrier price USD 88.00000                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |       344070 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      1900000 | PA      | $2103909.13    | 0.01%             | 2034-01-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc                                                                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       709491 | NS      | $2511598.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexon Co Ltd                                            | Nexon Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |       408600 | NS      | $6410800.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Phillips 66                                             | Phillips 66                                                                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        21488 | NS      | $2236041.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $964690.00     | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -661 | NC      | $-325542.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Santen Pharmaceutical Co Ltd                            | Santen Pharmaceutical Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |       195607 | NS      | $1981182.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Compal Electronics Inc                                  | Compal Electronics Inc                                                                                                           | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |      1390896 | NS      | $1198496.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       812000 | PA      | $684719.00     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD C JPY P @155.0000 EO                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -94711000 | OU      | $-34095.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Microchip Technology Inc                                | Microchip Technology Inc                                                                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       125100 | NS      | $5764608.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        25419 | PA      | $12366.34      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ROTOR ACQUI                                             | ROTOR ACQUI ROTOR ACQUISITION                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        92406 | NS      | $21244.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prologis Inc                                            | Prologis Inc                                                                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |         8137 | NS      | $831601.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8495200 | PA      | $8566878.25    | 0.05%             | 2027-02-28      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LESSEN HOLDINGS INC PREF                                | LESSEN HOLDINGS INC PREF                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259727 | NS      | $836320.94     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Cenovus Energy Inc                                      | Cenovus Energy Inc                                                                                                               | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       426357 | NS      | $5019421.23    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co KGaA                                     | Henkel AG & Co KGaA                                                                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |        90196 | NS      | $7005194.78    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                | Lloyds Banking Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      3886179 | NS      | $3818084.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Genmab A/S                                              | Genmab A/S                                                                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        13800 | NS      | $2926132.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BROWN BROTHERS SGD SGD OVERNIGHT SWEEP                  | BROWN BROTHERS SGD                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        70527 | NS      | $53997.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-656327.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VINO                                                                                           | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5709900 | PA      | $5602839.37    | 0.04%             | 2038-05-15      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $9690520.95    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                         | NAKED JUICE LLC 2025 FLSO TERM LOAN                                                                                              | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00          | 0.00%             | 2029-01-24      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        59507 | NS      | $20559668.50   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      5425000 | PA      | $7192450.65    | 0.05%             | 2030-03-27      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1215000 | PA      | $1077401.25    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                           | Hewlett Packard Enterprise Co                                                                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       103094 | NS      | $1672184.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      1024000 | PA      | $1080147.97    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       554000 | PA      | $550646.19     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.415794 31-JAN-2030 EUR                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2181168 | OU      | $32490.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | EUR/USD One-touch barrier option; Barrier price EUR 1.09000                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KY        |       469000 | OU      | $70721.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       464000 | PA      | $454544.79     | 0.00%             | 2030-02-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                                                                                                  | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      5781800 | NS      | $911319.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OPAP SA                                                 | OPAP SA                                                                                                                          | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |        26346 | NS      | $585387.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sodexo SA                                               | Sodexo SA                                                                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        54856 | NS      | $3482083.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LESSEN INC                                              | LESSEN INC                                                                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20904687 | PA      | $19284573.76   | 0.12%             | 2028-01-05      | Variable      | 12.82%                | No            | 3                  | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        25922 | NS      | $8476140.26    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       743000 | PA      | $738170.50     | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd                                    | Woolworths Group Ltd                                                                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       339262 | NS      | $6847200.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       102025 | NS      | $15956710.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        91453 | NS      | $10021419.74   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       425000 | PA      | $411527.03     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED CZK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CZ        |            1 | NC      | $-191874.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        71385 | NS      | $8525510.55    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Canon Inc                                               | Canon Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       104400 | NS      | $3221755.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       796000 | PA      | $790292.68     | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.650000 02-NOV-2054 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    464907400 | OU      | $15997108.08   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |        28886 | NS      | $2133751.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-6882.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      2066000 | PA      | $2146160.80    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                                                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2591000 | PA      | $2750969.35    | 0.02%             | 2028-07-31      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                  | Boston Scientific Corp                                                                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       951172 | NS      | $97847063.64   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.198500 23-OCT-2027 SOF                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     95676000 | OU      | $1992711.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sampo Oyj                                               | Sampo Oyj                                                                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       162300 | NS      | $1626019.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 EUR Term Loan                                                                                   | CUSIP: 01957TAK3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | LU        |      3969152 | PA      | $4466733.92    | 0.03%             | 2028-05-12      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                                                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      1019000 | PA      | $797367.50     | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      1703000 | PA      | $1486116.14    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak Clo 4                                                                                                                 | CUSIP: 72132WAN9<br>LEI: 2549002NRPBIF0UZPU88 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $348458.57     | 0.00%             | 2034-07-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.120000 04-JAN-2027 BZD                                                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |       928050 | OU      | $-15588.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | USD P JPY C @140.0000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |      4044000 | OU      | $17401.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daikin Industries Ltd                                   | Daikin Industries Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       121521 | NS      | $13844064.23   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ResMed Inc                                              | ResMed Inc                                                                                                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        19292 | NS      | $4564294.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3765808 | PA      | $3753267.55    | 0.02%             | 2028-09-29      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc                                     | Elevance Health Inc                                                                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         1771 | NS      | $744847.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1351000 | PA      | $1198337.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                 | United Airlines 2019-2 Class A Pass Through Trust                                                                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       724459 | PA      | $669971.75     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                                                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       170414 | NS      | $12213571.38   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -625 | NC      | $-71875.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                   | eG Global Finance PLC                                                                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      4257000 | PA      | $4681989.08    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |      8847000 | PA      | $9393611.90    | 0.06%             | 2028-02-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        68779 | NS      | $12676657.49   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| FAR EAST HORIZON LTD                                    | Far East Horizon Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |       500000 | PA      | $492655.00     | 0.00%             | 2028-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Emaar Development PJSC                                  | Emaar Development PJSC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |       138231 | NS      | $503744.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GSA2                                                                                           | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2078027 | PA      | $145702.73     | 0.00%             | 2053-12-12      | Variable      | 1.77%                 | No            | 2                  | On Loan: No      |
| Komercni Banka AS                                       | Komercni Banka AS                                                                                                                | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |        15324 | NS      | $744773.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Leidos Holdings Inc                                     | Leidos Holdings Inc                                                                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        11246 | NS      | $1655186.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-A                                                                                                 | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12059000 | PA      | $11943369.87   | 0.07%             | 2057-03-15      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVII LTD                    | Octagon Investment Partners XVII Ltd                                                                                             | CUSIP: 67590GBJ7<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $299626.35     | 0.00%             | 2031-01-25      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| EVgo Inc                                                | EVgo Inc                                                                                                                         | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       146070 | NS      | $29214.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       654000 | PA      | $557763.90     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 9.255000 18-NOV-2026 TII                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2409359798 | OU      | $3118286.28    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    459258277 | PA      | $23928279.01   | 0.15%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                | Consolidated Communications Inc                                                                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |       646000 | PA      | $613396.38     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-23625.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      4688800 | PA      | $5142589.16    | 0.03%             | 2026-07-30      | None          | 0.00%                 | No            | 1                  | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2006-3                                                                                            | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       227197 | PA      | $214806.46     | 0.00%             | 2036-10-25      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       997000 | PA      | $1013532.05    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (DXC)                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      1385000 | OU      | $-205481.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     14151000 | PA      | $15663834.59   | 0.10%             | 2030-11-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-8604.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITY OF ULAANBAATAAR MON                                | City of Ulaanbaatar Mongolia                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       777000 | PA      | $770201.25     | 0.00%             | 2027-08-21      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Edison International                                    | Edison International                                                                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        80450 | NS      | $4304879.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                 | Procter & Gamble Co/The                                                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        73313 | NS      | $11918494.41   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED GBP / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |            1 | NC      | $-296017.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo I Ltd                                                                                                               | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1185840.48    | 0.01%             | 2036-07-24      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                  | Montenegro Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       663000 | PA      | $730894.62     | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1238000 | PA      | $1228715.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $23459.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       736000 | PA      | $993278.67     | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED DKK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | DK        |            1 | NC      | $-37742.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |            1 | NC      | $-1290493.04   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Euronext NV                                             | CAC40 10 EURO FUT MAY25                                                                                                          | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |           -6 | NC      | $-3907.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Recette CLO LLC                                         | Recette Clo Ltd                                                                                                                  | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247349.95     | 0.00%             | 2034-04-20      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1231209 | PA      | $1225053.06    | 0.01%             | 2038-10-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       524000 | PA      | $550986.00     | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| Global Unichip Corp                                     | Global Unichip Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       100000 | NS      | $3212519.15    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       244200 | NS      | $10376807.25   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 01609WBF8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      4238000 | PA      | $5568732.00    | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    371000000 | PA      | $651215.27     | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                                                                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    107447592 | NS      | $107447592.29  | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $168749.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                        | Novo Nordisk A/S                                                                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       636982 | NS      | $42589579.10   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Mr Price Group Ltd                                      | Mr Price Group Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |       187882 | NS      | $2401295.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      2501000 | PA      | $2920027.70    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $661.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Independence Plaza Trust                                | Independence Plaza Trust 2018-INDP                                                                                               | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2215000 | PA      | $2187351.04    | 0.01%             | 2035-07-10      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | USD P BRL C @5.650000 EO                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -5535572 | OU      | $-83177.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Toll Brothers Inc                                       | Toll Brothers Inc                                                                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       244171 | NS      | $24629528.77   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Itau Unibanco Holding SA                                | Itau Unibanco Holding SA                                                                                                         | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |      1708755 | NS      | $10712933.21   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       154000 | PA      | $92206.65      | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                       | State Street Corp                                                                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       148865 | NS      | $13115006.50   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |       200000 | PA      | $192500.00     | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp                                    | Lockheed Martin Corp                                                                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        48618 | NS      | $23227249.50   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     44128000 | PA      | $32123237.84   | 0.20%             | 2030-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (PBI)                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       490000 | OU      | $10432.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $6333.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BRIGHT MACHINES SERIES C                                | BRIGHT MACHINES SERIES C                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       927532 | NS      | $2541437.68    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      2426000 | PA      | $2527790.11    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                       | NatWest Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      1240131 | NS      | $7976879.92    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10024000 | PA      | $10493474.04   | 0.07%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                 | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |       542000 | PA      | $525862.33     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Jubilee CDO BV                                          | Jubilee CLO 2024-XXIX DAC                                                                                                        | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |      3370000 | PA      | $3752726.58    | 0.02%             | 2039-01-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure Inc                       | Solaris Energy Infrastructure Inc                                                                                                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       543677 | NS      | $11493331.78   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                | Continuum Green Energy India Pvt / Co-Issuers                                                                                    | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |       562896 | PA      | $563768.49     | 0.00%             | 2033-06-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2025 EUR Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      5000000 | PA      | $5582857.25    | 0.04%             | 2032-01-28      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Power Corp of Canada                                    | Power Corp of Canada                                                                                                             | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |       132558 | NS      | $5017319.34    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                                                                                          | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       199977 | NS      | $1263620.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-66015.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         3074 | NC      | $108824.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                   | Daiichi Sankyo Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |       613227 | NS      | $15686720.63   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: JPY 1.450000 06-MAR-2054 FTO                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2733675000 | OU      | $-1796281.94   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                      | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1480000 | PA      | $1391239.66    | 0.01%             | 2026-05-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| RELX PLC                                                | RELX PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      1856415 | NS      | $101314111.62  | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Landsea Homes Corp                                      | Landsea Homes Corp                                                                                                               | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |       305374 | NS      | $1862781.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3020239 | PA      | $3018351.48    | 0.02%             | 2034-05-15      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3762 | NC      | $3528756.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 8.145000 07-MAY-2026 JIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    281532298 | OU      | $-143211.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Funds III                                     | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     57223059 | NS      | $57245948.66   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                | Heimstaden Bostad Treasury BV                                                                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      1286000 | PA      | $1395221.18    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/SCDS: (ISPIM)                                                                                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | FR        |      4186758 | OU      | $-102672.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-585023.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       440000 | PA      | $581887.21     | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 10.120000 04-JAN-2027 BZD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    173308011 | OU      | $-2911139.74   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Alimentation Couche-Tard Inc                            | Alimentation Couche-Tard Inc                                                                                                     | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       109710 | NS      | $5726629.62    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LY Corp                                                 | LY Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      1185000 | NS      | $4481694.25    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | TRSWAP:  INDEX JPOSFVB1                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       822212 | OU      | $-20872.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                     | Elmwood CLO II Ltd                                                                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $400000.00     | 0.00%             | 2037-10-20      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $7610.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      8600000 | OU      | $72197.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Genius Sports Ltd                                       | Genius Sports Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       635957 | NS      | $6861976.03    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Coreweave Inc                                           | Coreweave Inc                                                                                                                    | CUSIP: 21873S108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44509 | NS      | $1838221.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| WOM MOBILE SPA                                          | WOM Mobile SA                                                                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      1524259 | PA      | $1539501.59    | 0.01%             | 2031-04-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7790000 | PA      | $8261379.76    | 0.05%             | 2031-03-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-2788.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTRUM AB                                               | Intrum AB                                                                                                                        | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |      3274000 | PA      | $2855893.48    | 0.02%             | 2027-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       510000 | PA      | $616061.15     | 0.00%             | 2031-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-109456.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                             | Royal Caribbean Cruises Ltd                                                                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        20866 | NS      | $4484312.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                             | 5Y RTP 2.740000 27-JUN-2025                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -189745779 | OU      | $-31821.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bond                                                                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1442000 | PA      | $1407392.00    | 0.01%             | 2032-02-12      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7881 | NC      | $-10070320.87  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD C CLP P @950.00 EO                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -5690000 | OU      | $-72228.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      1110000 | PA      | $1401649.48    | 0.01%             | 2028-11-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | EUR P NOK C @11.55000 EO                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | LU        |      3956000 | OU      | $2478.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | EUR C NOK P @11.80000 EO                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      1978000 | OU      | $13175.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                 | Spirit Airlines Pass Through Trust 2015-1A                                                                                       | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |       148223 | PA      | $135562.84     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                           | Alen 2021-ACEN Mortgage Trust                                                                                                    | CUSIP: 01449NAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1627000 | PA      | $789094.84     | 0.00%             | 2034-04-15      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| FirstRand Ltd                                           | FirstRand Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |       427159 | NS      | $1672473.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SONDER WARRANTS 5 YR                                    | SONDER WARRANTS 5 YR                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       612553 | NS      | $931081.24     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.245000 29-SEP-2043 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16230200 | OU      | $-775768.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1369000 | PA      | $1346411.50    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-45859.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | FEDEX CORP                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          300 | NC      | $16800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.660000 18-JUN-2030 PRI                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     46230503 | OU      | $39642.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5852321.61    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PALOMINO FUNDING TRUST I                                | Palomino Funding Trust I                                                                                                         | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       665000 | PA      | $701756.11     | 0.00%             | 2028-05-17      | Fixed         | 7.23%                 | No            | 2                  | On Loan: No      |
| SNORKEL AI INC                                          | SNORKEL AI INC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252991 | NS      | $2165602.96    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| INSTRUCTURE HOLDINGS INC                                | Instructure Holdings Inc 2024 Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12384000 | PA      | $12302760.96   | 0.08%             | 2031-11-13      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-8500.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1130 | NC      | $-46330.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      2406000 | PA      | $2624449.01    | 0.02%             | 2027-11-04      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.900000 24-FEB-2030 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    111572935 | OU      | $2678351.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      3134000 | PA      | $3352471.14    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Misto Holdings Corp                                     | Misto Holdings Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        20577 | NS      | $535087.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       855645 | NS      | $338202242.70  | 2.12%             |  |  |  | No            | 1                  | On Loan: No      |
| DBGS Mortgage Trust                                     | DBGS 2024-SBL                                                                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1294310.16    | 0.01%             | 2034-08-15      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                       | Suncor Energy Inc                                                                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       694435 | NS      | $24526360.18   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (EOFP)                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |       992000 | OU      | $37852.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         4736 | NC      | $6266616.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1037000 | PA      | $1047049.57    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc                                     | Nomura Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |       437600 | NS      | $2438990.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 14.180000 02-JAN-2026 BZD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     34501955 | OU      | $-11022.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |            1 | NC      | $-126045.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                                 | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6099000 | PA      | $5343635.19    | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE NOV25                                                                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |            1 | NC      | $2596.97       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONAL GRID PLC                                       | National Grid PLC                                                                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      4956000 | PA      | $5251682.75    | 0.03%             | 2028-01-20      | Fixed         | 0.16%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO, LLC                                    | Signal Peak CLO 5 Ltd                                                                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $299849.43     | 0.00%             | 2037-04-25      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                        | Paramount Global                                                                                                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |        90045 | NS      | $1057128.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |            1 | NC      | $3403732.75    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Gerdau SA                                               | Gerdau SA                                                                                                                        | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |       938986 | NS      | $2480181.17    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Industria de Diseno Textil SA                           | Industria de Diseno Textil SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       110286 | NS      | $5930627.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |       596000 | PA      | $670199.46     | 0.00%             | 2030-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXII Ltd                                                                                                        | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1494767 | PA      | $1497606.91    | 0.01%             | 2031-07-15      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    233631700 | PA      | $10735644.97   | 0.07%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PROGROUP AG                                             | ProGroup AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      1805000 | PA      | $1973452.27    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| STMicroelectronics NV                                   | STMicroelectronics NV                                                                                                            | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       356972 | NS      | $8115083.55    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |            1 | NC      | $-17740.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Bank Co Ltd                                  | Japan Post Bank Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      1112600 | NS      | $11439690.15   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| True Corp PCL                                           | True Corp PCL                                                                                                                    | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |      1974800 | NS      | $714946.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          839 | NC      | $480327.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD/KRW Down-and-out barrier option; Barrier price USD 1,353.00000                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |      4046000 | OU      | $4883.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1112140.21    | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co                                      | Vertiv Holdings Co                                                                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       612842 | NS      | $52324449.96   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-2233014.95   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      1000000 | PA      | $982500.00     | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Evolution AB                                            | Evolution AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        82867 | NS      | $5740578.22    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1713000 | PA      | $1973562.67    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE JUL25                                                                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           -4 | NC      | $-4075.72      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                                                                                                    | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       321585 | NS      | $2855674.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | EUR C USD P @1.120000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |      2539000 | OU      | $55691.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elite Material Co Ltd                                   | Elite Material Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        60000 | NS      | $1044205.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54128314 | PA      | $2810158.02    | 0.02%             | 2054-02-15      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | EUR P USD C @1.020000 EO                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | LU        |     11696000 | OU      | $2623.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JUMPCLOUD INC                                           | JUMPCLOUD INC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6458349 | NS      | $13368782.43   | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1830000 | PA      | $2005323.26    | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Accor SA                                                | Accor SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |       535095 | NS      | $26365407.38   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (SWEDA)                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      3779417 | OU      | $-34209.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                                                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        70537 | NS      | $10630631.27   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | XX        |            1 | NC      | $1416316.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      8317000 | PA      | $8743487.44    | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Dai-ichi Life Holdings Inc                              | Dai-ichi Life Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |       785500 | NS      | $5671660.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       950000 | PA      | $886947.85     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      4811000 | PA      | $5681774.93    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       676000 | PA      | $633404.16     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $748.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $47861.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-122398.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      3601000 | PA      | $4213330.67    | 0.03%             | 2029-03-31      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Rockwell Automation Inc                                 | Rockwell Automation Inc                                                                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        24768 | NS      | $6134538.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       768436 | NS      | $563252.38     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |            1 | NC      | $-189691.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       910000 | PA      | $927746.82     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                                                                          | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1184630 | PA      | $1147215.65    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Wizz Air Holdings Plc                                   | Wizz Air Holdings Plc                                                                                                            | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | JE        |        49846 | NS      | $1087373.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 11 Ltd                                                                                                     | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $729255.77     | 0.00%             | 2037-07-22      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| MA'ADEN SUKUK LTD                                       | Ma'aden Sukuk Ltd                                                                                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |      1155000 | PA      | $1170881.25    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1713 | NC      | $-208129.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       311000 | PA      | $307112.50     | 0.00%             | 2026-01-08      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Yang Ming Marine Transport Corp                         | Yang Ming Marine Transport Corp                                                                                                  | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |      1577000 | NS      | $3369224.83    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| THINK & LEARN PVT LTD                                   | THINK & LEARN PVT LTD                                                                                                            | CUSIP: 000000000<br>LEI: 2549006XBBGEQL8H6M81 | Long             | EC               | CORP              | IN        |         5720 | NS      | $0.00          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Stryker Corp                                            | Stryker Corp                                                                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       203099 | NS      | $75942778.08   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       348000 | PA      | $352113.65     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CFAMC IV CO LTD                                         | CFAMC IV Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |       300000 | PA      | $297000.00     | 0.00%             | 2025-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                 | Spirit Airlines Pass Through Trust 2017-1A                                                                                       | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4574867 | PA      | $3948345.27    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         3296 | NC      | $910132.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Rialto Issuer Ltd                                    | FS Rialto 2021-FL3                                                                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        67367 | PA      | $66810.29      | 0.00%             | 2036-11-16      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                          | Rheinmetall AG                                                                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |           65 | NS      | $110698.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | UNITEDHEALTH GROUP INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -400 | NC      | $-2815000.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| 1211 Avenue of the Americas Trust                       | 1211 Avenue of the Americas Trust 2015-1211                                                                                      | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4330000 | PA      | $4081458.00    | 0.03%             | 2035-08-10      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| MA'ADEN SUKUK LTD                                       | Ma'aden Sukuk Ltd                                                                                                                | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |       930000 | PA      | $943368.75     | 0.01%             | 2035-02-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       198430 | NS      | $76060203.30   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Wan Hai Lines Ltd                                       | Wan Hai Lines Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       627000 | NS      | $1629680.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa Securities Group Inc                              | Daiwa Securities Group Inc                                                                                                       | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       234000 | NS      | $1538766.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuraray Co Ltd                                          | Kuraray Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |       233500 | NS      | $2727626.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MVM ENERGETIKA ZRT                                      | MVM Energetika Zrt                                                                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |       524000 | PA      | $546615.84     | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                                 | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |       341000 | PA      | $319233.34     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| IFCO MANAGEMENT GMBH                                    | IFCO Management GmbH 2024 EUR 1st Lien Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 529900W6COKZG9FWRZ51 | Long             | LON              | CORP              | DE        |      5000000 | PA      | $5651394.71    | 0.04%             | 2029-11-29      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| LOOKOUT INC                                             | LOOKOUT INC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175316 | NS      | $1.75          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | WARNER BROS DISCOVERY INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          827 | NC      | $11164.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       680000 | PA      | $681672.96     | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Adyen NV                                                | Adyen NV                                                                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         6346 | NS      | $10269178.84   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2025-CRE10 Ltd                                                                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5880000 | PA      | $5820935.40    | 0.04%             | 2029-12-17      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |            1 | NC      | $27072.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Viper Energy Inc                                        | Viper Energy Inc                                                                                                                 | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |       111087 | NS      | $4480138.71    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                                                                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9450282 | PA      | $9367591.73    | 0.06%             | 2039-12-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| AP GRANGE HOLDINGS LLC                                  | AP GRANGE HOLDINGS LLC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6992457 | PA      | $6765202.11    | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | USD P BRL C @5.800000 EO                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      3690382 | OU      | $101980.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIA CLEANTECH ENERGY                                  | India Cleantech Energy                                                                                                           | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |       790000 | PA      | $765312.50     | 0.00%             | 2026-08-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2584948 | NS      | $281552536.16  | 1.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Ebara Corp                                              | Ebara Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |       180900 | NS      | $2717440.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                   | Global Payments, Inc.                                                                                                            | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      1697000 | PA      | $2010322.39    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| URSA MAJOR TECHNOLOGIES INC                             | URSA MAJOR TECHNOLOGIES INC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1633349 | NS      | $3740369.21    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      2265000 | PA      | $2004564.18    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTR 3.500000 22-APR-2026                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    914097361 | OU      | $5542198.58    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Corp.                       | Mavis Tire Express Services Corp 2025 Repriced Term Loan                                                                         | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |      1836770 | PA      | $1811753.19    | 0.01%             | 2028-05-04      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                                                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247769 | NS      | $33711450.14   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| REI AGRO LTD                                            | REI AGRO LTD                                                                                                                     | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44430000 | PA      | $222150.00     | 0.00%             | 2021-11-13      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-560520.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      1585000 | PA      | $1365081.25    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                        | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1184000 | PA      | $1242016.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Adobe Inc                                               | Adobe Inc                                                                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       130114 | NS      | $48790147.72   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| OT MIDCO LTD                                            | OT Midco Ltd                                                                                                                     | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5082000 | PA      | $4134942.98    | 0.03%             | 2030-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.934000 26-APR-2026 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1080089600 | OU      | $12442969.28   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-II Ltd                                                                                                         | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1490250.00    | 0.01%             | 2038-04-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                                                                   | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4880000 | PA      | $4229910.31    | 0.03%             | 2037-03-15      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $207878.07     | 0.00%             | 2027-04-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       606981 | PA      | $597420.99     | 0.00%             | 2030-08-19      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-178889.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      2492000 | PA      | $2796569.03    | 0.02%             | 2030-01-16      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      1500000 | PA      | $1613751.22    | 0.01%             | 2026-10-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       825000 | PA      | $718776.14     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Take-Two Interactive Software Inc                       | Take-Two Interactive Software Inc                                                                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        40352 | NS      | $9414928.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AXA SA                                                  | AXA SA                                                                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       111757 | NS      | $5285647.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       765000 | PA      | $729697.16     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | UNION PACIFIC CORP                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          523 | NC      | $22227.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc                                                                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        29599 | NS      | $6907222.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                                                                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       901600 | PA      | $894838.00     | 0.01%             | 2038-04-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (CYH)                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |       320000 | OU      | $2808.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 3.000000 05-MAR-2029 EUR                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    148633053 | OU      | $6137594.68    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ARM Holdings PLC                                        | ARM Holdings PLC                                                                                                                 | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |        47819 | NS      | $5453756.95    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| GSK PLC                                                 | GSK PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       462226 | NS      | $9144076.05    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                                                                                   | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |       600000 | PA      | $598500.00     | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED CZK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |            1 | NC      | $-3785.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elisa Oyj                                               | Elisa Oyj                                                                                                                        | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |        57397 | NS      | $3062016.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIT4 NV                                                | UNIT4 NV 2021 EUR Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: 259400UFTFGBNQWX0O86 | Long             | LON              | CORP              | NL        |      5686067 | PA      | $6403910.18    | 0.04%             | 2028-06-29      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Rockford Tower Europe CLO                               | Rockford Tower Europe Clo 2025-1 DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |      2640000 | PA      | $2935755.82    | 0.02%             | 2027-10-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| ASG FINANCE DESIGNATED                                  | ASG Finance Designated Activity Co                                                                                               | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |       690000 | PA      | $648600.00     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                                                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7821275 | PA      | $7782168.78    | 0.05%             | 2038-07-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      5722000 | PA      | $5149800.57    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 7 Ltd                                                                                                         | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       575000 | PA      | $575000.00     | 0.00%             | 2037-02-24      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC GBP Term Loan B                                                                                                | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |       981185 | PA      | $1195391.91    | 0.01%             | 2028-06-02      | Floating      | 9.71%                 | No            | 2                  | On Loan: No      |
| Quanta Computer Inc                                     | Quanta Computer Inc                                                                                                              | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |       421046 | NS      | $3163186.65    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (PARA)                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       424825 | OU      | $-3992.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $1577.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Median B V                                              | Median B V 2021 EUR Term Loan B1                                                                                                 | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |      6354545 | PA      | $7135760.50    | 0.04%             | 2027-10-14      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| Evonik Industries AG                                    | Evonik Industries AG                                                                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       249290 | NS      | $5602255.81    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC European Funding                                   | CIFC European Funding CLO II DAC                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |       593000 | PA      | $666551.42     | 0.00%             | 2033-04-15      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 8.470000 25-FEB-2026 TII                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    484352304 | OU      | $121585.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                                                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $903332.82     | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| Etihad Etisalat Co                                      | Etihad Etisalat Co                                                                                                               | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |        98839 | NS      | $1654804.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Latch Inc                                               | Latch Inc                                                                                                                        | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       111795 | NS      | $11.18         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1406642 | NS      | $226314631.38  | 1.42%             |  |  |  | No            | 1                  | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       575000 | PA      | $651863.26     | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1873000 | PA      | $2158596.23    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                  | AngloGold Ashanti Holdings PLC                                                                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      1237000 | PA      | $1145598.07    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       880000 | PA      | $812922.62     | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Socionext Inc                                           | Socionext Inc                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       839600 | NS      | $9030377.56    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                                                                             | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1346251 | PA      | $1340361.41    | 0.01%             | 2038-11-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| AL RAJHI SUKUK LTD                                      | Al Rajhi Sukuk Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |      1942000 | PA      | $1957778.75    | 0.01%             | 2030-07-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-113063.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Admiral Group PLC                                       | Admiral Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       154249 | NS      | $6708669.22    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Invesco QQQ Trust Series 1                              | Invesco QQQ Trust Series 1                                                                                                       | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |         1200 | NS      | $570564.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                          | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10775590 | PA      | $9287042.80    | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $1843955.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: JPY 0.283000 09-MAR-2026 FTO                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  26882219214 | OU      | $503610.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       500000 | PA      | $321000.00     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |            1 | NC      | $24152.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2013-2 Ltd                                                                                                      | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500500.05     | 0.00%             | 2030-10-22      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| SESAC Finance, LLC                                      | Sesac Finance LLC                                                                                                                | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       940615 | PA      | $931426.51     | 0.01%             | 2049-07-25      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ADOBE INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           54 | NC      | $59940.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $871237.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                                                                    | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3936000 | PA      | $3881880.00    | 0.02%             | 2038-07-15      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |      7859697 | PA      | $8345767.97    | 0.05%             | 2031-06-23      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| JUMPCLOUD INC                                           | JUMPCLOUD INC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424788 | NS      | $879311.16     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-23346.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TRIDENT ENERGY FINANCE                                  | Trident Energy Finance PLC                                                                                                       | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |       562000 | PA      | $531966.72     | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       397000 | PA      | $398756.73     | 0.00%             | 2030-03-20      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      2919000 | PA      | $3294803.54    | 0.02%             | 2030-07-18      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy Xxviii Clo Ltd                                                                                                            | CUSIP: 36321JAC8<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |        41556 | PA      | $41556.57      | 0.00%             | 2031-07-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1764000 | PA      | $1704112.20    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-1745                                                                                  | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1376000 | PA      | $1271611.82    | 0.01%             | 2036-06-15      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       167000 | PA      | $165899.47     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | EUR C USD P @1.080000 EO                                                                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | US        |      6056000 | OU      | $322260.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 9.917500 20-SEP-2033 JIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    138335568 | OU      | $738820.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      2173353 | PA      | $1898993.12    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HSBC BANK PLC                                           | USD/CNH One-touch barrier option; Barrier price USD 7.50000                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       421000 | OU      | $44570.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NOBIAN FINANCE B                                        | Nobian Finance BV                                                                                                                | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | DBT              | CORP              | NL        |      2869000 | PA      | $3243810.33    | 0.02%             | 2026-07-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1304000 | PA      | $1118201.12    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours Inc                                   | DuPont de Nemours Inc                                                                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       103142 | NS      | $6806340.58    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2528158.64    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $19310.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2002 | NC      | $-61061.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.936250 19-MAR-2030 JIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    202269146 | OU      | $-213675.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HAWKEYE 360 0.01 WTS                                    | HAWKEYE 360 0.01 WTS                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       171990 | NS      | $1334642.40    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       475000 | PA      | $449350.00     | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                                  | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       801000 | PA      | $760149.00     | 0.00%             | 2034-06-26      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $40277.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |            2 | NC      | $684.34        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KakaoBank Corp                                          | KakaoBank Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 988400VAVCFSK6VF9Q87 | Long             | EC               | CORP              | KR        |        92334 | NS      | $1447265.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CyberArk Software Ltd                                   | CyberArk Software Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       169743 | NS      | $59776694.88   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       713000 | PA      | $653286.25     | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                                      | Walt Disney Co/The                                                                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       664577 | NS      | $60443278.15   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       421834 | PA      | $395659.20     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |            1 | NC      | $548307.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -711 | NC      | $-51192.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED CHF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |            1 | NC      | $24856347.23   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                            | DNB Bank ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |       281591 | NS      | $7039241.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                   | DIRECTV FINANCING LLC 2025 TERM LOAN B                                                                                           | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6955870 | PA      | $6430284.46    | 0.04%             | 2031-02-15      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      5975000 | PA      | $7031340.66    | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                                                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     14717000 | PA      | $14030904.06   | 0.09%             | 2040-03-12      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-500800.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $1432084.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $16296.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-3024.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Santos Ltd                                              | Santos Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |       769280 | NS      | $2957391.55    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XV CLO Ltd                                                                                                                | CUSIP: 36318WAK6<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |        10716 | PA      | $10716.34      | 0.00%             | 2030-10-15      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Garmin Ltd                                              | Garmin Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        31087 | NS      | $5809227.69    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     58397000 | PA      | $66293997.03   | 0.42%             | 2035-04-30      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $5037.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Playstudios Inc                                         | Playstudios Inc                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831348 | NS      | $1055811.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VERGE GENOMICS                                          | VERGE GENOMICS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       201843 | NS      | $1273629.33    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                | Marsh & McLennan Cos Inc                                                                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       498076 | NS      | $112301195.72  | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc                           | Principal Financial Group Inc                                                                                                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        32361 | NS      | $2399568.15    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                             | Walmart Inc                                                                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1230476 | NS      | $119663791.00  | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1596921 | PA      | $1565108.99    | 0.01%             | 2030-09-25      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.032500 04-JAN-2027 BZD                                                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |    122263742 | OU      | $-2116716.95   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5335000 | PA      | $5355977.88    | 0.03%             | 2026-08-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Mitsui & Co Ltd                                         | Mitsui & Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |       207700 | NS      | $4199926.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1509000 | PA      | $1070771.31    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Symrise AG                                              | Symrise AG                                                                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        61623 | NS      | $7107069.77    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-I Ltd                                                                                                          | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $493296.80     | 0.00%             | 2038-04-23      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.503000 26-APR-2029 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1720422800 | OU      | $76881579.90   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      2265000 | PA      | $2183002.02    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | USD P MXN C @20.00000 EO                                                                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | US        |     -3982000 | OU      | $-86281.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Compass Group PLC                                       | Compass Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      2225251 | NS      | $75023941.44   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        80273 | PA      | $39935.82      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-183.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      1179000 | PA      | $1316598.02    | 0.01%             | 2032-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3099000 | PA      | $3579320.45    | 0.02%             | 2028-06-06      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |            1 | NC      | $-952.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hindustan Aeronautics Ltd                               | Hindustan Aeronautics Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |        36136 | NS      | $1916237.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Athens International Airport SA                         | Athens International Airport SA                                                                                                  | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |       103978 | NS      | $1077248.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DATABRICKS INC                                          | DATABRICKS INC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       222270 | NS      | $20559975.00   | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PFS FINANCING CORP                                      | PFS FINANCING CORP                                                                                                               | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10030000.00   | 0.06%             | 2028-10-16      | Fixed         | 5.54%                 | No            | 3                  | On Loan: No      |
| ServiceTitan Inc                                        | ServiceTitan Inc                                                                                                                 | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50433 | NS      | $5830559.13    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      3211000 | PA      | $3630904.39    | 0.02%             | 2029-04-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| LUNE HOLDINGS SARL                                      | Lune Holdings Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      2284000 | PA      | $1789052.99    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       107171 | NS      | $6773067.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1371000 | PA      | $1375284.38    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       309000 | PA      | $319831.69     | 0.00%             | 2028-09-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 46 Ltd                                                                                        | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246825.00     | 0.00%             | 2037-01-20      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp                                    | Thomson Reuters Corp                                                                                                             | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        77457 | NS      | $14413204.85   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       757000 | PA      | $740368.71     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                            | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       550000 | PA      | $558765.63     | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-WCL1 MORTGAGE TRUST                                                                                                    | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3030000 | PA      | $2975497.57    | 0.02%             | 2041-06-15      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       602000 | PA      | $591278.38     | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      5211000 | PA      | $5957003.90    | 0.04%             | 2029-01-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       658000 | PA      | $677861.07     | 0.00%             | 2032-01-30      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.095000 07-NOV-2054 SON                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     47000000 | OU      | $-2858058.06   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-833503.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -84 | NC      | $203565.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontken Corp Bhd                                       | Frontken Corp Bhd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       949200 | NS      | $772354.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      2700000 | PA      | $3564468.07    | 0.02%             | 2026-10-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE MAY25                                                                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -14 | NC      | $54767.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | USD C JPY P @148.0000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -4044000 | OU      | $-13604.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       566000 | PA      | $528858.00     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LD CELULOSE INTERNATIONA                                | LD Celulose International GmbH                                                                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |       680000 | PA      | $696490.00     | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1721932.78    | 0.01%             | 2027-10-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-4858303.12   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co Ltd                            | Techtronic Industries Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       473000 | NS      | $4760263.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       733000 | PA      | $867098.80     | 0.01%             | 2028-11-03      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| SUNRISE HOLDCO IV BV                                    | Sunrise HoldCo IV BV                                                                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |      1569000 | PA      | $1537545.79    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                                 | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5378288 | PA      | $5319763.27    | 0.03%             | 2060-04-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | SWP: OIS 15.410000 04-JAN-2027 BZD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     17486319 | OU      | $-98577.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                         | NAKED JUICE LLC 2025 FLTO TERM LOAN                                                                                              | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00          | 0.00%             | 2030-01-24      | Floating      | 10.31%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       516000 | PA      | $515484.00     | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                                                                                                    | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        82318 | NS      | $656897.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      5319864 | PA      | $5279326.59    | 0.03%             | 2029-04-13      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       702000 | PA      | $670059.00     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                                                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       655000 | PA      | $474547.50     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $107440.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares Core S&P Small-Cap ETF                          | iShares Core S&P Small-Cap ETF                                                                                                   | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |        76782 | NS      | $7688181.66    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                                                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      1821581 | PA      | $1752014.98    | 0.01%             | 2027-04-15      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      8356000 | PA      | $9631755.61    | 0.06%             | 2028-10-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV7                                                                                             | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10573941 | PA      | $7087487.43    | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                                  | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1331929 | PA      | $947025.89     | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| Airbnb Inc                                              | Airbnb Inc                                                                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        87836 | NS      | $10708965.12   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | Frontier Florida LLC                                                                                                             | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      7885000 | PA      | $8072111.05    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                      | Cellnex Telecom SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       998376 | NS      | $40403626.81   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| AI Sirona (Luxembourg) Acquisition Sarl                 | AI Sirona (Luxembourg) Acquisition Sarl 2024 EUR Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 549300MQC452SFMN5167 | Long             | LON              | CORP              | LU        |      4000000 | PA      | $4525194.03    | 0.03%             | 2028-09-30      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |            1 | NC      | $5344.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                                                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       585836 | PA      | $452851.25     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | UBER TECHNOLOGIES INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1543 | NC      | $941230.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      3016000 | PA      | $3373797.85    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $27795914.21   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-12747.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| iShares MSCI Brazil ETF                                 | iShares MSCI Brazil ETF                                                                                                          | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |       262112 | NS      | $7087508.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 28-OCT-2026 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    370972080 | OU      | $1697800.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       538000 | PA      | $591737.89     | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Kingspan Group PLC                                      | Kingspan Group PLC                                                                                                               | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        67558 | NS      | $5700842.51    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2878000 | PA      | $2802452.50    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | USD C CNH P @7.350000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |      5479760 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SASOL Financing USA LLC                                 | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      1051000 | PA      | $969810.25     | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 3.270000 05-FEB-2028 SOF                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    230190500 | OU      | $-928255.35    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE OCT25                                                                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |            6 | NC      | $11261.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Education Loan Trust 2010-C                                                                                          | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      9232037 | PA      | $9692898.50    | 0.06%             | 2041-10-15      | Floating      | 9.19%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2850000 | PA      | $2828625.00    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BELLIS ACQUISITION COMPANY PLC                          | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |      5819332 | PA      | $6158453.35    | 0.04%             | 2031-05-14      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |       266000 | PA      | $252381.09     | 0.00%             | 2029-08-01      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2999000 | PA      | $2954578.21    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4000 | NC      | $-612000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-551918.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2021-2                                                                                                    | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2210000 | PA      | $1971251.49    | 0.01%             | 2032-04-20      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -718 | NC      | $-110931.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GATWICK AIRPORT FINANCE                                 | Gatwick Airport Finance PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |      1834000 | PA      | $2398797.09    | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PROJECT MONTELENA                                       | PROJECT MONTELENA                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     11677846 | PA      | $11840182.29   | 0.07%             | 2030-06-20      | Fixed         | 10.25%                | No            | 3                  | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       237000 | PA      | $234989.08     | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-42532.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2023 Term Loan J                                                                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      2305578 | PA      | $2280884.76    | 0.01%             | 2031-02-28      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                                 | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3950000 | PA      | $3646369.43    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| REI AGRO LTD                                            | REI AGRO LTD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8271000 | PA      | $0.83          | 0.00%             | 2021-11-13      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Nutanix Inc                                             | Nutanix Inc                                                                                                                      | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        53157 | NS      | $3651885.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                                                                             | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8244134 | PA      | $8032878.36    | 0.05%             | 2038-11-15      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2352000 | PA      | $2323971.69    | 0.01%             | 2041-06-15      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-SOAR                                                                                           | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8070438 | PA      | $7924161.48    | 0.05%             | 2038-06-15      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| MOTION FINCO SARL                                       | Motion Finco Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      1826000 | PA      | $2008122.37    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      5085000 | PA      | $6692073.50    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       675000 | PA      | $629766.75     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | EUR C USD P @1.120000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |     30334472 | OU      | $538112.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2014-5 Ltd                                                                                                               | CUSIP: 67102SAN4<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $449280.00     | 0.00%             | 2031-04-26      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       396000 | PA      | $387725.96     | 0.00%             | 2031-08-27      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Elia Group SA/NV                                        | Elia Group SA/NV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        19542 | NS      | $2118734.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      1114000 | PA      | $1411857.43    | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Keyence Corp                                            | Keyence Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        11100 | NS      | $4640815.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Mandiri Persero Tbk PT                             | Bank Mandiri Persero Tbk PT                                                                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |      5636800 | NS      | $1664588.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                  | Agnico Eagle Mines Ltd                                                                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        45651 | NS      | $5365466.07    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       452000 | PA      | $450164.88     | 0.00%             | 2025-07-07      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      1719000 | PA      | $1943794.66    | 0.01%             | 2029-04-15      | Floating      | 6.03%                 | 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        |        28078 | NS      | $682106.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | FSWP: OIS 8.343000 17-SEP-2030 IBR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  23438135616 | OU      | $-6102.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Romark CLO Ltd                                          | Romark CLO II Ltd                                                                                                                | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       150007 | PA      | $149856.53     | 0.00%             | 2031-07-25      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | USD/MXN Down-and-out barrier option; Barrier price USD 19.45000                                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      4242000 | OU      | $9951.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |            1 | NC      | $602745.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -455 | NC      | $-244562.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-D                                                                                          | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7230446 | PA      | $7154152.75    | 0.04%             | 2053-07-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | DREAM FINDERS HOMES INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        38156 | NS      | $37154405.00   | 0.23%             |  |  |  | No            | 3                  | On Loan: No      |
| Amentum Holdings Inc                                    | Amentum Holdings Inc                                                                                                             | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |       270225 | NS      | $5896309.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| VERGE GENOMICS                                          | VERGE GENOMICS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1705369 | NS      | $9498905.33    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $29445.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2972 | NC      | $-260050.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Geberit AG                                              | Geberit AG                                                                                                                       | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        17490 | NS      | $12115677.82   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       822000 | PA      | $715310.15     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SONDER HOLDINGS INC                                     | SONDER HOLDINGS INC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103334 | NS      | $227334.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                                | Camelot Return Merger Sub Inc                                                                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       172000 | PA      | $149160.41     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.870000 11-JUN-2029 EUR                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    119585873 | OU      | $6288940.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Geely Automobile Holdings Ltd                           | Geely Automobile Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |      1270000 | NS      | $2666112.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BUBBLES HOLDCO SPA                                      | Bubbles Bidco SPA                                                                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      2195000 | PA      | $2472930.54    | 0.02%             | 2031-09-30      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      3583000 | PA      | $3078465.95    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Trend Micro Inc/Japan                                   | Trend Micro Inc/Japan                                                                                                            | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |        42338 | NS      | $3037776.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                | Indofood CBP Sukses Makmur Tbk PT                                                                                                | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |       456000 | PA      | $364230.00     | 0.00%             | 2051-06-09      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      1173000 | PA      | $1337406.35    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BB Seguridade Participacoes SA                          | BB Seguridade Participacoes SA                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       614643 | NS      | $4632173.79    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $7336.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2667327 | PA      | $2660658.68    | 0.02%             | 2032-10-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Marvell Technology Inc                                  | Marvell Technology Inc                                                                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241667 | NS      | $14106102.79   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $31083.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG STAMFORD CT                                      | UBS AG/Stamford CT                                                                                                               | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |       830000 | PA      | $835665.65     | 0.01%             | 2028-01-10      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99381.99      | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP: LQD US EQUITY                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     55453350 | OU      | $-366206.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BROWN BROTHERS EUR EUR OVERNIGHT SWEEP                  | BROWN BROTHERS EUR                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        80000 | NS      | $90628.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-98942.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Edison Inc                                 | Consolidated Edison Inc                                                                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        60755 | NS      | $6850126.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.975000 01-JUL-2025 BZD                                                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     71906539 | OU      | $-149596.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                     | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                                                                             | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00          | 0.00%             | 2028-08-02      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| J Front Retailing Co Ltd                                | J Front Retailing Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       144400 | NS      | $1767477.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50 JUN25                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           38 | NC      | $169537.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $-36370.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Vopak NV                                    | Koninklijke Vopak NV                                                                                                             | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |        29704 | NS      | $1228280.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                          | Isetan Mitsukoshi Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |       246800 | NS      | $3172482.98    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $5657.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CEGID GROUP SAS                                         | Cegid Group SAS 2025 EUR Term Loan B3                                                                                            | CUSIP: 000000000<br>LEI: 969500P65RIUGCL3D981 | Long             | LON              | CORP              | FR        |      6000000 | PA      | $6760670.60    | 0.04%             | 2030-01-31      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| CARESYNTAX INC C3                                       | CARESYNTAX INC C3                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9724 | NS      | $7876.44       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       111000 | PA      | $109101.32     | 0.00%             | 2027-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 2nd Lien Term Loan                                                                                     | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6772000 | PA      | $2124715.00    | 0.01%             | 2029-04-27      | Floating      | 12.29%                | No            | 2                  | On Loan: No      |
| NetEase Inc                                             | NetEase Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       521700 | NS      | $11214646.46   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios Clo III DAC                                                                                                            | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |      4300000 | PA      | $4743779.33    | 0.03%             | 2037-04-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                                                               | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2332000 | PA      | $2735507.02    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      1588000 | PA      | $1599798.36    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| MDGH GMTN RSC LTD                                       | MDGH GMTN RSC Ltd                                                                                                                | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       789000 | PA      | $752706.00     | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       162368 | NS      | $1.62          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Elmwood CLO II Ltd.                                     | Elmwood CLO II Ltd                                                                                                               | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       975000 | PA      | $965542.79     | 0.01%             | 2037-10-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRST 1                                    | Scentre Group Trust 1                                                                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |       400000 | PA      | $252235.84     | 0.00%             | 2055-03-31      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                     | Churchill Downs Inc                                                                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1199000 | PA      | $1187394.04    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      3212000 | PA      | $3220480.13    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Marks & Spencer Group PLC                               | Marks & Spencer Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      1004560 | NS      | $5220240.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE EUR PIK 15 Lien Term Loan                                                                                                | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | LON              | CORP              | FR        |      6780460 | PA      | $5588107.62    | 0.04%             | 2030-12-17      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co Ltd                             | Murata Manufacturing Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |       280300 | NS      | $3993310.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| FORMENTERA PARTNERS FUND II                             | FORMENTERA PARTNERS FUND II                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12523594 | NS      | $10770290.84   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| VERSA NETWORKS INC                                      | VERSA NETWORKS INC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1933359 | NS      | $9492792.69    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       428000 | PA      | $470918.34     | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | LAM RESEARCH CORP                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          751 | NC      | $4130.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-15122.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       785000 | PA      | $783406.96     | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAH6<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      1994000 | PA      | $1656482.52    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                | CONTINUUM ENERGY PTE LTD                                                                                                         | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      7476015 | PA      | $7363874.78    | 0.05%             | 2027-09-11      | Variable      | 12.85%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3250 | NC      | $-3615625.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos Inc/The                                         | TJX Cos Inc/The                                                                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       485597 | NS      | $62486621.96   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $94275.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED ZAR / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $-1948198.15   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Lenovo Group Ltd                                        | Lenovo Group Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      1246000 | NS      | $1441094.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                                                                                            | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |       674383 | NS      | $2409740.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1906186.84    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INSURANCE AUSTRALIA GRP                                 | Insurance Australia Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | DBT              | CORP              | AU        |       440000 | PA      | $273922.31     | 0.00%             | 2037-06-15      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                                                                             | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12258774 | PA      | $12205142.32   | 0.08%             | 2038-07-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Repsol SA                                               | Repsol SA                                                                                                                        | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       357135 | NS      | $4365499.17    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 8.650000 07-FEB-2030 TII                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     62092704 | OU      | $-124319.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |       762450 | PA      | $728856.28     | 0.00%             | 2029-05-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CBAM CLO Management                                     | Cbam 2018-7 Ltd                                                                                                                  | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       123608 | PA      | $123608.41     | 0.00%             | 2031-07-20      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2698 | NC      | $-133551.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LG ELECTRONICS INC                                      | LG Electronics Inc                                                                                                               | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |       577000 | PA      | $594444.44     | 0.00%             | 2029-04-24      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P SGD C @1.325000 EO                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      3980000 | OU      | $61451.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                  | Berkshire Hathaway Inc                                                                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         6457 | NS      | $3443195.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-228128.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1109 | NC      | $169677.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-3 Ltd                                                                                                              | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |       168767 | PA      | $168437.40     | 0.00%             | 2031-10-15      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO Ltd                                                                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $991467.10     | 0.01%             | 2038-04-20      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |            1 | NC      | $1668516.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                                                                              | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $465500.00     | 0.00%             | 2037-08-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CAR)                                                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     12271000 | OU      | $-577258.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7940895 | PA      | $8060848.24    | 0.05%             | 2059-06-25      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 9.896000 20-SEP-2033 JIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    138335568 | OU      | $728731.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC BANK PLC                                           | USD/CAD One-touch barrier option; Barrier price USD 1.48000                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       213450 | OU      | $100.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vestas Wind Systems A/S                                 | Vestas Wind Systems A/S                                                                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       535614 | NS      | $7140912.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Room Holdings Inc                               | Digital Room Holdings Inc 2021 Term Loan                                                                                         | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      3523040 | PA      | $3476817.72    | 0.02%             | 2028-12-21      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| DoorDash Inc                                            | DoorDash Inc                                                                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        60735 | NS      | $11715174.15   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| HERENS MIDCO SARL                                       | Herens Midco Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |      7240000 | PA      | $6057057.15    | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | EUR C USD P @1.120000 EO                                                                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | US        |     -2539000 | OU      | $-55691.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                                 | DSV A/S                                                                                                                          | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       167874 | NS      | $35582523.61   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     30294300 | PA      | $1533129.02    | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Inspired FinCo Holdings Limited                         | INSPIRED FINCO HOLDING LIMITED 2025 EUR TERM LOAN B6 B 1                                                                         | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |       957854 | PA      | $1074134.73    | 0.01%             | 2031-02-28      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                      | Grupo Financiero Banorte SAB de CV                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      1264282 | NS      | $10864424.81   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     17408620 | NS      | $92932175.41   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       872000 | PA      | $857176.00     | 0.01%             | 2031-05-20      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (VST)                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       735000 | OU      | $118037.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2601000 | PA      | $2567506.82    | 0.02%             | 2029-11-21      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                        | First Citizens BancShares Inc/NC                                                                                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         2099 | NS      | $3734414.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $422232.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      8700000 | PA      | $9517410.44    | 0.06%             | 2027-01-15      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                          | Atlas Copco AB                                                                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       288397 | NS      | $4464009.60    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |      9272684 | OU      | $-735792.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      2141000 | PA      | $2427574.60    | 0.02%             | 2029-07-01      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1425000 | PA      | $1252400.21    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |            1 | NC      | $200542.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                                             | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2960000 | PA      | $2915725.80    | 0.02%             | 2041-08-15      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          284 | NC      | $73272.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXI Ltd                                                                                                    | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $248800.03     | 0.00%             | 2037-07-23      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | USD C MXN P @22.00000 EO                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -4205000 | OU      | $-1648.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THINK & LEARN PVT LTD                                   | THINK & LEARN PVT LTD                                                                                                            | CUSIP: 000000000<br>LEI: 2549006XBBGEQL8H6M81 | Long             | EP               | CORP              | IN        |         4047 | NS      | $0.00          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $693284.12     | 0.00%             | 2032-06-17      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| TransDigm Group Inc                                     | TransDigm Group Inc                                                                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76145 | NS      | $107598215.15  | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        86767 | NS      | $98195949.24   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      4179000 | PA      | $4835612.15    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Fresenius Medical Care AG                               | Fresenius Medical Care AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        37953 | NS      | $1930880.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      1822000 | PA      | $1874462.67    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     41862000 | PA      | $803839.18     | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            | 2                  | On Loan: No      |
| Cadence Design Systems Inc                              | Cadence Design Systems Inc                                                                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        84358 | NS      | $25116750.92   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | INFORMATICA INC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          286 | NC      | $11440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                  | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |            1 | NC      | $90080.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amkor Technology Inc                                    | Amkor Technology Inc                                                                                                             | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1728344.74    | 0.01%             | 2027-09-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CRESCENT MIDSTREAM PRIVATE                              | CRESCENT MIDSTREAM PRIVATE                                                                                                       | CUSIP: 000000000<br>LEI: 254900GGNPLW4ZPGYO57 | Long             | EC               | CORP              | US        |      5696000 | NS      | $5696000.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       905000 | PA      | $1031688.66    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: IFS 2.693000 15-AUG-2032                                                                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | XX        |     14565000 | OU      | $642140.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| POWER FINANCE CORP LTD                                  | Power Finance Corp Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |       100000 | PA      | $106489.08     | 0.00%             | 2028-09-21      | Fixed         | 1.84%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       193418 | PA      | $181416.41     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                      | Koninklijke KPN NV                                                                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      2155846 | NS      | $10028679.79   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      2445000 | PA      | $2944096.55    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                           | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       445000 | PA      | $356462.80     | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -14089 | NC      | $-38641586.83  | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MARVELL TECHNOLOGY INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1282 | NC      | $3205.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity Grand Harbour CLO                              | Fidelity Grand Harbour Clo 2023-1 DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |      2720000 | PA      | $2983069.93    | 0.02%             | 2038-02-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Mitra Adiperkasa Tbk PT                                 | Mitra Adiperkasa Tbk PT                                                                                                          | CUSIP: 000000000<br>LEI: 254900Z2B7Y7F69ZZZ04 | Long             | EC               | CORP              | ID        |      6880100 | NS      | $566457.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 10Y RTP 3.750000 07-JUL-2025                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |    -74413476 | OU      | $-775602.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $1418.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| The BAHA Trust                                          | BAHA Trust 2024-MAR                                                                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5180000 | PA      | $5308646.85    | 0.03%             | 2041-12-10      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       632000 | PA      | $596366.83     | 0.00%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-118982.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intuitive Surgical Inc                                  | Intuitive Surgical Inc                                                                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       146939 | NS      | $75791136.20   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $407.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kongsberg Gruppen ASA                                   | Kongsberg Gruppen ASA                                                                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        35219 | NS      | $5674086.88    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-526683.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWP: OIS 8.644400 04-APR-2030 IBR                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  24294865104 | OU      | $-74796.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AFFINITY INTERACTIVE                                    | Affinity Interactive                                                                                                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1132812.60    | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| FANUC Corp                                              | FANUC Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |        71964 | NS      | $1826421.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |            1 | NC      | $527510.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      2775000 | PA      | $3020258.94    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1566000 | PA      | $1463456.60    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.460130 15-DEC-2036 SOF                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     46301693 | OU      | $1078560.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EPIC GAMES INC                                          | EPIC GAMES INC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61803 | NS      | $39777028.83   | 0.25%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |       582000 | PA      | $554157.96     | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| SCREAMING EAGLE ACQUISITION CORP                        | SCREAMING EAGLE ACQUISITION CORP                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262419 | NS      | $1918282.89    | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       285000 | PA      | $246059.22     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP2                                                                                                            | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2325000 | PA      | $2304656.25    | 0.01%             | 2036-11-15      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/SCDS: (BWA)                                                                                                          | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | US        |      1330000 | OU      | $-17302.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                   | DirecTV Financing LLC Term Loan                                                                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       721359 | PA      | $720392.19     | 0.00%             | 2027-08-02      | Floating      | 9.54%                 | No            | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      3321000 | PA      | $3974760.66    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                        | Powszechny Zaklad Ubezpieczen SA                                                                                                 | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       422351 | NS      | $6589013.38    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                         | SPDR Blackstone Senior Loan ETF                                                                                                  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |       203395 | NS      | $8294448.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Standard Chartered Bank                                 | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $113671.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-68650.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LG ELECTRONICS INC                                      | LG Electronics Inc                                                                                                               | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |      1606000 | PA      | $1634394.08    | 0.01%             | 2027-04-24      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Borsa Italiana SpA                                      | UNICREDIT SPA                                                                                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         -657 | NC      | $-295852.41    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GREENKO DUTCH BV                                        | Greenko Dutch BV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |       440000 | PA      | $425832.00     | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       183118 | NS      | $100359651.08  | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-13935.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -3296 | NC      | $-1185505.40   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4664734.02    | 0.03%             | 2029-10-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PRM5 Trust                                              | PRM5 Trust 2025-PRM5                                                                                                             | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5600000 | PA      | $5587352.40    | 0.04%             | 2033-03-10      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-6514425.90   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro CLO I DAC                                                                                                            | CUSIP: 000000000<br>LEI: 635400KVFUOP733LMF93 | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3526760.49    | 0.02%             | 2039-04-25      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       245624 | NS      | $6803784.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                                                       | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      1257000 | PA      | $1281938.88    | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONTINUUM ENERGY AURA                                   | Continuum Energy Aura Pte Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $1018130.00    | 0.01%             | 2027-02-24      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                                                                                     | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       145856 | PA      | $150277.69     | 0.00%             | 2051-07-25      | Floating      | 10.34%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WILLIAMS COS INC/THE                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3000 | NC      | $360000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |            1 | NC      | $-15162.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $51990.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          331 | NC      | $297900.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                          | NEW YORK COMMUNITY BANCORP INC                                                                                                   | CUSIP: 000000000<br>LEI: 529900HVXOTLY61GL030 | N/A              | DE               |  | US        |         1717 | NS      | $3901882.50    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc                                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       611032 | NS      | $117605329.04  | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       287000 | PA      | $271007.37     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BANIJAY ENTERTAINMENT SAS                               | Banijay Entertainment SAS 2025 EUR Term Loan B (2032)                                                                            | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |      5593220 | PA      | $6288760.03    | 0.04%             | 2032-02-10      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $472601.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $28505.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NIELSEN CONSUMER INC                                    | Nielsen Consumer Inc 2025 EUR Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8676501 | PA      | $9707592.05    | 0.06%             | 2028-03-06      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      1604000 | PA      | $1331320.51    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3027553 | NS      | $120738813.64  | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust             | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                                                             | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650416 | PA      | $1263255.14    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 11.485000 04-JAN-2027 BZD                                                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     44016735 | OU      | $320342.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Is Bankasi AS                                   | Turkiye Is Bankasi AS                                                                                                            | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |      3726072 | NS      | $1003227.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      2110000 | PA      | $52750.00      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     17800000 | PA      | $397635.72     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            | 2                  | On Loan: No      |
| POSCO                                                   | POSCO                                                                                                                            | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       441000 | PA      | $452466.00     | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      3244000 | PA      | $3808313.24    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Corp                                       | Toyota Motor Corp                                                                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       154900 | NS      | $2958498.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      1602000 | PA      | $1824027.69    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |       605000 | PA      | $609537.50     | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                                                                   | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6720098 | PA      | $6715813.94    | 0.04%             | 2035-07-15      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | EUR C USD P @1.150000 EO                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |   -108428000 | OU      | $-402154.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                                                                                               | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       123393 | NS      | $641.64        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Paint Holdings Co Ltd                            | Nippon Paint Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |       575096 | NS      | $4381522.48    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     90825000 | PA      | $1531677.95    | 0.01%             | 2025-12-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                                                                                | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27356 | NS      | $166324.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp                                       | Hormel Foods Corp                                                                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        15814 | NS      | $472838.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nikon Corp                                              | Nikon Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       221800 | NS      | $2132705.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                                                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       997019 | NS      | $45015407.85   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXIX Ltd                                                                                                        | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $625000.13     | 0.00%             | 2034-07-25      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Opendoor Technologies Inc                               | Opendoor Technologies Inc                                                                                                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       744088 | NS      | $564241.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Stellantis NV                                           | Stellantis NV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       320881 | NS      | $2985934.98    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -435 | NC      | $-217500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | UNITEDHEALTH GROUP INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          400 | NC      | $22000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | S+P500 EMINI FUT JUN25                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          577 | NC      | $5001957.29    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $14766.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       292000 | PA      | $282510.00     | 0.00%             | 2031-12-03      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                                                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       175896 | NS      | $49630815.36   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcon AG                                                | Alcon AG                                                                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        68705 | NS      | $6675411.51    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $1193827.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                                                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2620000 | PA      | $2633202.70    | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-BRBK                                                                                           | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2573000 | PA      | $2521473.36    | 0.02%             | 2041-10-15      | Floating      | 10.29%                | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $177304.58     | 0.00%             | 2030-02-28      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       705000 | PA      | $717196.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Northern Data AG                                        | Northern Data AG                                                                                                                 | CUSIP: 000000000<br>LEI: 391200LB6JA3HAQWTS32 | Long             | EC               | CORP              | DE        |        45011 | NS      | $1264846.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| GOTO GROUP INC                                          | GoTo Group Inc                                                                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       955250 | PA      | $831067.50     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       435000 | PA      | $413559.07     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       472496 | NS      | $9175550.53    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (PBI)                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       675000 | OU      | $14370.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCM Ltd Partnership                                     | LCM 36 Ltd                                                                                                                       | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4870000 | PA      | $4834110.54    | 0.03%             | 2034-01-15      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Aldar Properties PJSC                                   | Aldar Properties PJSC                                                                                                            | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |       333052 | NS      | $750017.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                                                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1046000 | PA      | $1064848.92    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       189413 | NS      | $68281492.37   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan B1                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1099379 | PA      | $1465142.88    | 0.01%             | 2026-04-09      | Floating      | 6.85%                 | No            | 3                  | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       965000 | PA      | $962732.25     | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MasOrange Finco Plc                                     | MasOrange Finco Plc 2025 EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |      8071640 | PA      | $9033502.46    | 0.06%             | 2031-03-25      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | USD C MXN P @21.20000 EO                                                                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | LU        |      3982000 | OU      | $676.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                                                                       | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      3673000 | PA      | $4045901.06    | 0.03%             | 2027-05-21      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                                                                        | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      5718214 | PA      | $5724336.49    | 0.04%             | 2037-04-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3065000 | PA      | $3033365.77    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                               | Goldman Sachs Group, Inc.                                                                                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3676000 | PA      | $3840238.14    | 0.02%             | 2029-05-09      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                      | WTI CRUDE OPT ICE AUG25P 68                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |           60 | NC      | $704400.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sands China Ltd                                         | Sands China Ltd                                                                                                                  | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       400000 | PA      | $399200.00     | 0.00%             | 2025-08-08      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      1760000 | PA      | $1888643.06    | 0.01%             | 2032-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $22823.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2014-2 Ltd                                                                                                      | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |       464603 | PA      | $464324.47     | 0.00%             | 2030-10-20      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $17798.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -571 | NC      | $-47964.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                                                                                               | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |       475000 | PA      | $462531.25     | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Kansai Paint Co Ltd                                     | Kansai Paint Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |       111286 | NS      | $1677446.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Auto Trader Group PLC                                   | Auto Trader Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       403779 | NS      | $4536398.59    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                                 | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |       876000 | PA      | $854853.36     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Henley Funding Ltd.                                     | Henley Clo Xi DAC                                                                                                                | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |      3140000 | PA      | $3447138.61    | 0.02%             | 2039-04-25      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                                                                           | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2120000 | PA      | $2084814.15    | 0.01%             | 2039-06-15      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                  | SierraCol Energy Andina LLC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       315000 | PA      | $289485.00     | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.660000 10-OCT-2034 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     77654368 | OU      | $-36693.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 5.237500 19-SEP-2026 WIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     44287329 | OU      | $-117643.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                                                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |       722000 | PA      | $703137.75     | 0.00%             | 2026-03-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                                            | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18807590 | PA      | $18651248.52   | 0.12%             | 2033-02-15      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      5055000 | PA      | $5705189.16    | 0.04%             | 2032-12-01      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | 10Y RTP 3.460000 06-APR-2026                                                                                                     | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |    -15068758 | OU      | $-615350.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hindustan Petroleum Corp Ltd                            | Hindustan Petroleum Corp Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |        65449 | NS      | $292910.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       295000 | PA      | $281562.99     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      3678000 | PA      | $4265581.51    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       356000 | PA      | $363450.72     | 0.00%             | 2032-05-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.905000 19-MAR-2030 WIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9854832 | OU      | $101937.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      5620000 | OU      | $-236158.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                                                                            | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       256000 | PA      | $254137.50     | 0.00%             | 2027-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       631000 | PA      | $634773.38     | 0.00%             | 2031-10-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       526000 | PA      | $546514.00     | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Bouygues SA                                             | Bouygues SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       139447 | NS      | $6129435.04    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |       890000 | PA      | $821025.00     | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      1249000 | PA      | $1182120.22    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 23-JAN-2030 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    128988500 | OU      | $3602917.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lavoro Ltd                                              | Lavoro Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        95675 | NS      | $6792.93       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |       408000 | PA      | $406090.93     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | 10Y RTP 2.950000 27-JUN-2025                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     94872889 | OU      | $60365.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yum China Holdings Inc                                  | Yum China Holdings Inc                                                                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |        54037 | NS      | $2340342.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      3669000 | PA      | $3384652.50    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-125699.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.41.V1)                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     31964823 | OU      | $1637702.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                          | Abu Dhabi Commercial Bank PJSC                                                                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |       175230 | NS      | $555277.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     54173000 | PA      | $62084624.79   | 0.39%             | 2030-07-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                                                                           | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8036000 | PA      | $8164640.29    | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust                                                                                                    | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1175348 | PA      | $1086912.11    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      6616000 | PA      | $7670710.30    | 0.05%             | 2027-05-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Japan Exchange Group Inc                                | Japan Exchange Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       473600 | NS      | $5269160.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       322000 | PA      | $322144.10     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         7505 | NC      | $10919775.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cook Park CLO, Ltd                                      | Cook Park CLO Ltd                                                                                                                | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1147986 | PA      | $1146149.34    | 0.01%             | 2030-04-17      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -387 | NC      | $-8514.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |            1 | NC      | $42361.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      3652000 | PA      | $4153077.49    | 0.03%             | 2027-05-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                                                                         | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1930941.95    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     93470000 | PA      | $15581912.06   | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       566000 | PA      | $542228.62     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lojas Renner SA                                         | Lojas Renner SA                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      1647221 | NS      | $4240574.93    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 5.755000 17-SEP-2027 BUB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2570000000 | OU      | $12372.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      1989000 | PA      | $2246389.82    | 0.01%             | 2031-07-31      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bond OAT                                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7811000 | PA      | $8866905.97    | 0.06%             | 2035-05-25      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       500000 | PA      | $482750.00     | 0.00%             | 2029-04-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1458000 | PA      | $2201363.23    | 0.01%             | 2032-09-20      | Fixed         | 8.51%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-1509664.91   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1101000 | PA      | $1091860.53    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.300000 20-MAR-2029 INR                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1925258124 | OU      | $579093.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EI09SX7E MAY 25 PUTS ON SX7E                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -376 | NC      | $-6389.28      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GREEN PLAINS SPE LLC                                    | GREEN PLAINS SPE LLC                                                                                                             | CUSIP: 39322XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91561000 | PA      | $90187585.00   | 0.57%             | 2026-02-08      | Fixed         | 11.75%                | No            | 3                  | On Loan: No      |
| JD.com Inc                                              | JD.com Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       367300 | NS      | $5980167.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc Term Loan B                                                                                                    | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4826749 | PA      | $4788521.49    | 0.03%             | 2031-08-20      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2024-1                                                                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5919578 | PA      | $5956489.88    | 0.04%             | 2031-02-12      | Fixed         | 6.06%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.IG.39.V1)                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      5478967 | OU      | $-82311.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sonder Holdings, Inc.                                   | Sonder Holdings, Inc.                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21859778 | PA      | $17925018.26   | 0.11%             | 2026-12-10      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                                                                                 | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6450000 | PA      | $5505396.21    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.560000 18-JUN-2030 PRI                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     29038992 | OU      | $18747.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TVC DSCR 21 1 CERT                                      | TVC DSCR 21 1 CERT                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6340390 | PA      | $5455938.35    | 0.03%             | 2051-02-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    179861539 | PA      | $8685191.13    | 0.05%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS ZAR ZAR OVERNIGHT SWEEP                  | BROWN BROTHERS ZAR                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1902598 | PA      | $102283.34     | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       481000 | PA      | $12025.00      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | COSTCO WHOLESALE CORP                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -132 | NC      | $-390390.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $920035.29     | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                | NSW Electricity Networks Finance Pty Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | SN               | CORP              | AU        |       470000 | PA      | $298565.81     | 0.00%             | 2055-03-11      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      4997000 | PA      | $3679141.19    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                            | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1013000 | PA      | $1121628.61    | 0.01%             | 2029-04-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| SCHOEN KLINIK SE                                        | Schoen Klinik SE 2025 EUR Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 5299005C8FSZLNO2KW98 | Long             | LON              | CORP              | DE        |      2666667 | PA      | $2988460.03    | 0.02%             | 2031-01-12      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       935000 | PA      | $926351.25     | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS DKK DKK OVERNIGHT SWEEP                  | BROWN BROTHERS DKK                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       298833 | NS      | $45353.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-9239.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIMB Group Holdings Bhd                                 | CIMB Group Holdings Bhd                                                                                                          | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |       249900 | NS      | $412810.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group                                    | NIKKEI 225                                                                                                                       | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -681 | NC      | $-2238564.83   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $2929.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2674 | NC      | $-1229074.74   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $865774.65     | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       155216 | NS      | $8063471.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | UNITED AIRLINES HOLDINGS INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1995 | NC      | $-269325.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |      1135000 | PA      | $1284661.56    | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XIII Ltd                                                                                                        | CUSIP: 83012XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $983324.60     | 0.01%             | 2038-01-21      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| QUINTIS AUS PTY LTD                                     | Quintis Australia Pty Ltd                                                                                                        | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     82684528 | PA      | $8.27          | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| Ciputra Development Tbk PT                              | Ciputra Development Tbk PT                                                                                                       | CUSIP: 000000000<br>LEI: 2549000JMJUYB9U5Y204 | Long             | EC               | CORP              | ID        |     17330700 | NS      | $960705.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| INSIGHT M INC WARRANTS                                  | INSIGHT M INC WARRANTS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      6344820 | NS      | $308992.73     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Eldorado Gold Corp                                      | Eldorado Gold Corp                                                                                                               | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        75012 | NS      | $1413226.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-2 DAC                                                                                   | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |      2400000 | PA      | $2675918.07    | 0.02%             | 2034-05-15      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| FIBER MIDCO SPA                                         | Fiber Midco Spa                                                                                                                  | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      1711000 | PA      | $1779549.43    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                  | Emirate of Dubai Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      1036000 | PA      | $731675.00     | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | USD C JPY P @155.0000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     94711000 | OU      | $34095.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-FL6 Ltd                                                                                                                 | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       849758 | PA      | $844772.15     | 0.01%             | 2036-07-16      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       746000 | PA      | $757286.98     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1398000 | PA      | $1366565.97    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Veritas US Inc                                          | Veritas US Inc 2024 Priority Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |      1844796 | PA      | $1804818.78    | 0.01%             | 2029-12-09      | Floating      | 16.80%                | No            | 2                  | On Loan: No      |
| BROWN BROTHERS HKD HKD OVERNIGHT SWEEP                  | BROWN BROTHERS HKD                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     14526581 | NS      | $1873044.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CD+R FIREFLY BIDCO LIMITED                              | CD+R FIREFLY BIDCO LIMITED 2025 GBP TERM LOAN                                                                                    | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      4375000 | PA      | $5746780.53    | 0.04%             | 2029-04-29      | Floating      | 9.21%                 | No            | 2                  | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |       480000 | PA      | $300586.10     | 0.00%             | 2054-12-11      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CommScope Holding Co Inc                                | CommScope Holding Co Inc                                                                                                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       592552 | NS      | $2216144.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1514000 | PA      | $1688876.95    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management Inc                            | Apollo Global Management Inc                                                                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       325512 | NS      | $44425877.76   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Inc                                         | Match Group Inc                                                                                                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       303084 | NS      | $8989471.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       260000 | PA      | $239363.80     | 0.00%             | 2030-07-24      | Fixed         | 9.48%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |            1 | NC      | $132200.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arista Networks Inc                                     | Arista Networks Inc                                                                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       164009 | NS      | $13493020.43   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| PIONEER MIDCO 144A NOTES                                | PIONEER MIDCO 144A NOTES                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16933329 | PA      | $16743675.93   | 0.11%             | 2030-11-18      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| J Sainsbury PLC                                         | J Sainsbury PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      1793702 | NS      | $6375019.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CIMIC FINANCE USA PTY LT                                | CIMIC Finance USA Pty Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $208365.05     | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                | Abu Dhabi National Energy Co PJSC                                                                                                | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       433000 | PA      | $425262.29     | 0.00%             | 2033-04-24      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                          | Commerzbank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       235332 | NS      | $6228658.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |            1 | NC      | $-268203.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EXO IMAGING INC                                         | EXO IMAGING INC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1423565 | NS      | $4555.41       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                                                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      1995348 | NS      | $15292758.34   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       617000 | PA      | $557750.97     | 0.00%             | 2031-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTR 3.100000 22-APR-2026                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -914097361 | OU      | $-3454135.98   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                          | GE HealthCare Technologies Inc                                                                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       121588 | NS      | $8551284.04    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      4003000 | PA      | $4755246.33    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       733000 | PA      | $949635.49     | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |       500000 | PA      | $482980.00     | 0.00%             | 2031-10-02      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $746.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AREAS WORLDWIDE SA                                      | Areas Worldwide SA 2025 EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |      7198864 | PA      | $8077762.02    | 0.05%             | 2029-12-31      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 06-MAY-2029 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    235522200 | OU      | $3951501.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CeramTec AcquiCo GmbH                                   | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |      3000000 | PA      | $3340708.19    | 0.02%             | 2029-03-16      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      1759674 | PA      | $1739878.08    | 0.01%             | 2029-02-01      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  23935300000 | PA      | $4913863.16    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | CDX.NA.HY.44.V1 5YR RTP @ 102.0000                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     18090000 | OU      | $73695.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp                                                | CSX Corp                                                                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       359156 | NS      | $10081508.92   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CORE SCIENTIFIC INC                                     | Core Scientific Inc                                                                                                              | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       894000 | PA      | $757449.18     | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| iShares Bitcoin Trust ETF                               | iShares Bitcoin Trust ETF                                                                                                        | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             | EC               | RF                | US        |       723332 | NS      | $38705495.32   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       889000 | PA      | $833499.73     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1278846.62    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11184 | NC      | $-335520.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HARVEST CLO                                             | HARVEST CLO                                                                                                                      | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |      2002000 | PA      | $2215229.46    | 0.01%             | 2037-07-25      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: USHY US EQUITY                                                                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |      6330506 | OU      | $-97725.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PKHL Commercial Mortgage Trust                          | PKHL Commercial Mortgage Trust 2021-MF                                                                                           | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       929000 | PA      | $531184.08     | 0.00%             | 2038-07-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                              | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1283000 | PA      | $1086944.77    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Corpay Inc                                              | Corpay Inc                                                                                                                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        10474 | NS      | $3407925.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VNO Mortgage Trust                                      | VNDO Trust 2016-350P                                                                                                             | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2150000 | PA      | $2080890.62    | 0.01%             | 2035-01-10      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| NIDEC CORP                                              | NIDEC CORP                                                                                                                       | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       639800 | NS      | $11370091.23   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Cypher Bidco                                            | Cypher Bidco EUR Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 724500QFI7Z9PUJA5G68 | Long             | LON              | CORP              | NL        |     19969920 | PA      | $21860541.23   | 0.14%             | 2027-12-30      | Floating      | 6.41%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          419 | NC      | $37919.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      2099000 | PA      | $2278934.53    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CP ALL PCL                                              | CP ALL PCL                                                                                                                       | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |       896900 | NS      | $1382737.61    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       455000 | PA      | $381006.67     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1613634.06    | 0.01%             | 2035-06-17      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.500000 19-MAR-2027 BUB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1223389664 | OU      | $33129.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TEREOS FINANCE GROUPE I                                 | Tereos Finance Groupe I SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |       964000 | PA      | $1095386.69    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Asahi Intecc Co Ltd                                     | Asahi Intecc Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |       194100 | NS      | $2984247.72    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       886000 | PA      | $847092.99     | 0.01%             | 2027-02-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Belimo Holding AG                                       | Belimo Holding AG                                                                                                                | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |         4886 | NS      | $4151445.59    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      2306000 | PA      | $2334114.75    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       736000 | PA      | $971310.18     | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                                                                    | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1252632 | PA      | $930744.53     | 0.01%             | 2033-07-05      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     23419000 | PA      | $6217743.42    | 0.04%             | 2029-07-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     12215000 | PA      | $13351786.56   | 0.08%             | 2027-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       500000 | PA      | $494377.50     | 0.00%             | 2030-04-02      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                                                                            | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |      5400000 | PA      | $5264762.40    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $-159160.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE AUG25                                                                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           -2 | NC      | $1536.94       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |            1 | NC      | $31150.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONTEX GROUP NV                                          | Ontex Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |       561000 | PA      | $645856.49     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SK BATTERY AMERICA INC                                  | SK Battery America Inc                                                                                                           | CUSIP: 000000000<br>LEI: 54930012FBFVNU7RWO57 | Long             | DBT              | CORP              | US        |      1326000 | PA      | $1285729.38    | 0.01%             | 2026-01-26      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Logitech International SA                               | Logitech International SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       100805 | NS      | $7660179.34    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1750 | NC      | $5250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERNATIONAL ENTER JJCO 3 LTD                          | INTERNATIONAL ENTER JJCO 3 LTD GBP TERM LOAN                                                                                     | CUSIP: 000000000<br>LEI: 254900C44ND8RC7Z9K20 | Long             | LON              | CORP              | GB        |      7647059 | PA      | $10165763.12   | 0.06%             | 2032-04-19      | Floating      | 9.21%                 | No            | 3                  | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO VI 2016-2 Ltd                                                                                                           | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $497200.05     | 0.00%             | 2034-01-15      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-3 DAC                                                                                   | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2200777.44    | 0.01%             | 2034-05-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| ELP 2021-ELP                                            | ELP Commercial Mortgage Trust 2021-ELP                                                                                           | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6585335 | PA      | $6527713.15    | 0.04%             | 2038-11-15      | Floating      | 7.10%                 | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        64547 | NS      | $1291645.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     50234000 | PA      | $68247382.75   | 0.43%             | 2030-03-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Banca Transilvania SA                                   | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | EC               | CORP              | RO        |       106777 | NS      | $687217.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          684 | NC      | $572693.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       714000 | PA      | $727030.50     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            | 2                  | On Loan: No      |
| Bankinter SA                                            | Bankinter SA                                                                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       559990 | NS      | $6523287.91    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SELECT MEDICAL CORP                                     | Select Medical Corp                                                                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      4486000 | PA      | $4454389.85    | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                           | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4311659 | PA      | $4301017.54    | 0.03%             | 2032-05-20      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Chemical Group Corp                          | Mitsubishi Chemical Group Corp                                                                                                   | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |       388100 | NS      | $1886769.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       558000 | PA      | $527661.54     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 9.305000 09-JAN-2026 TII                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    273906253 | OU      | $-133295.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       984693 | NS      | $35478488.79   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                          | ServiceNow Inc                                                                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         1326 | NS      | $1266343.26    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |            1 | NC      | $2713.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.750000 27-MAR-2035 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    103294000 | OU      | $1055401.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | TRSWAP: LQD US EQUITY                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     88483167 | OU      | $-383012.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2502 | NC      | $-186399.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8361784 | PA      | $340838.87     | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     79530000 | PA      | $3761402.08    | 0.02%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                                                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      1155000 | PA      | $1322769.79    | 0.01%             | 2029-07-31      | Floating      | 9.18%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-4 Ltd                                                                                               | CUSIP: 05685AAU2<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $497750.05     | 0.00%             | 2034-10-20      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| MTR CORP LTD                                            | MTR Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |      1250000 | PA      | $1214875.00    | 0.01%             | 2055-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      1492514 | PA      | $1559677.13    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1127000 | PA      | $981109.85     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR Clo 17 Ltd                                                                                                                   | CUSIP: 48251FAG6<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500000.00     | 0.00%             | 2034-04-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $195100.00     | 0.00%             | 2027-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1869838.76    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                | Cooperatieve Rabobank UA                                                                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $879373.39     | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CSL Ltd                                                 | CSL Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        26590 | NS      | $4268038.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       733000 | PA      | $968947.23     | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd                          | Canadian Natural Resources Ltd                                                                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       199427 | NS      | $5722712.98    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                      | AUD C USD P @0.637500 EO                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -6189000 | OU      | $-60028.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1449075.00    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     17600000 | PA      | $2509175.82    | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                                                                               | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      3899008 | PA      | $3849373.56    | 0.02%             | 2029-03-29      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $31841.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      2257000 | PA      | $2050267.60    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $2327.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp                                  | FUJIFILM Holdings Corp                                                                                                           | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       498609 | NS      | $10212694.10   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                     | Sumitomo Mitsui Financial Group Inc                                                                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       460300 | NS      | $10981475.42   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                                                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      8358677 | PA      | $8214155.17    | 0.05%             | 2031-02-06      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 9 Ltd                                                                                                       | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       990000 | PA      | $980672.22     | 0.01%             | 2038-04-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     13317000 | PA      | $3468264.92    | 0.02%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.550000 19-MAR-2030 BUB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    490036520 | OU      | $38343.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      4700000 | PA      | $4618914.75    | 0.03%             | 2027-11-03      | Fixed         | 2.13%                 | No            | 1                  | On Loan: No      |
| Erie Indemnity Co                                       | Erie Indemnity Co                                                                                                                | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         9046 | NS      | $3244076.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Myers Park CLO LTD                                      | Myers Park CLO Ltd                                                                                                               | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249499.98     | 0.00%             | 2030-10-20      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      1239000 | PA      | $1166595.94    | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| NEW GENERATION GAS BOND                                 | NEW GENERATION GAS BOND                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10562973 | PA      | $10404528.38   | 0.07%             | 2029-09-30      | Variable      | 10.05%                | No            | 3                  | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      2737000 | PA      | $3099718.87    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd                                      | Trip.com Group Ltd                                                                                                               | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |          278 | NS      | $16399.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1589000 | PA      | $1594642.54    | 0.01%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| HANWHA LIFE INSURANCE                                   | Hanwha Life Insurance Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |      1000000 | PA      | $968160.00     | 0.01%             | 2032-02-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Dexcom Inc                                              | Dexcom Inc                                                                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       131979 | NS      | $9420661.02    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Galapagos SA                                            | Galapagos SA 2023 EUR Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: 222100VNOODNFC2EMH65 | Long             | LON              | CORP              | LU        |     12962306 | PA      | $14684355.32   | 0.09%             | 2026-03-01      | Floating      | 6.14%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2056 | NC      | $-441012.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1972000 | PA      | $1950554.50    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2201000 | PA      | $2090152.40    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $1177856.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosus NV                                               | Prosus NV                                                                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       130579 | NS      | $6122142.99    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                   | Thames Water Utilities Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      5048000 | PA      | $5205434.91    | 0.03%             | 2027-06-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                          | Bancolombia SA                                                                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |       583000 | PA      | $603375.85     | 0.00%             | 2034-12-24      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 9.895000 20-SEP-2033 JIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    276671136 | OU      | $1456524.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      1441085 | NS      | $83843564.04   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| MATTERHORN TELECOM HOLDING SA                           | Matterhorn Telecom Holding SA EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | LON              | CORP              | LU        |      4085107 | PA      | $4593708.56    | 0.03%             | 2032-01-30      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Sojitz Corp                                             | Sojitz Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |       117500 | NS      | $2779794.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED DKK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |            1 | NC      | $2427924.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        68000 | PA      | $63600.26      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| General Electric Co                                     | General Electric Co                                                                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        65653 | NS      | $13231705.62   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SOFI PERS LN TR 2023 1                                  | SOFI PERS LN TR 2023 1                                                                                                           | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       163506 | PA      | $7581228.42    | 0.05%             | 2030-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |            1 | NC      | $94298.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2016-10HY Mortgage Trust                                                                                            | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       897300 | PA      | $856142.91     | 0.01%             | 2038-08-10      | Variable      | 3.08%                 | No            | 2                  | On Loan: No      |
| FRONTIER NORTH INC                                      | Frontier North Inc                                                                                                               | CUSIP: 362337AK3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      5085000 | PA      | $5148562.50    | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      2040000 | PA      | $2011950.00    | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Carlsberg AS                                            | Carlsberg AS                                                                                                                     | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        24310 | NS      | $3312326.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Suzuki Motor Corp                                       | Suzuki Motor Corp                                                                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       594100 | NS      | $7119490.79    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 32 Ltd                                                                                                                   | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500000.00     | 0.00%             | 2037-07-21      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| National Stock Exchange Of India                        | IFSC NIFTY 50 FUT MAY25                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         1579 | NC      | $-260758.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                               | Zurich Insurance Group AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |          946 | NS      | $670969.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $2405.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AMERICAN AIRLINES GROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          754 | NC      | $11687.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       728000 | PA      | $743840.89     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TR        |            1 | NC      | $123084.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NMC Health PLC                                          | NMC Health PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |      1077976 | NS      | $14.37         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                            | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       334000 | PA      | $361077.17     | 0.00%             | 2030-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       586000 | PA      | $539781.11     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| MCM 2021 VFN1                                           | MCM 2021 VFN1                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9755823 | PA      | $6272407.78    | 0.04%             | 2028-08-25      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-B LLC                                                                                             | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       147882 | PA      | $137621.57     | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | DOW INC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -751 | NC      | $-42807.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                                                                                | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       254485 | NS      | $58506.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $2831210.94    | 0.02%             | 2030-12-13      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $923120.00     | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Great Wall Motor Co Ltd                                 | Great Wall Motor Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |      1284000 | NS      | $1834824.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-95827.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-1897445.50   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO                  | Park Avenue Institutional Advisers CLO Ltd 2017-1                                                                                | CUSIP: 70017KAN9<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $494450.05     | 0.00%             | 2034-02-14      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                       | Eversource Energy                                                                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        94197 | NS      | $5602837.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-1 Ltd                                                                                                    | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $497450.05     | 0.00%             | 2034-04-20      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| EMIRATES NBD BANK PJSC                                  | Emirates NBD Bank PJSC                                                                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      1486000 | PA      | $1523150.00    | 0.01%             | 2030-08-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                        | Duke Energy Corp                                                                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       109400 | NS      | $13348988.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SCHAEFFLER AG                                           | SCHAEFFLER AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $676311.76     | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc 2025 Term Loan B                                                                                                | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |      5660000 | PA      | $5556252.20    | 0.03%             | 2032-03-19      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                                 | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6030000 | PA      | $5349266.67    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Allianz SE                                              | Allianz SE                                                                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        32191 | NS      | $13313447.74   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Flowco Holdings Inc                                     | Flowco Holdings Inc                                                                                                              | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306734 | NS      | $5926100.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      1000000 | PA      | $972550.00     | 0.01%             | 2026-04-07      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Snowflake Inc                                           | Snowflake Inc                                                                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       112589 | NS      | $17956819.61   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EI09SX7E MAY 25 CALLS ON SX7E                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -4610 | NC      | $-26112.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RESORT CMNTYS LOANCO LP                                 | RESORT CMNTYS LOANCO LP                                                                                                          | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     54564666 | PA      | $54291842.67   | 0.34%             | 2028-11-21      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                                                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       361012 | NS      | $198195588.00  | 1.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Europa University Education Group, S.L                  | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B                                                               | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |      3707995 | PA      | $4201486.16    | 0.03%             | 2031-10-30      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Hoya Corp                                               | Hoya Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |        44300 | NS      | $5212607.46    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: BKLN US EQUITY                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1720507 | OU      | $3664.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OCEANA A NOTE 4 YEAR                                    | OCEANA A NOTE 4 YEAR                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     16288000 | PA      | $10916341.84   | 0.07%             | 2027-07-31      | Fixed         | 12.50%                | No            | 3                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         5825 | NS      | $6768650.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Inspired FinCo Holdings Limited                         | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6                                                                            | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |       722497 | PA      | $810206.26     | 0.01%             | 2031-02-28      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                                                                           | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |       651000 | PA      | $611940.00     | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1690000 | PA      | $1665017.41    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-14786.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lululemon Athletica Inc                                 | Lululemon Athletica Inc                                                                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        27045 | NS      | $7322974.65    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                  | Krung Thai Bank PCL/Cayman Islands                                                                                               | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |       596000 | PA      | $576630.00     | 0.00%             | 2026-03-25      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                | Brand Industrial Services Inc                                                                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |       667000 | PA      | $633600.52     | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| LoanCore Issuer, Ltd.                                   | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5220000 | PA      | $5160075.44    | 0.03%             | 2042-08-17      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  39180000000 | PA      | $2589184.34    | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| INSIGHT M INC SERIES D                                  | INSIGHT M INC SERIES D                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6123315 | NS      | $1265689.21    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |            1 | NC      | $2378078.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2019-2 Ltd                                                                                                              | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       903386 | PA      | $901201.71     | 0.01%             | 2032-07-20      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-43225.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      1500000 | PA      | $1671648.52    | 0.01%             | 2030-02-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| HSBC BANK PLC                                           | EUR/CZK One-touch barrier option; Barrier price EUR 24.50000                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       604000 | OU      | $31111.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                              | Verizon Communications Inc                                                                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       455974 | NS      | $20090214.44   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CIMB BANK BHD                                           | CIMB Bank Bhd                                                                                                                    | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |       700000 | PA      | $669158.00     | 0.00%             | 2027-07-20      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BHP Group Ltd                                           | BHP Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       485481 | NS      | $11570785.05   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8151041 | PA      | $527564.69     | 0.00%             | 2030-04-25      | Variable      | 1.76%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -580 | NC      | $-827950.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| DigiPlus Interactive Corp                               | DigiPlus Interactive Corp                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |       978700 | NS      | $698402.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       659088 | NS      | $92746863.36   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| ELIOR GROUP SA                                          | Elior Group SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |      1030000 | PA      | $1181421.48    | 0.01%             | 2030-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP: LQD US EQUITY                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     33140115 | OU      | $-143452.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GRUENENTHAL GMBH                                        | Gruenenthal GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       778000 | PA      | $863765.80     | 0.01%             | 2031-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | USD P CLP C @930.00 EO                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -5178000 | OU      | $-40797.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CarMax Inc                                              | CarMax Inc                                                                                                                       | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       152343 | NS      | $9852021.81    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Experian PLC                                            | Experian PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        79053 | NS      | $3932969.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLII Ltd                                                                                                    | CUSIP: 04966HAE6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $600300.00     | 0.00%             | 2030-11-21      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| RTX Corp                                                | RTX Corp                                                                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        15591 | NS      | $1966492.83    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CELLNEX TELECOM SA                                      | Cellnex Telecom SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      7900000 | PA      | $7967617.56    | 0.05%             | 2031-11-20      | Fixed         | 0.75%                 | No            | 1                  | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                         | Lyra Music Assets Delaware LP                                                                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      7274559 | PA      | $7161534.50    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $-189317.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp                               | Edwards Lifesciences Corp                                                                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        43242 | NS      | $3264338.58    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      1528000 | PA      | $2189603.33    | 0.01%             | 2086-08-30      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP             | DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22220006 | NS      | $22220006.00   | 0.14%             |  |  |  | Yes           | N/A                | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1047000 | PA      | $1001332.32    | 0.01%             | 2034-08-10      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Regatta 31 Funding Ltd.                                 | Regatta 31 Funding Ltd                                                                                                           | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1094500.00    | 0.01%             | 2038-03-25      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                                                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |       637000 | PA      | $672232.47     | 0.00%             | 2031-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                            | Helios Software Holdings Inc 2025 EUR Term Loan B                                                                                | CUSIP: 42328DAM0<br>LEI: 213800L79ZXIG33VIU08 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1088748.64    | 0.01%             | 2028-03-13      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| CML Lake Tahoe Resort Hotel                             | CML Lake Tahoe Resort Hotel Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11574000 | PA      | $11621453.40   | 0.07%             | 2026-10-25      | Floating      | 7.33%                 | No            | 3                  | On Loan: No      |
| AIVEN SERIES D PREFERRED                                | AIVEN SERIES D PREFERRED                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | FI        |        86562 | NS      | $4038982.92    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                | Medco Maple Tree Pte Ltd                                                                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       550000 | PA      | $561346.50     | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            | 2                  | On Loan: No      |
| FLYR SECURED NOTES WTS                                  | FLYR SECURED NOTES WTS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6833726 | PA      | $6679967.22    | 0.04%             | 2027-01-20      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       750000 | PA      | $653553.75     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          376 | NC      | $7986.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       844000 | PA      | $810856.15     | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $43854.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EXCELERATE ENERGY LP                                    | Excelerate Energy LP                                                                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      2961000 | PA      | $3007864.31    | 0.02%             | 2030-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P JPY C @145.0000 EO                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     94711000 | OU      | $2828449.30    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Argenx SE                                               | Argenx SE                                                                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         6424 | NS      | $4144379.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $-243768.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| H&E EQUIPMENT SERVICES                                  | H&E Equipment Services Inc                                                                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |       698000 | PA      | $695040.76     | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LATCH INC                                               | LATCH INC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520854 | NS      | $72919.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AGRIFARMA SPA                                           | Agrifarma SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 815600F89DA538E88804 | Long             | DBT              | CORP              | IT        |      9506000 | PA      | $10698664.54   | 0.07%             | 2028-10-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Eiffage SA                                              | Eiffage SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        51841 | NS      | $7054147.11    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     28680000 | PA      | $32963599.20   | 0.21%             | 2030-01-31      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The                                                                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       462769 | NS      | $84797791.56   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Nissan Chemical Corp                                    | Nissan Chemical Corp                                                                                                             | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |       103600 | NS      | $3030157.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TVC DSCR 21 1 A                                         | TVC DSCR 21 1 A                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13365259 | PA      | $12263485.62   | 0.08%             | 2051-02-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | AMERICAN AIRLINES GROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -751 | NC      | $-3004.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     27476000 | PA      | $552109.22     | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            | 2                  | On Loan: No      |
| AERNNOVA AEROSPACE SAU                                  | Aernnova Aerospace SAU 2024 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |      7817500 | PA      | $8740930.12    | 0.05%             | 2030-02-27      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    189410700 | PA      | $9517379.39    | 0.06%             | 2026-09-03      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | NASDAQ 100 E-MINI JUN25                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -1724 | NC      | $7773763.54    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -709 | NC      | $-49984.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Moneta Money Bank AS                                    | Moneta Money Bank AS                                                                                                             | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |        92327 | NS      | $570721.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Snorkel AI Inc                                          | Snorkel AI Inc                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70636 | NS      | $604644.16     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Autodesk Inc                                            | Autodesk Inc                                                                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        32259 | NS      | $8847030.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Prysmian SpA                                            | Prysmian SpA                                                                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       300301 | NS      | $16496197.67   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      1234000 | PA      | $1110476.60    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       609000 | PA      | $582598.45     | 0.00%             | 2035-03-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| RIYAD T1 SUKUK LTD                                      | Riyad T1 Sukuk Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900U0H7PYCRKOV841 | Long             | DBT              | CORP              | KY        |       500000 | PA      | $488905.00     | 0.00%             | 2029-10-03      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                                                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      3619000 | PA      | $4943620.09    | 0.03%             | 2029-07-31      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                                | Crowdstrike Holdings Inc                                                                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        33538 | NS      | $14383442.06   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                                 | Aon PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         6742 | NS      | $2391994.18    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10588000 | PA      | $10581152.74   | 0.07%             | 2027-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Bytedance Ltd                                           | Bytedance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 54930057HU24VGK3CO92 | Long             | EP               | CORP              | US        |       308665 | NS      | $61362602.00   | 0.39%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      1912000 | PA      | $2159308.00    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| GE Vernova Inc                                          | GE Vernova Inc                                                                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        27740 | NS      | $10286546.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1040000 | PA      | $957262.07     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (TITIM)                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |      1700000 | OU      | $36691.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: CNY 1.582500 19-MAR-2028 CNR                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49007500 | OU      | $32302.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       167000 | PA      | $174663.46     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Capital Four CLO                                        | Capital Four CLO VIII DAC                                                                                                        | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3558956.28    | 0.02%             | 2037-10-25      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       111000 | PA      | $86235.11      | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-1886.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Speed Midco 3 Sarl                                      | Speed Midco 3 Sa rl 2024 GBP Term Loan B2                                                                                        | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |      2183620 | PA      | $2906620.04    | 0.02%             | 2029-05-16      | Floating      | 9.41%                 | No            | 3                  | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       214000 | PA      | $201516.02     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ferrari NV                                              | Ferrari NV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        35672 | NS      | $16329954.97   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| STUDIO CITY CO LTD                                      | Studio City Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      1200000 | PA      | $1195800.00    | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                                            | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11028224 | PA      | $10956801.14   | 0.07%             | 2033-02-15      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          700 | NC      | $16800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $-36370.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INDIA GREEN POWER HOLD                                  | India Green Power Holdings                                                                                                       | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |       519960 | PA      | $493962.00     | 0.00%             | 2027-02-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO XI DAC                                                                                                               | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |      2000000 | PA      | $2215945.78    | 0.01%             | 2038-11-20      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 115750000000 | PA      | $7052927.11    | 0.04%             | 2038-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED JPY / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |            1 | NC      | $-597141.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1816000 | PA      | $1500742.40    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |      1119000 | PA      | $1476405.67    | 0.01%             | 2031-10-27      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                             | B3 SA - Brasil Bolsa Balcao                                                                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      3841592 | NS      | $9131578.21    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST BRANDS GROUP LLC                                  | First Brands Group LLC 2023 EUR Incremental Term Loan                                                                            | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6160455 | PA      | $6507800.09    | 0.04%             | 2027-03-30      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | EUR C USD P @1.120000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |   -121337891 | OU      | $-2152450.00   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LOADSMART INC                                           | LOADSMART INC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       131402 | NS      | $1208898.40    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1689723.57    | 0.01%             | 2030-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       417000 | PA      | $413101.53     | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      2222000 | PA      | $2118467.91    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| FREEWIRE EQUITY                                         | FREEWIRE EQUITY                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          166 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      3607000 | PA      | $3598373.25    | 0.02%             | 2028-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $22280.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XV DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 63540019ZRWR9Z7GEY65 | Long             | ABS-CBDO         | CORP              | IE        |       134000 | PA      | $150940.97     | 0.00%             | 2031-04-15      | Floating      | 3.33%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4022000 | PA      | $4289324.13    | 0.03%             | 2028-01-26      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                          | CAMB Commercial Mortgage Trust 2019-LIFE                                                                                         | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1357506 | PA      | $1348173.15    | 0.01%             | 2037-12-15      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       799000 | PA      | $755625.17     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: BKLN US EQUITY                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3025083 | OU      | $37475.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       888000 | PA      | $964474.94     | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                 | Heidelberg Materials AG                                                                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |         9237 | NS      | $1846600.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rialto Real Estate Fund LP                              | RIAL 2022-FL8 Issuer Ltd                                                                                                         | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      4557000 | PA      | $4536338.11    | 0.03%             | 2037-01-19      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                                                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      2639486 | PA      | $2635473.86    | 0.02%             | 2028-05-12      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      7550000 | PA      | $8476557.36    | 0.05%             | 2031-09-30      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $11411.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       606000 | PA      | $605233.65     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Raiffeisen Bank International AG                        | Raiffeisen Bank International AG                                                                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |        14931 | NS      | $398826.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LIONS GATE CAPITAL HOLD                                 | Lions Gate Capital Holdings LLC                                                                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |       796000 | PA      | $610588.12     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       519000 | PA      | $509400.06     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SAN MIGUEL CORP                                         | San Miguel Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 549300AGC9NFF12PHN68 | Long             | DBT              | CORP              | PH        |       289000 | PA      | $286110.00     | 0.00%             | 2025-07-29      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 7 Ltd                                                                                                      | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250000.00     | 0.00%             | 2037-04-28      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2441292.85    | 0.02%             | 2031-10-09      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 11.573000 04-JAN-2027 BZD                                                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     27367396 | OU      | $183979.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 8.020000 26-MAR-2026 JIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    199537968 | OU      | $-85270.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VZ VENDOR FINANCING                                     | VZ Vendor Financing II BV                                                                                                        | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      5928000 | PA      | $6107781.66    | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                                                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        62178 | NS      | $3888612.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6180814 | PA      | $8834371.05    | 0.06%             | 2026-06-19      | Fixed         | 15.00%                | Yes           | 3                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                             | Nidda Healthcare Holding AG 2024 EUR Term Loan B2                                                                                | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |      7676768 | PA      | $8689412.36    | 0.05%             | 2030-02-21      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1499000 | PA      | $1286142.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| IREN Ltd                                                | IREN Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |       250421 | NS      | $1530072.31    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| LyondellBasell Industries NV                            | LyondellBasell Industries NV                                                                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        72759 | NS      | $4235301.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IBERDROLA FINANZAS SAU                                  | Iberdrola Finanzas SA                                                                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $2137158.98    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Hermes International SCA                                | Hermes International SCA                                                                                                         | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        26830 | NS      | $73787327.97   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       455958 | NS      | $49878079.66   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| LOADSMART INC                                           | LOADSMART INC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1250814 | NS      | $7392310.74    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2500 | NC      | $-51250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      6302000 | PA      | $7269301.19    | 0.05%             | 2031-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                                                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       250223 | NS      | $14800690.45   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Electric Corp                                | Mitsubishi Electric Corp                                                                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       497779 | NS      | $9629730.89    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (OXY)                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      1430000 | OU      | $31647.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 8.970000 14-DEC-2029 TII                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     57803410 | OU      | $-151741.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-3295948.58   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Palo Alto Networks Inc                                  | Palo Alto Networks Inc                                                                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        64738 | NS      | $12101474.34   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      5079000 | PA      | $6447269.70    | 0.04%             | 2027-11-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-59574.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TONGYANGLIFEINSURANCECO                                 | Tongyang Life Insurance Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |      1000000 | PA      | $997760.80     | 0.01%             | 2035-05-07      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       733000 | PA      | $959766.62     | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $3665.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Contego CLO DAC                                         | Contego Clo V DAC                                                                                                                | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |      2030000 | PA      | $2230211.40    | 0.01%             | 2037-10-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXII                                                                                                                  | CUSIP: 03765XAJ5<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500000.00     | 0.00%             | 2031-04-20      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       162000 | PA      | $161591.87     | 0.00%             | 2027-05-13      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                                                                            | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       861000 | PA      | $884324.49     | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            | 2                  | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan A2                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     19085341 | PA      | $25435047.70   | 0.16%             | 2026-04-09      | Floating      | 6.85%                 | No            | 3                  | On Loan: No      |
| TELE COLUMBUS AG                                        | Tele Columbus AG 2024 EUR Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | LON              | CORP              | DE        |      3493542 | PA      | $3017716.16    | 0.02%             | 2029-01-01      | Floating      | 0.50%                 | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       108245 | NS      | $1192859.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Starbucks Corp                                          | Starbucks Corp                                                                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        21162 | NS      | $1694018.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TK Elevator Holdco GmbH                                 | TK Elevator Holdco GmbH                                                                                                          | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |      3249900 | PA      | $3681945.41    | 0.02%             | 2028-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TE Connectivity PLC                                     | TE Connectivity PLC                                                                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        24202 | NS      | $3542688.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RWE AG                                                  | RWE AG                                                                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       433190 | NS      | $16822564.26   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                                                                           | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      8600000 | PA      | $8488899.18    | 0.05%             | 2031-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| QUINTIS AUS PTY LTD                                     | Quintis Australia Pty Ltd                                                                                                        | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     92389186 | PA      | $10855729.36   | 0.07%             | 2026-10-01      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| UBS AG                                                  | EUR P USD C @1.020000 EO                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -11696000 | OU      | $-2623.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan A1                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      6259317 | PA      | $8341796.57    | 0.05%             | 2026-04-09      | Floating      | 6.85%                 | No            | 3                  | On Loan: No      |
| BROWN BROTHERS NOK NOK OVERNIGHT SWEEP                  | BROWN BROTHERS NOK                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       466365 | NS      | $44828.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  48336000000 | PA      | $2884781.29    | 0.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.070000 14-JAN-2027 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    341295000 | OU      | $3235350.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                                                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       930000 | PA      | $797516.94     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     40095000 | PA      | $9404159.13    | 0.06%             | 2034-07-05      | Fixed         | 3.83%                 | No            | 2                  | On Loan: No      |
| TOTO Ltd                                                | TOTO Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        59600 | NS      | $1571560.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AMERICAN AIRLINES GROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          751 | NC      | $3379.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |       539000 | PA      | $631049.13     | 0.00%             | 2025-11-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.000000 16-JAN-2030 SON                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    128988500 | OU      | $2587792.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TC Energy Corp                                          | TC Energy Corp                                                                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       341655 | NS      | $17261185.80   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1565000 | PA      | $1457601.88    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $974602.62     | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc                                                                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       235000 | PA      | $231208.16     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1470000 | PA      | $1420459.74    | 0.01%             | 2030-02-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Samsung C&T Corp                                        | Samsung C&T Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |        21775 | NS      | $1873943.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-1834549.85   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HAWKEYE 360 MGR WTS                                     | HAWKEYE 360 MGR WTS                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        68250 | NS      | $529620.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       350000 | PA      | $335300.00     | 0.00%             | 2053-11-14      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      3488000 | PA      | $4552850.67    | 0.03%             | 2030-12-20      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| American Auto Auction Group, LLC                        | American Auto Auction Group LLC 2024 Term Loan B                                                                                 | CUSIP: 02403MAQ3<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |      1685972 | PA      | $1685972.37    | 0.01%             | 2027-12-30      | Floating      | 8.80%                 | No            | 3                  | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $737668.59     | 0.00%             | 2027-07-13      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3017000 | PA      | $2593216.79    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                  | GLP China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |       230000 | PA      | $212607.40     | 0.00%             | 2026-03-29      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      3123000 | PA      | $4048609.26    | 0.03%             | 2029-05-07      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (PARA)                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      1955000 | OU      | $-18373.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      1308000 | PA      | $1328376.02    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      2955000 | PA      | $3155837.34    | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          963 | NC      | $1370671.03    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1600 | NC      | $-636000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS FINANCE CORP                                         | GS Finance Corp                                                                                                                  | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     26850000 | PA      | $27732022.50   | 0.17%             | 2030-02-14      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       732000 | PA      | $681124.24     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | UBER TECHNOLOGIES INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1543 | NC      | $-81007.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1688000 | PA      | $1676403.44    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                  | AP Moller - Maersk A/S                                                                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          821 | NS      | $1413667.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $790692.00     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1558235.88    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP:  GSISSK1D 19-DEC-2025 12/1                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |      1439226 | OU      | $-161120.24    | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                                                                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       363731 | NS      | $48176170.95   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenaris SA                                              | Tenaris SA                                                                                                                       | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       237095 | NS      | $3953544.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                                     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      1097000 | PA      | $1085121.35    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3740000 | PA      | $3755693.04    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       722000 | PA      | $716765.50     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                                                                                          | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       384213 | NS      | $2388226.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (SPG)                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      4065000 | OU      | $-64676.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LESSEN HLDS SERIES BX                                   | LESSEN HLDS SERIES BX                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841086 | NS      | $2027017.26    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | USD/CAD One-touch barrier option; Barrier price USD 1.33500                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |       407000 | OU      | $69298.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      1896000 | PA      | $1866985.89    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1025000 | PA      | $1320372.77    | 0.01%             | 2030-06-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| OCEANA A NOTE 3 YEAR                                    | OCEANA A NOTE 3 YEAR                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      9773000 | PA      | $6424737.21    | 0.04%             | 2026-07-31      | Fixed         | 12.50%                | No            | 3                  | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98191.57      | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Rainbow Finco Sa rl                                     | Rainbow Finco Sa rl EUR Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4102564 | PA      | $4583687.35    | 0.03%             | 2029-02-23      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED NOK / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |            1 | NC      | $-3359108.22   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | EUR C NOK P @12.00000 EO                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -3956000 | OU      | $-6260.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Unicharm Corp                                           | Unicharm Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |       525500 | NS      | $4879339.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $107584.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.123300 21-NOV-2028 SON                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     57649000 | OU      | $1218837.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                 | Virgin Media Vendor Financing Notes III DAC                                                                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |      8538000 | PA      | $10690193.72   | 0.07%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       784000 | PA      | $774200.00     | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MELANGE SECONDARIES                                     | MELANGE SECONDARIES                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7078961 | NS      | $6937382.07    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| HSBC BANK PLC                                           | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |      5441150 | OU      | $10778.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | EUR P USD C @1.055000 EO                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      7797000 | OU      | $6986.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell PLC                                               | Shell PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      2745012 | NS      | $89296619.91   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| RELATIVITY SPACE INC                                    | RELATIVITY SPACE INC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       399649 | NS      | $3996.49       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 10Y RTR 3.500000 10-JUL-2025                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    182098000 | OU      | $2078359.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |            1 | NC      | $127453.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresnillo PLC                                           | Fresnillo PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       184186 | NS      | $2468564.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ACEN FINANCE LTD                                        | ACEN Finance Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 54930080P6CVPPSROL50 | Long             | DBT              | CORP              | KY        |       266000 | PA      | $171570.00     | 0.00%             | 2025-09-08      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1450 | NC      | $-58000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Telix Pharmaceuticals Ltd                               | Telix Pharmaceuticals Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 894500HTWOOGIHLLSB86 | Long             | EC               | CORP              | AU        |        23909 | NS      | $415630.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $176491.70     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| United Petfood Finance BV                               | United Petfood Finance BV 2025 EUR Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |      5977528 | PA      | $6701491.41    | 0.04%             | 2032-02-26      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |       869000 | PA      | $1039526.91    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | FEDEX CORP                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -300 | NC      | $-24900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1999 | NC      | $1814092.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAND ROUNDS INC                                        | GRAND ROUNDS INC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11562554 | NS      | $7862536.72    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bank Syariah Indonesia Tbk PT                           | Bank Syariah Indonesia Tbk PT                                                                                                    | CUSIP: 000000000<br>LEI: 9845009CD3B814E04066 | Long             | EC               | CORP              | ID        |      2813570 | NS      | $483912.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5640159.30    | 0.04%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| AB CarVal Euro CLO                                      | AB Carval Euro CLO II-C DAC                                                                                                      | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |      2350000 | PA      | $2647988.69    | 0.02%             | 2037-02-15      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.354000 26-APR-2034 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1281637600 | OU      | $76396733.95   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortescue Ltd                                           | Fortescue Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       395310 | NS      | $4082637.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Exchange                                          | NIKKEI 225 (OSE) JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         1051 | NC      | $-4874824.81   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      2046000 | PA      | $2247246.36    | 0.01%             | 2027-03-31      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     21614615 | OU      | $1114962.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       114076 | NS      | $13166651.92   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                                                                                                       | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |       517208 | NS      | $8502415.61    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |            1 | NC      | $-13505.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                                                                    | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3734687 | PA      | $3367393.23    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Ulta Beauty Inc                                         | Ulta Beauty Inc                                                                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        36750 | NS      | $14539770.00   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaspi.KZ JSC                                            | Kaspi.KZ JSC                                                                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        16409 | NS      | $1442187.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Station Casinos LLC                                     | Station Casinos LLC 2024 Term Loan B                                                                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      3383368 | PA      | $3354136.12    | 0.02%             | 2031-03-14      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                            | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       539000 | PA      | $503560.75     | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                                | Telefonica Emisiones SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      1472000 | PA      | $1969380.37    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2020-I Ltd                                                                                                          | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2475000 | PA      | $2473020.25    | 0.02%             | 2036-07-15      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2024-III Ltd                                                                                                        | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $700775.11     | 0.00%             | 2037-07-21      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -998 | NC      | $-26946.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/SCDS: (AXASA)                                                                                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | FR        |      4186758 | OU      | $107068.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       386000 | PA      | $393222.45     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    112450000 | PA      | $1924020.84    | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      1531000 | PA      | $1552039.00    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          547 | NC      | $491395.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kuehne + Nagel International AG                         | Kuehne + Nagel International AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |        34780 | NS      | $8009729.96    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| COREWEAVE INC                                           | COREWEAVE INC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       110400 | NS      | $4559520.00    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| CK HUTCHISON GROUP                                      | CK Hutchison Group Telecom Finance SA                                                                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      2497000 | PA      | $2417766.18    | 0.02%             | 2034-10-17      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| GM CRUISE HOLDINGS LLC                                  | GM CRUISE HOLDINGS LLC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       373495 | NS      | $373495.00     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |      2121022 | PA      | $2165945.46    | 0.01%             | 2042-01-25      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| VOLOCOPTER GMBH                                         | VOLOCOPTER GMBH                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |         4218 | NS      | $0.05          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2257000 | PA      | $2126093.55    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| RAPIDSOS WARRANTS                                       | RAPIDSOS WARRANTS                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      2862231 | NS      | $2604630.21    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Merck KGaA                                              | Merck KGaA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        44560 | NS      | $6203646.96    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                 | IRB INFRASTRUCTURE DEVE                                                                                                          | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |       500000 | PA      | $488280.00     | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | No            | 2                  | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                                                                                                       | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |      3722000 | NS      | $1075754.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        39344 | NS      | $5841010.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |         4664 | NS      | $69633.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-2 Ltd                                                                                                    | CUSIP: 77340GAL5<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $499300.00     | 0.00%             | 2029-10-15      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       700000 | PA      | $702891.00     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| TRAVIATA BV                                             | TRAVIATA BV 2025 EUR PIK TERM LOAN                                                                                               | CUSIP: 000000000<br>LEI: 529900TJUCAM0UQXSF21 | Long             | LON              | CORP              | DE        |      7800000 | PA      | $8659509.32    | 0.05%             | 2033-01-22      | Floating      | 2.18%                 | No            | 2                  | On Loan: No      |
| PLATEA BC BIDCO AB                                      | Platea BC Bidco AB EUR Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |      4166665 | PA      | $4716526.82    | 0.03%             | 2031-04-03      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | UBER TECHNOLOGIES INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1543 | NC      | $-62491.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       500000 | PA      | $496125.00     | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NN GROUP NV                                             | NN Group NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      1650000 | PA      | $1775401.11    | 0.01%             | 2034-09-11      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Lions Gate Capital Holdings 1 Inc                                                                                                | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17943000 | PA      | $16193557.50   | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                          | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $990150.00     | 0.01%             | 2030-03-27      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     25092133 | PA      | $599096.70     | 0.00%             | 2033-07-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| XEROX ISSUER CORPORATION                                | Xerox Issuer Corp                                                                                                                | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $2332358.27    | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.991720 19-FEB-2055 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4612132 | OU      | $-139181.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     11777000 | PA      | $11379114.06   | 0.07%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Textron Inc                                             | Textron Inc                                                                                                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        44825 | NS      | $3154335.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 9.965000 04-JAN-2027 BZD                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    138239477 | OU      | $-2382904.08   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $96809.57      | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1238508.03    | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18683 | NS      | $1855969.22    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3652000 | PA      | $3641950.81    | 0.02%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       558000 | PA      | $567618.80     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC 2024 USD Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |      1218911 | PA      | $1188438.09    | 0.01%             | 2027-12-09      | Fixed         | 15.00%                | No            | 3                  | On Loan: No      |
| SK Hynix Inc                                            | SK Hynix Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        25508 | NS      | $3182711.53    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       713000 | PA      | $660509.08     | 0.00%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -419 | NC      | $-5447.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       134000 | PA      | $143659.93     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                               | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      5730000 | PA      | $5760988.41    | 0.04%             | 2039-06-10      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       879000 | PA      | $809551.18     | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1411882.92    | 0.01%             | 2035-03-23      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| URSA MAJOR TECHNOLOGIES INC                             | URSA MAJOR TECHNOLOGIES INC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200098 | NS      | $478234.22     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BROWN BROTHERS NZD NZD OVERNIGHT SWEEP                  | BROWN BROTHERS NZD                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        95080 | NS      | $56477.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $19794.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |            1 | NC      | $1254925.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group                                    | NIKKEI 225                                                                                                                       | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |          681 | NC      | $6834767.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1347000 | PA      | $1314840.38    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FLYR D 1 PREF WARR                                      | FLYR D 1 PREF WARR                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35428 | NS      | $154466.08     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $18891.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       227000 | PA      | $217363.58     | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RAPIDSOS SERIES C 1 EQUITY                              | RAPIDSOS SERIES C 1 EQUITY                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5162136 | NS      | $4749165.12    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      5924000 | PA      | $7046556.76    | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      1300000 | PA      | $1237522.00    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| DAVIDSON HOMES WARRANTS                                 | DAVIDSON HOMES WARRANTS                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       232643 | NS      | $1128318.55    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |            1 | NC      | $-37145.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                     | EssilorLuxottica SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       157473 | NS      | $45376315.13   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                                                                     | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |      7947931 | PA      | $8918281.62    | 0.06%             | 2030-04-30      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| CROWN PROPTECH UNVESTED                                 | CROWN PROPTECH UNVESTED                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94715 | NS      | $0.95          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BANC CREDITO INVERSIONES                                | Banco de Credito e Inversiones SA                                                                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |       420000 | PA      | $435225.00     | 0.00%             | 2029-05-08      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: JPY 1.452000 11-MAR-2054 FTO                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2733675000 | OU      | $-1791418.53   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                             | CROWN PROPTECH ACQUISITIONS                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186720 | NS      | $250204.80     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Solaris Energy Infrastructure LLC                       | Solaris Energy Infrastructure LLC Term Loan                                                                                      | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18770000 | PA      | $18629225.00   | 0.12%             | 2029-09-11      | Floating      | 10.30%                | No            | 3                  | On Loan: No      |
| MAF GLOBAL SECURITIES                                   | MAF Global Securities Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |       629000 | PA      | $628408.74     | 0.00%             | 2026-03-20      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Masimo Corp                                             | Masimo Corp                                                                                                                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       132445 | NS      | $21318347.20   | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-73630.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HET 24 A ABS 0.00 DEC 6 2044                            | HET 24 A ABS 0.00 DEC 6 2044                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11100000 | PA      | $11318670.00   | 0.07%             | 2044-12-06      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/SCDS: (DB)                                                                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | FR        |      3916992 | OU      | $-24744.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2296854.41    | 0.01%             | 2027-10-09      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XIV Ltd                                                                                                             | CUSIP: 89641QAU4<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |       940000 | PA      | $935299.34     | 0.01%             | 2034-01-25      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                                                                                   | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      1375250 | PA      | $515718.75     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | TRSWAP: HYG US EQUITY                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      7930509 | OU      | $-106004.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                   | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483000 | PA      | $480649.48     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       676000 | PA      | $650291.72     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| THAMES WATER SUPER SEN                                  | Thames Water Super Senior Issuer PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       131586 | PA      | $194491.19     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      4782000 | PA      | $5311653.97    | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BX Trust 2019-OC11                                      | BX Trust 2019-OC11                                                                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11784000 | PA      | $10625115.48   | 0.07%             | 2041-12-09      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| DF RESIDENTIAL III EQUITY                               | DF RESIDENTIAL III EQUITY                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      7791330 | NS      | $8336723.06    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| HSBC BANK PLC                                           | USD/CNH One-touch barrier option; Barrier price USD 7.63000                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | LU        |       702470 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | Bankers Healthcare Group Securitization Trust 2020-A                                                                             | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       730000 | PA      | $727858.11     | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       597000 | PA      | $572307.72     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1567000 | PA      | $1319414.00    | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Transurban Group                                        | Transurban Group                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |       626730 | NS      | $5647697.78    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-605041.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AES Corp/The                                            | AES Corp                                                                                                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       510744 | NS      | $5107440.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2140000 | PA      | $1947469.40    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp                                                                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         2765 | NS      | $1345172.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | UNITED STATES STEEL CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1990 | NC      | $-397005.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      4100000 | PA      | $4499540.63    | 0.03%             | 2031-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US BOND FUTR OPTN JUN25C 126                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           85 | NC      | $6640.63       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                                                                                           | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27070000 | PA      | $25751691.00   | 0.16%             | 2033-10-17      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| MCM TR 2021 VFN1                                        | MCM TR 2021 VFN1                                                                                                                 | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7416790 | PA      | $7126912.28    | 0.04%             | 2059-01-01      | Variable      | 2.50%                 | No            | 3                  | On Loan: No      |
| A2A SPA                                                 | A2A SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      1073000 | PA      | $1238223.44    | 0.01%             | 2029-06-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CARESYNTAX INC C 2                                      | CARESYNTAX INC C 2                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75157 | NS      | $60877.17      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LTD                           | INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |      7550316 | PA      | $7706081.59    | 0.05%             | 2029-04-02      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC 2025 EUR Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | LON              | CORP              | GB        |      2905405 | PA      | $3263182.34    | 0.02%             | 2031-08-22      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Electronic Arts Inc                                     | Electronic Arts Inc                                                                                                              | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        57500 | NS      | $8342675.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                                                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       116825 | NS      | $83271691.75   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| SPDR S&P Regional Banking ETF                           | SPDR S&P Regional Banking ETF                                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |       103519 | NS      | $5603483.47    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Options Clearing Corp.                                  | DOW INC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          751 | NC      | $15395.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |       435000 | PA      | $431872.35     | 0.00%             | 2029-04-25      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                 | Belron Finance 2019 LLC 2024 USD Term Loan B                                                                                     | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4724260 | PA      | $4705221.23    | 0.03%             | 2031-10-16      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                        | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       642000 | PA      | $631407.00     | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | SWP: OIS 9.772500 04-JAN-2027 BZD                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     29794435 | OU      | $-468940.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      1573000 | PA      | $1479565.99    | 0.01%             | 2029-12-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Bally's Corporation                                     | Bally's Corporation 2021 Term Loan B                                                                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      4091285 | PA      | $3528733.11    | 0.02%             | 2028-10-02      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4500000 | PA      | $4416347.70    | 0.03%             | 2029-09-10      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         4689 | NC      | $8950866.79    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      1182000 | PA      | $1036609.27    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-409799.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWP: OIS 9.730000 10-MAY-2025 IBR                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  26062958825 | OU      | $25680.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SGS SA                                                  | SGS SA                                                                                                                           | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        28549 | NS      | $2788128.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited GBP Incremental Term Loan                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      4889025 | PA      | $5514158.83    | 0.03%             | 2027-09-23      | Floating      | 11.46%                | No            | 3                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $1168.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HOMEVI SAS                                              | HomeVi SaS 2024 EUR Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |      7000000 | PA      | $7877457.29    | 0.05%             | 2029-10-31      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                                   | BG Energy Capital PLC                                                                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      1344000 | PA      | $1792976.77    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3004 | NC      | $-414552.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corportation Trust 2021-IP                                                                                | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1493092 | PA      | $1479136.96    | 0.01%             | 2036-10-15      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (VMED)                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |       380500 | OU      | $29302.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTP 4.200000 22-APR-2026                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -914097361 | OU      | $-1504925.89   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CML Project Horizons                                    | CML Project Horizons GBP Term Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     15220566 | PA      | $20284459.64   | 0.13%             | 2028-03-05      | Floating      | 8.20%                 | No            | 3                  | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      9756000 | PA      | $12319362.49   | 0.08%             | 2028-11-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CLEAN RENEWABLE POWER                                   | Clean Renewable Power Mauritius Pte Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |       805000 | PA      | $772639.00     | 0.00%             | 2027-03-25      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $3364.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR Gold Shares                                        | SPDR Gold Shares                                                                                                                 | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |      1212716 | NS      | $368386739.32  | 2.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          584 | NC      | $422884.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SECHE ENVIRONNEMENT SACA                                | Seche Environnement SACA                                                                                                         | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | DBT              | CORP              | FR        |       412000 | PA      | $472568.59     | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       410000 | PA      | $409694.04     | 0.00%             | 2030-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $159741.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1132000 | PA      | $1129679.06    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          796 | NC      | $517400.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1239111.89    | 0.01%             | 2028-06-21      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (VST)                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       385000 | OU      | $61829.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JSW Energy Ltd                                          | JSW Energy Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 3358001ZFBW2VIMBMI85 | Long             | EC               | CORP              | IN        |        35954 | NS      | $204019.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Airlines Holdings Inc                            | United Airlines Holdings Inc                                                                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       238249 | NS      | $16396296.18   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                                                                                     | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       222921 | PA      | $228423.77     | 0.00%             | 2051-07-25      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF                      | KraneShares CSI China Internet ETF                                                                                               | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |       494900 | NS      | $15886290.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Credit Suisse Mortgage Trust                            | CSMC 2020-FACT                                                                                                                   | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1103000 | PA      | $992700.00     | 0.01%             | 2037-10-15      | Floating      | 9.80%                 | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     39875000 | PA      | $687340.35     | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       741000 | PA      | $758676.56     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | USD/CAD One-touch barrier option; Barrier price USD 1.52500                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       426260 | OU      | $2118.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       624000 | PA      | $626522.83     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      1894000 | PA      | $1901085.15    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                  | Cie de Saint-Gobain SA                                                                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       408857 | NS      | $44450111.43   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| CPUK FINANCE LTD                                        | CPUK Finance Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |       657000 | PA      | $883324.93     | 0.01%             | 2029-08-28      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                            | CD 2017-CD6 Mortgage Trust                                                                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       863935 | PA      | $814020.64     | 0.01%             | 2050-11-13      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | USD/CNH One-touch barrier option; Barrier price USD 7.05000                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       404000 | OU      | $31039.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       749000 | PA      | $728220.96     | 0.00%             | 2030-04-16      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Rakuten Group Inc                                       | Rakuten Group Inc                                                                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |       514700 | NS      | $3034839.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                                                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      2032000 | PA      | $2300018.60    | 0.01%             | 2027-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding V CLO Ltd                                                                                                          | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       141797 | PA      | $141786.71     | 0.00%             | 2031-07-17      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                                 | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       213000 | PA      | $213048.14     | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                            | Canadian National Railway Co                                                                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        93069 | NS      | $9013232.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | PETROLEOS MEXICANOS                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     25612000 | PA      | $25099760.00   | 0.16%             | 2026-03-20      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.860000 20-JUN-2028 SON                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     62860000 | OU      | $3140185.53    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         6666 | NC      | $7532834.22    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      1976420 | PA      | $1726277.31    | 0.01%             | 2029-04-15      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                            | FLOURISHING TRADE + INVT LTD                                                                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     24463000 | PA      | $24707630.00   | 0.16%             | 2030-04-02      | Variable      | 11.04%                | No            | 3                  | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1498327 | NS      | $318394487.50  | 2.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $10124218.80   | 0.06%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FRESSNAPF HOLDING SE                                    | Fressnapf Holding SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      1606000 | PA      | $1833066.78    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $298407.00     | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | JP        |            1 | NC      | $50257.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1287000 | PA      | $1014477.75    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       320000 | PA      | $293856.54     | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEEP INSTINCT ORDINARY                                  | DEEP INSTINCT ORDINARY                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346564 | NS      | $20793.85      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                                | SOURCE GLOBAL PBC COMMON                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139669 | NS      | $11173.52      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Al Rajhi Bank                                           | Al Rajhi Bank                                                                                                                    | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |        96187 | NS      | $2498740.75    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BROWN BROTHERS SEK SEK OVERNIGHT SWEEP                  | BROWN BROTHERS SEK                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       426652 | NS      | $44141.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |            1 | NC      | $1553842.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                     | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |       383000 | PA      | $366046.85     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Danaher Corp                                            | Danaher Corp                                                                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        93006 | NS      | $18538885.98   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| POSCO                                                   | POSCO                                                                                                                            | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $205008.00     | 0.00%             | 2033-01-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Maricopa County Industrial Development Authority        | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3435000 | PA      | $3578804.73    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                                                                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1932000 | PA      | $1930408.03    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2024-27 Ltd                                                                                                          | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $995600.00     | 0.01%             | 2037-10-22      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -242 | NC      | $-38115.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MATTERHORN TELECOM SA                                   | Matterhorn Telecom SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |     10219000 | PA      | $11534344.80   | 0.07%             | 2026-09-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $118324.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |            6 | NC      | $-3770.58      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-104744.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-1231.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |      1116000 | PA      | $1248457.91    | 0.01%             | 2031-10-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Dassault Systemes SE                                    | Dassault Systemes SE                                                                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       246250 | NS      | $9228499.31    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.660000 10-OCT-2029 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    115310156 | OU      | $1031487.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      1357000 | PA      | $1439877.42    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| SOFI PERS LN TR 2024 1                                  | SOFI PERS LN TR 2024 1                                                                                                           | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       147814 | PA      | $4229912.09    | 0.03%             | 2031-02-12      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| DANA FINANCING LUX SARL                                 | Dana Financing Luxembourg Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      2883000 | PA      | $3527494.43    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3395000 | NS      | $96195801.43   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       496000 | PA      | $501818.61     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| J&J Ventures Gaming, LLC                                | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      4020349 | PA      | $3828136.29    | 0.02%             | 2030-04-26      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| INFORMA PLC                                             | Informa PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       736000 | PA      | $961873.24     | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Trust 2025-ASHF                                                                                                            | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7688000 | PA      | $7509919.78    | 0.05%             | 2042-02-15      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1469358 | PA      | $1442027.94    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| ANSYS Inc                                               | ANSYS Inc                                                                                                                        | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        48919 | NS      | $15746047.72   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| KDDI Corp                                               | KDDI Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       100800 | NS      | $1786539.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oak Hill Credit                                         | Oak Hill Credit Partners X-R Ltd                                                                                                 | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1350000 | PA      | $1341225.00    | 0.01%             | 2038-04-20      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                           | Regeneron Pharmaceuticals Inc                                                                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         4061 | NS      | $2431564.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Regatta XX Funding Ltd                                  | Regatta XX Funding Ltd                                                                                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1730000 | PA      | $1715570.94    | 0.01%             | 2038-01-15      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       355000 | PA      | $356258.12     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX 2021-MFM1                                                                                                                     | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2212000 | PA      | $2194027.50    | 0.01%             | 2034-01-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                                                                                          | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |        39569 | NS      | $377014.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7106000 | PA      | $7057146.25    | 0.04%             | 2038-04-15      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2401 | NC      | $-382959.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Engineering & Construction Corp                      | GS Engineering & Construction Corp                                                                                               | CUSIP: 000000000<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |        86904 | NS      | $1117141.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                                                                   | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1582949 | PA      | $1578842.20    | 0.01%             | 2035-07-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Credicorp Ltd                                           | Credicorp Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |        40663 | NS      | $8221651.97    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      3132000 | PA      | $86130.00      | 0.00%             | 2023-01-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2024-A                                                                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12583540 | PA      | $12841036.53   | 0.08%             | 2072-10-15      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2882000 | PA      | $3159804.97    | 0.02%             | 2029-07-04      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      2024000 | PA      | $2099379.83    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       830000 | PA      | $760487.50     | 0.00%             | 2036-04-01      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      5827000 | PA      | $6247645.30    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TACKLE SARL                                             | Tackle SARL 2025 EUR Repriced Term Loan B2                                                                                       | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |      5296875 | PA      | $5967864.46    | 0.04%             | 2028-05-22      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       385000 | PA      | $338030.00     | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.455000 19-MAR-2030 PRI                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    114863424 | OU      | $44966.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LIGHTNING EMOTORS WARRANTS                              | LIGHTNING EMOTORS WARRANTS                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       292348 | NS      | $0.29          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $113280.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KP Germany Erste GmbH                                   | KP Germany Erste GmbH 2021 EUR Term Loan B                                                                                       | CUSIP: 49865NAU4<br>LEI: 529900XJNR9VFZXAOS85 | Long             | LON              | CORP              | DE        |      4266000 | PA      | $4331343.48    | 0.03%             | 2026-02-12      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |            1 | NC      | $185221.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                  | Volkswagen Financial Services NV                                                                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $397371.38     | 0.00%             | 2025-10-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2016-C5 Commercial Mortgage Trust                                                                                          | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       639948 | PA      | $621901.59     | 0.00%             | 2048-11-15      | Variable      | 4.78%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1706000 | PA      | $1697878.42    | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $1102998.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                                                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        24000 | NS      | $4000560.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FNZ GROUP SERVICES LTD                                  | FNZ Group Services Ltd 2024 GBP Term Loan B                                                                                      | CUSIP: 30339HAC5<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | NZ        |      8500000 | PA      | $10591639.17   | 0.07%             | 2031-11-05      | Floating      | 10.46%                | No            | 3                  | On Loan: No      |
| DELL BANK INTERNATIONAL                                 | Dell Bank International DAC                                                                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      1880000 | PA      | $2068268.56    | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED SEK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | SE        |            1 | NC      | $2354659.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | EUR C USD P @1.150000 EO                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -2351000 | OU      | $-8139.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       874000 | PA      | $805703.11     | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                                | Ziggo BV 2019 EUR Term Loan H                                                                                                    | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     41843242 | PA      | $45856828.44   | 0.29%             | 2029-01-31      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Bayswater Park CLO Ltd                                  | Bayswater Park CLO Ltd                                                                                                           | CUSIP: 072929AA0<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | JE        |       750000 | PA      | $751385.33     | 0.00%             | 2037-01-20      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC EUR Term Loan B                                                                                                | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      6000728 | PA      | $6312487.32    | 0.04%             | 2028-06-02      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace Inc                                    | Howmet Aerospace Inc                                                                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       102128 | NS      | $14152898.24   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $245282.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HOLDING SOCOTEC                                         | Holding Socotec 2025 EUR Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |      3955000 | PA      | $4458021.66    | 0.03%             | 2028-06-02      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       851000 | PA      | $884814.49     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Automatic Data Processing Inc                           | Automatic Data Processing Inc                                                                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        38479 | NS      | $11566787.40   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Maverick Gaming LLC                                     | Maverick Gaming LLC 2024 PIK Term Loan                                                                                           | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1942718 | PA      | $1748446.50    | 0.01%             | 2028-06-03      | Floating      | 11.78%                | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      1213000 | PA      | $1130861.71    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      2357000 | PA      | $2840242.55    | 0.02%             | 2035-06-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OBOL FRANCE 3 SAS                                       | Obol France 3 SAS 2024 EUR Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |      6000000 | PA      | $6466967.78    | 0.04%             | 2028-12-31      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-728504.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Edenred SE                                              | Edenred SE                                                                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       141298 | NS      | $4406654.59    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                          | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5979000 | PA      | $5866893.75    | 0.04%             | 2037-05-15      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                  | FWD Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     14300000 | PA      | $14672247.59   | 0.09%             | 2029-04-05      | Fixed         | 8.40%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | SWP: OIS 12.210000 04-JAN-2027 BZD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      5941227 | OU      | $27872.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                                                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |       584000 | PA      | $584415.81     | 0.00%             | 2028-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MercadoLibre Inc                                        | MercadoLibre Inc                                                                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         7910 | NS      | $18437023.50   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.433293 03-FEB-2030 EUR                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4385184 | OU      | $69008.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BELLIS FINCO PLC                                        | Bellis Finco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |      5881000 | PA      | $7432173.36    | 0.05%             | 2027-02-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                   | Takeda Pharmaceutical Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      3388000 | PA      | $3828137.29    | 0.02%             | 2026-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-254632.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       500000 | PA      | $476594.70     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2475000 | PA      | $2447446.39    | 0.02%             | 2030-02-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Partners LP                         | Enterprise Products Partners LP                                                                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |       142671 | NS      | $4265862.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                                | Digital Realty Trust Inc                                                                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        11955 | NS      | $1919255.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NETWORK I2I LTD                                         | Network i2i Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |      1000000 | PA      | $980625.00     | 0.01%             | 2026-03-03      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd                                          | ICICI Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        20956 | NS      | $352255.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14888576 | PA      | $938190.21     | 0.01%             | 2030-04-25      | Variable      | 1.69%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -349 | NC      | $-64216.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | USD C CAD P @1.410000 EO                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |      6671000 | OU      | $2901.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEON PAYMENTS NEON PAYMENTS LTD PREF EQ                 | NEON PAYMENTS NEON PAYMENTS LTD PREF EQ                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39435 | NS      | $16087902.60   | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| UBS AG                                                  | AUD/USD One-touch barrier option; Barrier price AUD 0.66500                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       664100 | OU      | $73171.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2381863.52    | 0.01%             | 2028-08-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54474436 | PA      | $1275072.22    | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-LION                                                                                                                   | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11900000 | PA      | $11752011.60   | 0.07%             | 2027-02-15      | Floating      | 7.76%                 | No            | 3                  | On Loan: No      |
| Comcast Corp.                                           | Comcast Corp.                                                                                                                    | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2056000 | PA      | $2087883.84    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       730000 | PA      | $667580.31     | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Airtac International Group                              | Airtac International Group                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        34000 | NS      | $933851.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                                                                                         | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       974825 | PA      | $395613.22     | 0.00%             | 2028-04-28      | Floating      | 9.18%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       319000 | PA      | $315460.79     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -16039 | NC      | $-16683904.08  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: USD 3.883000 20-MAR-2027 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8495217 | OU      | $-71534.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XX Ltd                                                                                                      | CUSIP: 64130TBN4<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247050.00     | 0.00%             | 2039-04-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Franco-Nevada Corp                                      | Franco-Nevada Corp                                                                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        25520 | NS      | $4385567.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       920000 | PA      | $867324.25     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp                                                                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       122895 | NS      | $4416846.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MEDCO LAUREL TREE                                       | Medco Laurel Tree Pte Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $196000.00     | 0.00%             | 2028-11-12      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (VMED)                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      1886029 | OU      | $145246.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |            1 | NC      | $98910.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prudential PLC                                          | Prudential PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       575560 | NS      | $6119799.58    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                         | T-Mobile US Inc                                                                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        49307 | NS      | $12176363.65   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Liquidity Funds                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                                                                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |     52260882 | NS      | $52260882.01   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      3975000 | PA      | $4276599.15    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-55455.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BCP V MODULAR SERVICES                                  | BCP V Modular Services Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      6807000 | PA      | $6922868.65    | 0.04%             | 2029-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Mettler-Toledo International Inc                        | Mettler-Toledo International Inc                                                                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         5260 | NS      | $5631198.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       832000 | PA      | $767257.92     | 0.00%             | 2034-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS JPY JPY OVERNIGHT SWEEP                  | BROWN BROTHERS JPY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |            1 | NS      | $0.01          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: GBP 3.180000 10-FEB-2028                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    849940900 | OU      | $-2872448.67   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                 | Aeropuerto Internacional de Tocumen SA                                                                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |       629000 | PA      | $424181.88     | 0.00%             | 2061-08-11      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      2743000 | PA      | $2694836.76    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      5268000 | PA      | $5995087.82    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| National Grid PLC                                       | National Grid PLC                                                                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      6856765 | NS      | $98971235.89   | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |            1 | NC      | $904115.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-13841.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AIA Group Ltd                                           | AIA Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      2946203 | NS      | $22075638.94   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Deckers Outdoor Corp                                    | Deckers Outdoor Corp                                                                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        12921 | NS      | $1432034.43    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TAURUS LAW130 SECURITIES SRL                            | TAURUS LAW130 SECURITIES SRL                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      7166100 | PA      | $8034201.04    | 0.05%             | 2027-08-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2005-3                                                                                            | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       236976 | PA      | $247170.59     | 0.00%             | 2035-11-25      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 7.245000 25-SEP-2026 IBR                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   1325381643 | OU      | $4717.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bethpage Park CLO LTD                                   | Bethpage Park CLO Ltd                                                                                                            | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $729270.00     | 0.00%             | 2035-01-15      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      1999000 | PA      | $2264568.17    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FUGUE FINANCE BV                                        | Fugue Finance BV 2025 EUR Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 254900LPOM3DXTS8SI47 | Long             | LON              | CORP              | NL        |      2135000 | PA      | $2399238.38    | 0.02%             | 2032-01-09      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                | Heimstaden Bostad Treasury BV                                                                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      3001000 | PA      | $3366503.47    | 0.02%             | 2025-07-24      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          387 | NC      | $60952.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                                                                                | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       406926 | PA      | $314553.45     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     72379200 | PA      | $3668666.38    | 0.02%             | 2029-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1163000 | PA      | $1052468.53    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OCS GROUP HOLDINGS LTD                                  | OCS Group Holdings Ltd GBP Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |      3809524 | PA      | $5048422.99    | 0.03%             | 2031-11-27      | Floating      | 10.45%                | No            | 2                  | On Loan: No      |
| BRACKEN MIDCO ONE                                       | Bracken MidCo1 PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |      1133000 | PA      | $1474852.22    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ayala Land Inc                                          | Ayala Land Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      1692300 | NS      | $759164.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR FUT OPTN JUN25C 113                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           65 | NC      | $39609.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         4254 | NC      | $3381493.03    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD HKD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-108771.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       758000 | PA      | $778479.64     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| FAR EAST HORIZON LTD                                    | Far East Horizon Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |       830000 | PA      | $817550.00     | 0.01%             | 2028-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       636294 | NS      | $38973606.91   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1117000 | PA      | $1090682.93    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     10325000 | PA      | $11665053.71   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MUANG THAI LIFE ASSURANC                                | Muang Thai Life Assurance PCL                                                                                                    | CUSIP: 000000000<br>LEI: 549300V70GAMNLTH3D74 | Long             | DBT              | CORP              | TH        |       251000 | PA      | $244499.10     | 0.00%             | 2037-01-27      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                     | Delta Air Lines Inc                                                                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       471227 | NS      | $19617180.01   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $583.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       733000 | PA      | $669788.63     | 0.00%             | 2029-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TEYA SERVICES LTD                                       | TEYA SERVICES LTD                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         5237 | NS      | $1265102.09    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       842000 | PA      | $796004.49     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Kumba Iron Ore Ltd                                      | Kumba Iron Ore Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |        58550 | NS      | $1018260.87    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Rialto Issuer Ltd                                    | FS Rialto 2025-FL10 Issuer LLC                                                                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5070000 | PA      | $5011263.54    | 0.03%             | 2042-08-19      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| ZILCH FINANCE 3 LTD ABS                                 | ZILCH FINANCE 3 LTD ABS                                                                                                          | CUSIP: 000000000<br>LEI: 213800VG6YRF9E3M5W37 | Long             | ABS-O            | CORP              | GB        |     10500000 | PA      | $13993357.82   | 0.09%             | 2027-10-26      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| DATABRICKS INC                                          | DATABRICKS INC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       822138 | NS      | $76047765.00   | 0.48%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 65 CLO Ltd                                                                                                                | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249625.03     | 0.00%             | 2030-07-18      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| BUBBLES HOLDCO SPA                                      | Bubbles Bidco SPA                                                                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      1618000 | PA      | $1831425.94    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Gohl Capital Ltd                                        | Gohl Capital Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |      1362000 | PA      | $1333479.72    | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MARKET BIDCO LIMITED                                    | Market Bidco Limited 2024 GBP Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |      1596000 | PA      | $2061861.94    | 0.01%             | 2030-11-04      | Floating      | 9.81%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-4395.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1646000 | PA      | $1658345.00    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       331298 | PA      | $328896.09     | 0.00%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2018-1 Ltd                                                                                                    | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |       104453 | PA      | $104427.55     | 0.00%             | 2031-05-20      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Rakus Co Ltd                                            | Rakus Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       150095 | NS      | $2280663.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TACKLE SARL                                             | TACKLE SARL 2025 EUR Add-On TERM LOAN                                                                                            | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |      2078125 | PA      | $2342433.95    | 0.01%             | 2028-05-22      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.670000 26-DEC-2034 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    133331040 | OU      | $267327.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                        | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B                                                                            | CUSIP: 36270BAD4<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |      6028346 | PA      | $6824502.70    | 0.04%             | 2028-06-30      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| PUNCH FINANCE PL                                        | Punch Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |      7003000 | PA      | $9243774.09    | 0.06%             | 2026-06-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1600 | NC      | $-564000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                               | Zegona Communications PLC EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |      3225532 | PA      | $3634788.76    | 0.02%             | 2029-07-17      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| BCP V Modular Services Holdings IV Limited              | BCP V Modular Services Holdings IV Limited 2024 EUR Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 549300C6IE8LNURFZG55 | Long             | LON              | CORP              | GB        |      3000000 | PA      | $3334047.03    | 0.02%             | 2028-12-15      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| AXIS BANK GANDHINAGAR                                   | Axis Bank Ltd/Gandhinagar                                                                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |       500000 | PA      | $478125.00     | 0.00%             | 2026-09-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      1600000 | PA      | $1827482.98    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 6.916000 23-SEP-2026 JIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28850865 | OU      | $1086.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $798895.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 9.040000 14-NOV-2029 TII                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    831129684 | OU      | $2286817.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RR Ltd                                                  | RR 38 Ltd                                                                                                                        | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247327.30     | 0.00%             | 2040-04-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1454000 | PA      | $1450728.50    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $504435.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     11939000 | PA      | $15135447.37   | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Ireland Government Bonds                                | Ireland Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     95043000 | PA      | $105952182.55  | 0.67%             | 2034-10-18      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 14.030000 02-JAN-2029 BZD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     14207987 | OU      | $61043.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cuppa Bidco BV                                          | Cuppa Bidco BV GBP Term Loan B2                                                                                                  | CUSIP: 000000000<br>LEI: 254900C8AU9XL3CHKB72 | Long             | LON              | CORP              | NL        |      1000000 | PA      | $1185437.31    | 0.01%             | 2029-07-30      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1073539.19   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                    | Booking Holdings Inc                                                                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         2458 | NS      | $12534030.24   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                  | T Rowe Price Group Inc                                                                                                           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       123381 | NS      | $10925387.55   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4468000 | PA      | $5028974.48    | 0.03%             | 2026-10-23      | Fixed         | 1.34%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                    | Banco de Sabadell SA                                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      2143691 | NS      | $6254825.95    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      1042000 | PA      | $1019915.64    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FAR EAST HORIZON LTD                                    | Far East Horizon Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |       430000 | PA      | $431251.30     | 0.00%             | 2027-04-16      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $94993.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $-398926.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-34779.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       396000 | PA      | $355410.00     | 0.00%             | 2038-02-13      | Fixed         | 7.96%                 | No            | 2                  | On Loan: No      |
| PsiQuantum Corp                                         | PsiQuantum Corp                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200937 | NS      | $7521071.91    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3666000 | PA      | $4087324.89    | 0.03%             | 2026-10-26      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 4.1485 30-MAY-2027 SOF                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    282110578 | OU      | $4543795.30    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5135000 | PA      | $5112534.38    | 0.03%             | 2037-05-15      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 17 Ltd                                                                                                     | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $744750.00     | 0.00%             | 2038-02-15      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |       948000 | PA      | $767382.08     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $1604.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERSA NETWORKS INC                                      | VERSA NETWORKS INC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       238291 | NS      | $936483.63     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JACK OHIO FINANCE LLC                                   | Jack Ohio Finance LLC 2025 Term Loan B                                                                                           | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      1664000 | PA      | $1649440.00    | 0.01%             | 2032-01-28      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7664925 | PA      | $449954.12     | 0.00%             | 2030-07-25      | Variable      | 1.52%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       179501 | NS      | $15293485.20   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ANDURIL SERIES F                                        | ANDURIL SERIES F                                                                                                                 | CUSIP: 000000000<br>LEI: 254900CIXLZUXXNYQW57 | Long             | EC               | CORP              | US        |       306011 | NS      | $12509729.68   | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6470900 | PA      | $6403157.77    | 0.04%             | 2055-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.900000 30-APR-2029 EUR                                                                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    165248815 | OU      | $6184129.93    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DUA CAPITAL LTD                                         | Dua Capital Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800ILVLALFTITCB43 | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $902940.00     | 0.01%             | 2031-05-11      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Belron UK Finance PLC                                   | Belron UK Finance PLC 2024 EUR Incremental Term Loan B                                                                           | CUSIP: 08078UAL7<br>LEI: 9845006BC9D1A77B8178 | Long             | LON              | CORP              | GB        |      6626506 | PA      | $7476588.15    | 0.05%             | 2031-10-16      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO VII DAC                                                                                                              | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |      2640000 | PA      | $2940561.62    | 0.02%             | 2038-01-23      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL5                                                                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5015279 | PA      | $5009009.92    | 0.03%             | 2041-03-15      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| LPP SA                                                  | LPP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |          454 | NS      | $1858109.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                                            | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11483500 | PA      | $11347133.44   | 0.07%             | 2038-10-15      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       848000 | PA      | $760047.81     | 0.00%             | 2028-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Henley Funding Ltd.                                     | Henley CLO XII DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2210744.85    | 0.01%             | 2038-01-15      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| International Container Terminal Services Inc           | International Container Terminal Services Inc                                                                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |        95460 | NS      | $583850.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Healthpeak Properties Inc                               | Healthpeak Properties Inc                                                                                                        | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |       415859 | NS      | $7418924.56    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Volta Trucks                                            | Volta Trucks                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |        30817 | NS      | $0.35          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Citibank NA                                             | PURCHASED UYU / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $1686.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                                      | PPG Industries Inc                                                                                                               | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      3378000 | PA      | $3824825.04    | 0.02%             | 2025-06-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       265000 | PA      | $280583.96     | 0.00%             | 2029-07-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Eastroc Beverage Group Co Ltd                           | Eastroc Beverage Group Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |       192100 | NS      | $7557192.36    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SONDER BRIDGE NOTES                                     | SONDER BRIDGE NOTES                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2911815 | PA      | $2387688.59    | 0.01%             | 2027-12-10      | Fixed         | 14.36%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1116 | NC      | $-390600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2018-MP                                                                                           | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2110000 | PA      | $1972575.28    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                                  | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2183561 | PA      | $1381086.17    | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-389590.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                                                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        36742 | NS      | $18372837.10   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                   | Deutsche Lufthansa AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      3900000 | PA      | $4335763.30    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       600000 | PA      | $611394.41     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.336374 20-MAR-2027 INR                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5510027263 | OU      | $973756.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-11172.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1410 | NC      | $-437100.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8486711 | PA      | $7722907.29    | 0.05%             | 2028-01-30      | Fixed         | 20.00%                | Yes           | 3                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.940000 19-MAR-2030 WIB                                                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14415660 | OU      | $155083.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                | Sappi Papier Holding GmbH                                                                                                        | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      1425000 | PA      | $1588482.99    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                    | Mehilainen Yhtiot Oy 2025 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |      7188067 | PA      | $8134047.82    | 0.05%             | 2031-08-05      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| CRH PLC                                                 | CRH PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       697533 | NS      | $66558598.86   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                     | SPACE EXPLORATION TECHNOLOGIES CORP                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       100379 | NS      | $18570115.00   | 0.12%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      1257000 | PA      | $1423999.57    | 0.01%             | 2031-06-01      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |       994000 | PA      | $1126057.35    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       286000 | PA      | $285644.93     | 0.00%             | 2030-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TML HOLDINGS PTE LTD                                    | TML Holdings Pte Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |       239000 | PA      | $234093.33     | 0.00%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment PLC                               | Flutter Entertainment PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        77296 | NS      | $18627563.04   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NAVER Corp                                              | NAVER Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        31544 | NS      | $4438416.89    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-11056.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Brambles Ltd                                            | Brambles Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       131172 | NS      | $1723817.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Waters Corp                                             | Waters Corp                                                                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         9652 | NS      | $3356289.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                                                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       210556 | NS      | $189279316.20  | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-92137.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tokio Marine Holdings Inc                               | Tokio Marine Holdings Inc                                                                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       275100 | NS      | $11026655.06   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| SABENA TECHNICS SAS                                     | SABENA TECHNICS SAS                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      7221383 | PA      | $8180747.59    | 0.05%             | 2029-09-30      | Variable      | 7.36%                 | Yes           | 3                  | On Loan: No      |
| Siemens Energy AG                                       | Siemens Energy AG                                                                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        98956 | NS      | $7637786.59    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1332000 | PA      | $1717074.24    | 0.01%             | 2027-06-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          574 | NC      | $5453.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          179 | NC      | $120825.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       475000 | PA      | $448875.00     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                     | Global Payments Inc                                                                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        80595 | NS      | $6150204.45    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       457915 | NS      | $112015167.30  | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       282000 | PA      | $291036.13     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1420954 | NS      | $262052336.68  | 1.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                                                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24461149 | PA      | $1563649.58    | 0.01%             | 2054-04-15      | Variable      | 1.63%                 | No            | 2                  | On Loan: No      |
| SCI PH PARENT INC                                       | SCI PH PARENT INC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3949 | NS      | $4779000.82    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Schneider Electric SE                                   | Schneider Electric SE                                                                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        10155 | NS      | $2372672.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GMO Payment Gateway Inc                                 | GMO Payment Gateway Inc                                                                                                          | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |        53000 | NS      | $3319564.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      2672866 | PA      | $2666183.84    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HR OTTAWA LP                                            | HR Ottawa LP                                                                                                                     | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     49069000 | PA      | $52323767.38   | 0.33%             | 2031-03-31      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| HD HYUNDAI MIPO                                         | HD HYUNDAI MIPO                                                                                                                  | CUSIP: 000000000<br>LEI: 988400L1JDH871AJTA03 | Long             | EC               | CORP              | KR        |        25547 | NS      | $3001089.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HP Inc                                                  | HP Inc                                                                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       823320 | NS      | $21052292.40   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |            1 | NC      | $589351.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX INVESTMENT GRA                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        18889 | NC      | $4769472.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       414000 | PA      | $396405.00     | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SCG Hotel Issuer Inc                                    | SCG Commercial Mortgage Trust 2025-DLFN                                                                                          | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2965000 | PA      | $2742339.80    | 0.02%             | 2035-03-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Equinor ASA                                             | Equinor ASA                                                                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       208387 | NS      | $4716969.88    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                                | Infineon Technologies AG                                                                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |        57237 | NS      | $1895863.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares 0-5 Year TIPS Bond ETF                          | iShares 0-5 Year TIPS Bond ETF                                                                                                   | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             | EC               | RF                | US        |       190821 | NS      | $19749973.50   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Tikehau                                                 | Tikehau CLO XII DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      3828000 | PA      | $4269888.99    | 0.03%             | 2038-10-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       733000 | PA      | $968257.56     | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       954000 | PA      | $881335.82     | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       847000 | PA      | $800203.25     | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty Live                         | Liberty Media Corp-Liberty Live                                                                                                  | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34538 | NS      | $2469812.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LOOKOUT INC                                             | LOOKOUT INC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4459883 | NS      | $3969295.87    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-43065.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEEP INSTINCT LTD                                       | DEEP INSTINCT LTD                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |       109339 | NS      | $1093.39       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Yanbu National Petrochemical Co                         | Yanbu National Petrochemical Co                                                                                                  | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | EC               | CORP              | SA        |        68274 | NS      | $582089.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Life Insurance Co Ltd                           | Samsung Life Insurance Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |        27038 | NS      | $1641682.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       209000 | PA      | $215289.44     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| X.AI HOLDINGS PREF E                                    | X.AI HOLDINGS PREF E                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1161348 | NS      | $38521913.16   | 0.24%             |  |  |  | No            | 3                  | On Loan: No      |
| Telenor ASA                                             | Telenor ASA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       250508 | NS      | $3762625.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | ATOS SE EUR TERM LOAN B                                                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | LON              | CORP              | FR        |      5236000 | PA      | $5946434.30    | 0.04%             | 2029-12-17      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |            5 | NC      | $-2976.15      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT DEC25                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -992 | NC      | $-1577151.04   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PETRON CORP                                             | Petron Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |       245000 | PA      | $239732.50     | 0.00%             | 2026-04-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       262000 | PA      | $245200.48     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       725000 | PA      | $824672.52     | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      4788000 | PA      | $5356287.15    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       289000 | PA      | $322957.50     | 0.00%             | 2029-11-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -56 | NC      | $-1260.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                | Consolidated Communications Inc                                                                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      1207000 | PA      | $1184899.83    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Obayashi Corp                                           | Obayashi Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |       207900 | NS      | $3225604.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      7401000 | PA      | $7403656.00    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SARCOS TECHNOLOGY AND ROBOTICS                          | SARCOS TECHNOLOGY AND ROBOTICS                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593428 | NS      | $3608040.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -39 | NC      | $-7254.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FQT                                                     | FQT                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2439185 | NS      | $3975871.62    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| BROWN BROTHERS AUD AUD OVERNIGHT SWEEP                  | BROWN BROTHERS AUD                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      6879879 | NS      | $4406907.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fanatics Holdings Inc                                   | Fanatics Holdings Inc                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       599248 | NS      | $34750391.52   | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       198000 | PA      | $219206.49     | 0.00%             | 2030-12-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Nippon Yusen KK                                         | Nippon Yusen KK                                                                                                                  | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |        62300 | NS      | $2035521.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                | Abu Dhabi Commercial Bank PJSC                                                                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |       555000 | PA      | $590209.20     | 0.00%             | 2028-11-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -5002 | NC      | $-105042.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: USD 3.995900 26-JAN-2028 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    228622927 | OU      | $4038373.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                                                                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         4186 | NS      | $8328800.48    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Gold Mining Co Ltd                              | Harmony Gold Mining Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |       357104 | NS      | $5610951.20    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | 10Y RTR 3.460000 06-APR-2026                                                                                                     | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |    -15068758 | OU      | $-373971.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XV                                                                                                                    | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |       481101 | PA      | $480772.45     | 0.00%             | 2031-04-20      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ITRAXX.XO.42.V1)                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     96318389 | OU      | $7681928.73    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BROWN BROTHERS CHF CHF OVERNIGHT SWEEP                  | BROWN BROTHERS CHF                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1281033 | NS      | $1552109.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fast Retailing Co Ltd                                   | Fast Retailing Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        10600 | NS      | $3486814.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $299400.00     | 0.00%             | 2025-06-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (ETLFP)                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |       979035 | OU      | $-91612.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Port of Beaumont Navigation District                    | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      8300000 | PA      | $8534586.22    | 0.05%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-W10X                                                                                                                    | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4601569 | PA      | $4427629.69    | 0.03%             | 2034-12-15      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-35546.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.729000 26-APR-2027 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1289441800 | OU      | $33653381.98   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| NOODLE INC                                              | NOODLE INC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1099886 | NS      | $1286866.62    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ALPHA STAR HO IX LTD                                    | Alpha Star Holding IX Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |       920000 | PA      | $925750.00     | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LANDSEA HOMES CORP                                      | LANDSEA HOMES CORP                                                                                                               | CUSIP: 000000000<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |     40108000 | PA      | $40208270.00   | 0.25%             | 2028-07-17      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| IDEXX Laboratories Inc                                  | IDEXX Laboratories Inc                                                                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        16068 | NS      | $6951820.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MYTHIC AI INC                                           | MYTHIC AI INC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8922 | NS      | $0.09          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2024-1                                                                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11550311 | PA      | $11633505.61   | 0.07%             | 2046-10-20      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $12750.00      | 0.00%             | 2022-07-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1750254.04    | 0.01%             | 2030-10-30      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       957000 | PA      | $1105820.70    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (PBI)                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |      1210000 | OU      | $-1313.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      7985408 | PA      | $7588014.32    | 0.05%             | 2027-07-06      | Floating      | 9.66%                 | No            | 3                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-72812.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       733000 | PA      | $973393.95     | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                     | SPACE EXPLORATION TECHNOLOGIES CORP                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       107736 | NS      | $19931160.00   | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-70511.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ADOBE INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -64 | NC      | $-42720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SAMBANOVA SYSTEMS INC                                   | SAMBANOVA SYSTEMS INC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220503 | NS      | $9501474.27    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $23456.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XIV Ltd                                                                                                             | CUSIP: 89641QAS9<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      1070000 | PA      | $1061226.21    | 0.01%             | 2034-01-25      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 10Y RTP 4.300000 10-JUL-2025                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -182098000 | OU      | $-290462.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Upfield BV                                              | Upfield BV 2024 GBP Term Loan B11                                                                                                | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |      5449000 | PA      | $7178156.81    | 0.05%             | 2028-01-03      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |            1 | NC      | $56940.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $534311.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     10232000 | PA      | $11728829.02   | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1279320.53    | 0.01%             | 2029-04-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $407.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PEGASUS BIDCO BV                                        | Pegasus BidCo BV 2024 EUR Term Loan B2                                                                                           | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |      3333333 | PA      | $3759666.14    | 0.02%             | 2029-07-12      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1147 | NC      | $4014.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                            | Verizon Communications, Inc.                                                                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3192000 | PA      | $3822651.50    | 0.02%             | 2030-10-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MXN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |            1 | NC      | $-19703.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWP: OIS 9.810000 10-MAY-2025 IBR                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  41703968746 | OU      | $33000.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co                                     | American Express Co                                                                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        88299 | NS      | $23523736.59   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF         | iShares Broad USD High Yield Corporate Bond ETF                                                                                  | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |       505031 | NS      | $18484134.60   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| ING GROEP NV                                            | ING Groep NV                                                                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $2162588.16    | 0.01%             | 2027-05-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      4258000 | PA      | $5710028.22    | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| TICP CLO LTD                                            | TICP CLO XII Ltd                                                                                                                 | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $697830.07     | 0.00%             | 2034-07-15      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.65000 03-NOV-2053 SOF                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     50072011 | OU      | $1795985.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                  | CD&R Firefly Bidco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |       749000 | PA      | $1018167.67    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BYD Co Ltd                                              | BYD Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      1809247 | NS      | $85932370.72   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | TRSWAP: USHY US EQUITY                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     23861139 | OU      | $-371067.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| APCOA HOLDINGS GMBH                                     | APCOA Group GmbH/Germany                                                                                                         | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |      1864000 | PA      | $2114536.85    | 0.01%             | 2031-04-15      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.700000 06-JAN-2035 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    104391000 | OU      | $489754.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/SCDS: (MUNRE)                                                                                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | FR        |      1958496 | OU      | $9345.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lionsgate Studios Corp                                  | Lionsgate Studios Corp                                                                                                           | CUSIP: 53626M104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       259351 | NS      | $1895855.81    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Bancolombia SA                                          | Bancolombia SA                                                                                                                   | CUSIP: 05968L102<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |        15621 | NS      | $629838.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.500000 08-MAY-2026 SOF                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    238166000 | OU      | $814853.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PIKE CORP                                               | Pike Corp                                                                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |       313000 | PA      | $328363.29     | 0.00%             | 2031-01-31      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                                                                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       619186 | NS      | $111614468.36  | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| CELESTIAL DYNASTY LTD                                   | Celestial Dynasty Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |       400000 | PA      | $380000.00     | 0.00%             | 2028-08-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      3262000 | PA      | $3123365.00    | 0.02%             | 2027-06-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                                                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |      3106000 | PA      | $4322573.90    | 0.03%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| Abdullah Al Othaim Markets Co                           | Abdullah Al Othaim Markets Co                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       231457 | NS      | $556762.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ADLER PELZER HLDG GMBH                                  | Adler Pelzer Holding GmbH                                                                                                        | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |      1695000 | PA      | $1795369.81    | 0.01%             | 2027-04-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3762 | NC      | $-1051479.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4243355 | PA      | $3861453.49    | 0.02%             | 2028-01-30      | Fixed         | 20.00%                | Yes           | 3                  | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (PBI)                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       400000 | OU      | $8516.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXI SPA                                                | Nexi SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      3200000 | PA      | $3283908.04    | 0.02%             | 2028-02-24      | None          | 0.00%                 | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2963000 | PA      | $3511219.23    | 0.02%             | 2029-03-02      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  72211300000 | PA      | $15326810.27   | 0.10%             | 2028-04-28      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RIZAL COMMERCIAL BANKING                                | Rizal Commercial Banking Corp                                                                                                    | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |      1000000 | PA      | $992500.00     | 0.01%             | 2025-08-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      3871000 | PA      | $4407190.66    | 0.03%             | 2028-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                                 | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |       495000 | PA      | $483565.50     | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      1537636 | NS      | $21102576.05   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1923 | NC      | $-139417.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     76890000 | PA      | $18192548.20   | 0.11%             | 2029-08-15      | Fixed         | 3.89%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       223000 | PA      | $204913.72     | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                                     | Gilead Sciences Inc                                                                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        30050 | NS      | $3201527.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     42817550 | PA      | $1884156.35    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $4231196.66    | 0.03%             | 2034-10-09      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Corp                                         | Mitsubishi Corp                                                                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       166900 | NS      | $3168860.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Confluent Inc                                           | Confluent Inc                                                                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      1545274 | NS      | $36792973.94   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| AG ISSUER LLC                                           | AG Issuer LLC                                                                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       399000 | PA      | $393088.46     | 0.00%             | 2028-03-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DAVIDSON HOMES PREF EQIUTY/PFD                          | DAVIDSON HOMES PREF EQIUTY/PFD                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        33520 | NS      | $33583017.60   | 0.21%             |  |  |  | No            | 3                  | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                                                                     | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       481000 | PA      | $488215.00     | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       852000 | PA      | $822980.88     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                                                                     | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |      2674000 | PA      | $3137431.66    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Karman Holdings Inc                                     | Karman Holdings Inc                                                                                                              | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194471 | NS      | $6952338.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Haidilao International Holding Ltd                      | Haidilao International Holding Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003009Q8GV4VNKZWI24 | Long             | EC               | CORP              | KY        |       793000 | NS      | $1785483.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RR Ltd                                                  | RR 26 Ltd                                                                                                                        | CUSIP: 74989MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1983207.80    | 0.01%             | 2038-04-15      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      4322398 | PA      | $1033181.62    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                                                                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |      1472665 | PA      | $1329816.50    | 0.01%             | 2028-04-28      | Floating      | 9.18%                 | No            | 2                  | On Loan: No      |
| Barrick Gold Corp                                       | Barrick Gold Corp                                                                                                                | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       436418 | NS      | $8322522.28    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       350000 | PA      | $350175.35     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                          | ConocoPhillips                                                                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       102393 | NS      | $9125264.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-31047.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       733000 | PA      | $943392.32     | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      5820000 | PA      | $5336940.00    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 0.020000 26-AUG-2031                                                                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    103788151 | OU      | $15754390.70   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $9584.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      5468000 | PA      | $7080714.37    | 0.04%             | 2031-03-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | EUR C USD P @1.100000 EO                                                                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | US        |     -6056000 | OU      | $-201363.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** BlackRock Global Allocation Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer