# EDGAR Filing Document

**Accession Number:** 0000834237
**File Stem:** 0002071691-26-007342
**Filing Date:** 2026-3
**Character Count:** 1619001
**Document Hash:** a1e9a4fbc4d96deb20046f0a4e5785f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007342.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007342

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260430

**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:** 26803403

**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:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $18051339048.20

**Total Liabilities:** $652993809.90

**Net Assets:** $17398345238.30

**Amount of Assets Invested in Other Investment Companies:** $608504650.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 68579.54000000 | **1-Year:** 20399.14000000 | **5-Year:** 185469.57000000 | **10-Year:** 137897.83000000 | **30-Year:** 45123.19000000

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

- **3-Month:** 186349.23000000 | **1-Year:** 631947.40000000 | **5-Year:** 2594110.94000000 | **10-Year:** 489877.89000000 | **30-Year:** -432664.09000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005793 | 0.48%                | 1.43%                | 2.84%                |
| Class ID C000172904 | 0.48%                | 1.40%                | 2.85%                |
| Class ID C000005794 | 0.42%                | 1.36%                | 2.74%                |
| Class ID C000005790 | 0.43%                | 1.43%                | 2.77%                |
| Class ID C000005792 | 0.40%                | 1.34%                | 2.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $139148979.15            | $-88880312.11                              |
| Month 2  | $117613257.84            | $73905365.24                               |
| Month 3  | $132817093.31            | $237224283.16                              |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1192628.05   | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     93713896 | PA      | $4729046.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       124000 | PA      | $131646.34    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -300 | NC      | $-73500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1317000 | PA      | $1377002.52   | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                                        | Indy US Holdco LLC, 1st Lien Term Loan                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2359367 | PA      | $2796340.45   | 0.02%             | 2030-10-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       143050 | PA      | $192795.64    | 0.00%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      1641000 | PA      | $1767317.71   | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14407.23     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                         | Flash Compute LLC                                                                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       256000 | PA      | $256868.61    | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       451000 | PA      | $466779.20    | 0.00%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                    | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98273.22     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       105000 | PA      | $109161.57    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       212000 | PA      | $209344.00    | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     55935390 | PA      | $26.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                             | Heimstaden Bostad Treasury BV                                                                                                 | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      1286000 | PA      | $1504107.48   | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7470.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       433578 | PA      | $-15517.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                          | IHS Holding Ltd.                                                                                                              | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       740000 | PA      | $736300.00    | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                       | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20563975 | PA      | $18695110.81  | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                                               | Tackle SARL, Facility 1st Lien Term Loan B2                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      4291325 | PA      | $5087230.93   | 0.03%             | 2028-05-22      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2502 | NC      | $347778.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          184 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        84200 | NS      | $254869.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                            | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3617492 | PA      | $3389165.42   | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |        82000 | PA      | $82722.42     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                                                  | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        66401 | NS      | $4571728.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4891.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        14113 | NS      | $19243703.42  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CBSRHG1<br>LEI: N/A                  | N/A              | DE               |  | US        |         1796 | NC      | $889020.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan, Inc.                                                        | ServiceTitan, Inc., Class A                                                                                                   | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46422 | NS      | $3636699.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      8271000 | PA      | $0.83         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      2080000 | PA      | $2495298.52   | 0.01%             | 2039-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       994000 | PA      | $1212532.15   | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1901360.91   | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-969468.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CBYHN20<br>LEI: N/A                  | N/A              | DE               |  | US        |         3999 | NC      | $6467601.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Trust 2401                                                                | Trust 2401                                                                                                                    | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       341000 | PA      | $353917.08    | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       124320 | PA      | $100699.20    | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                   | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       336000 | PA      | $336329.74    | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        70758 | NS      | $11645351.64  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metaplanet, Inc.                                                          | Metaplanet, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 3538006DGBY53D3UEV95       | Long             | EC               | CORP              | JP        |       733800 | NS      | $2071128.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                             | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6030000 | PA      | $5519515.28   | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    148633053 | PA      | $6774519.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        46300 | NS      | $1455159.08   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bunge Global SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -51500 | NS      | $-62830.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 4                                                          | Pikes Peak CLO 4, Series 2019-4A, Class ARR                                                                                   | CUSIP: 72132WAN9<br>LEI: 2549002NRPBIF0UZPU88 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $350254.28    | 0.00%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                               | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $203500.00    | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/CZK One-touch barrier option; Barrier price EUR 23.85000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       233780 | PA      | $82.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                           | AGL Energy Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |       340000 | PA      | $230262.33    | 0.00%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                                                           | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      1023000 | PA      | $1251234.84   | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| King US Bidco, Inc.                                                       | King US Bidco, Inc.                                                                                                           | CUSIP: DA2535023<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      2370000 | PA      | $2819023.99   | 0.02%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                                                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        52876 | NS      | $18581683.92  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -12050 | NS      | $15906.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                               | Inversion Escrow Issuer LLC                                                                                                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |       339000 | PA      | $335778.01    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96471.16     | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jose Andres Group 1L Notes                                                | Jose Andres Group 1L Notes                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      7163000 | PA      | $5390157.50   | 0.03%             | 2032-11-14      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                       | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10573941 | PA      | $7357906.45   | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                                         | Match Group, Inc.                                                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       304406 | NS      | $9482246.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      2899000 | PA      | $2800694.47   | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PC29HV0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -942 | NC      | $-249630.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        89400 | NS      | $3881563.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                                    | Monster Beverage Corp.                                                                                                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        21624 | NS      | $1746354.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co. Ltd.                                                           | Sanrio Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |       179500 | NS      | $5553454.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       300000 | PA      | $306900.00    | 0.00%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                                                                | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      1084000 | PA      | $1374529.68   | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providus CLO XIV DAC                                                      | Providus CLO XIV DAC, Series 14X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400RHQLITOVVAUF62       | Long             | ABS-CBDO         | CORP              | IE        |      1553000 | PA      | $1840848.55   | 0.01%             | 2040-04-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100025.60    | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       135232 | NS      | $9821900.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wom New Holdco                                                            | WOM New Holdco                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         5047 | NS      | $116081.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jack Ohio Finance LLC                                                     | Jack Ohio Finance LLC, 1st Lien Term Loan                                                                                     | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1651520 | PA      | $1637069.20   | 0.01%             | 2032-01-28      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        24053 | NS      | $7128347.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       445911 | NS      | $104102382.06 | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $102273.60    | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1958496 | PA      | $26747.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    230190500 | PA      | $422090.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       255000 | PA      | $254440.43    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                   | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1675453 | PA      | $1575971.61   | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 17 Ltd.                                                           | KKR CLO 17 Ltd., Series 17, Class AR                                                                                          | CUSIP: 48251FAG6<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500496.85    | 0.00%             | 2034-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       437000 | PA      | $470447.11    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                                             | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       240000 | PA      | $250443.12    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       768436 | NS      | $199782.99    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       813000 | PA      | $1004347.61   | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd.                                              | Inspired Finco Holdings Ltd., 1st Lien Term Loan B6                                                                           | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3596059 | PA      | $4269152.92   | 0.02%             | 2031-02-28      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00CBRFE71<br>LEI: N/A                  | N/A              | DE               |  | US        |         4424 | NC      | $1079486.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       199000 | PA      | $197904.35    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       669000 | PA      | $719596.47    | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3378835 | NS      | $-199408.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $340026.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    596421739 | PA      | $3173.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       790000 | PA      | $823575.00    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KW09, Class X1  | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51252730 | PA      | $983519.39    | 0.01%             | 2029-05-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU Aero Engines AG                                                                                                           | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $596913.60    | 0.00%             | 2033-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      5067000 | PA      | $3107963.93   | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | M3, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -547300 | NS      | $39415.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class A                                                                        | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       744307 | PA      | $744074.75    | 0.00%             | 2038-10-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       489775 | OU      | $50856.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       561507 | NS      | $79397089.80  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Port of Beaumont Navigation District                                      | Port of Beaumont Navigation District, Series 2024B                                                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      4920000 | PA      | $4934264.06   | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2016-1A, Class B1R2                                                                             | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251652.43    | 0.00%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    199950000 | PA      | $3480390.54   | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -410 | NC      | $-51250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sartorius Stedim Biotech                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10385 | NS      | $353210.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-120221.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3068000 | PA      | $2237081.59   | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A2                                                                             | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3304099 | PA      | $2559126.77   | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        79053 | NS      | $2994111.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                         | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |       400527 | PA      | $354966.62    | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                          | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       123393 | NS      | $1357.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       159000 | PA      | $162016.71    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97915.22     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6905000 | PA      | $7219149.88   | 0.04%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        39435 | NS      | $17334048.60  | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                   | Idemitsu Kosan Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       605800 | NS      | $5140375.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       370000 | PA      | $341918.41    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9313000 | PA      | $9603466.79   | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1073176 | NS      | $127858188.64 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth, Inc.                                                      | USA Rare Earth, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       501306 | NS      | $11239280.52  | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                              | Virgin Media O2 Vendor Financing Notes V DAC                                                                                  | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |       889000 | PA      | $1193343.34   | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                    | OCS Group Holding Ltd., Facility 1st Lien Term Loan B1                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3809524 | PA      | $5208852.59   | 0.03%             | 2031-11-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       222000 | PA      | $221558.22    | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group, Inc.                                           | Interactive Brokers Group, Inc., Class A                                                                                      | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        23861 | NS      | $1786711.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       935000 | PA      | $932943.00    | 0.01%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       175000 | PA      | $161415.24    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       550100 | PA      | $236670.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       660000 | PA      | $662161.50    | 0.00%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $208928.40    | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        30997 | NS      | $5623785.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -3743000 | PA      | $-25069.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        82300 | NS      | $-3003.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH plc                                                                   | CRH plc                                                                                                                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       425194 | NS      | $52047997.54  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       213000 | PA      | $220042.22    | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102393.70    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       109000 | PA      | $114592.57    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900T5AQZNR0THA508       | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $1043500.00   | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10803237 | PA      | $10781630.63  | 0.06%             | 2030-08-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | InPost SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -139518 | NS      | $19532.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                | Continuum Energy Pte. Ltd.                                                                                                    | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      7924858 | PA      | $7905045.86   | 0.05%             | 2027-09-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| Air Arabia PJSC                                                           | Air Arabia PJSC                                                                                                               | CUSIP: N/A<br>LEI: 21380058Y5RCZI2HBX17       | Long             | EC               | CORP              | AE        |      1067634 | NS      | $1448953.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        24046 | NS      | $10614024.63  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        22952 | NS      | $5100852.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       939000 | PA      | $832337.24    | 0.00%             | 2026-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                                                           | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |      3234000 | PA      | $2750366.17   | 0.02%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1212000 | PA      | $1121100.00   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -343627 | NS      | $3883.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                           | KFC Holding Co.                                                                                                               | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |        39000 | PA      | $39058.66     | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      3334000 | PA      | $3517736.74   | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        95913 | NS      | $13819145.04  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercia                                                                    | Mercia, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1099379 | PA      | $1504334.91   | 0.01%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-27A, Class D1                                                                                   | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1009717.40   | 0.01%             | 2037-10-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -99 | NC      | $-4455.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                                                   | Robinhood Markets, Inc., Class A                                                                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        53487 | NS      | $5320886.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tabcorp Finance Pty. Ltd.                                                 | Tabcorp Finance Pty. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 213800DP7KVM374ANX97       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $345041.42    | 0.00%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       920000 | PA      | $699071.20    | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     50072011 | PA      | $4764878.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99980.78     | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TBC Bank Group plc                                                        | TBC Bank Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |        41364 | NS      | $2404995.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10588000 | PA      | $10595549.24  | 0.06%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -35561000 | PA      | $-167882.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2497000 | PA      | $-13411.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     26376326 | PA      | $-20216.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aenova Holding GmbH                                                       | Aenova Holding GmbH, Facility 1st Lien Term Loan B1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2660377 | PA      | $3171862.66   | 0.02%             | 2031-08-22      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       355000 | PA      | $363212.22    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Krafton, Inc.                                                             | Krafton, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |        21349 | NS      | $3747946.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                | Alexander Funding Trust II                                                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2591000 | PA      | $2758616.56   | 0.02%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CBSUH33<br>LEI: N/A                  | N/A              | DE               |  | US        |         -229 | NC      | $-69158.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1110000 | PA      | $-15045.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kadokawa Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -103700 | NS      | $-84679.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       800000 | PA      | $811020.00    | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98478.04     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HR Ottawa LP                                                              | HR Ottawa LP                                                                                                                  | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     48148956 | PA      | $52877441.29  | 0.30%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       409000 | PA      | $416191.04    | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                                | Trident Energy Finance plc                                                                                                    | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |       562000 | PA      | $581782.40    | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| MHP Lux SA                                                                | MHP Lux SA                                                                                                                    | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |       318000 | PA      | $327540.00    | 0.00%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1593000 | PA      | $1518193.84   | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                                        | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                                 | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1560000 | PA      | $1560457.24   | 0.01%             | 2035-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                  | CUSIP: 00CBSRHC0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -163 | NC      | $-50856.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Laopu Gold Co. Ltd.                                                       | Laopu Gold Co. Ltd., Class H                                                                                                  | CUSIP: N/A<br>LEI: 2549003X1NWK88OCWI97       | Long             | EC               | CORP              | CN        |         5100 | NS      | $504038.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110745.91    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                                                                        | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      1450000 | PA      | $1737038.55   | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A                                                                 | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1480000 | PA      | $1431900.00   | 0.01%             | 2026-05-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Cirkul Sr Sec                                                             | Cirkul Sr Sec, 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6846140 | PA      | $5725426.74   | 0.03%             | 2028-04-23      | Variable      | 16.30%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3690246.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-51434.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5478967 | PA      | $-82010.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CC3UJU6<br>LEI: N/A                  | N/A              | DE               |  | US        |          999 | NC      | $102397.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        43708 | NS      | $3038143.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                               | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       587251 | NS      | $10265147.48  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                                                                  | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $3149964.31   | 0.02%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                                                                | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         2868 | NS      | $3136953.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     18581000 | PA      | $22235.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        48000 | PA      | $47984.18     | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                                            | Rio Tinto Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        89579 | NS      | $9332770.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       880000 | PA      | $922517.20    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      4818000 | PA      | $11139697.80  | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2509574 | NS      | $479654878.62 | 2.76%             |  |  |  | No            |                  1 | On Loan: —       |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       899000 | PA      | $944317.98    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1600000 | PA      | $1951406.33   | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     37247900 | PA      | $0.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                                                                   | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        82998 | NS      | $1396155.55   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCM Trust                                                                 | MCM Trust, Series 2021-VFN1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |       248306 | PA      | $202041.74    | 0.00%             | 2028-08-28      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       179000 | PA      | $171797.77    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1352146 | NS      | $323568537.80 | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       794000 | PA      | $839493.02    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                                                           | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       781000 | PA      | $772299.66    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC7S0U7<br>LEI: N/A                  | N/A              | DE               |  | US        |       -16400 | NC      | $-56116103.45 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -703584110 | PA      | $-336022.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       556403 | PA      | $641847.34    | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                                | Sobha Sukuk I Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |       554000 | PA      | $559889.02    | 0.00%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                             | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2334194 | PA      | $2317421.93   | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Versa Networks, Inc., Series E                                            | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1933359 | NS      | $11174815.02  | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       291000 | PA      | $293754.32    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       111000 | PA      | $116114.88    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      4703000 | PA      | $5602972.03   | 0.03%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 00CBSSVA6<br>LEI: N/A                  | N/A              | DE               |  | US        |          -85 | NC      | $-7862.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       129000 | PA      | $132421.21    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5X, Class D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      1500000 | PA      | $1799765.45   | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       311000 | PA      | $312066.42    | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SJM International Ltd.                                                    | SJM International Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900D15HMHW0MJ6N62       | Long             | DBT              | CORP              | VG        |       500000 | PA      | $495750.00    | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       197000 | PA      | $200489.07    | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    348343000 | PA      | $-44580.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9652500 | PA      | $-33235.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    831129684 | PA      | $2675332.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     14565000 | PA      | $539094.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       217000 | PA      | $225452.91    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B23, Class XA                                                                           | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53864634 | PA      | $2403580.04   | 0.01%             | 2054-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    370972080 | PA      | $1279747.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Plastics Corp.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1923000 | NS      | $-226387.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       169000 | PA      | $168383.93    | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                                        | Vodacom Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |       406593 | NS      | $3789624.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       139000 | PA      | $147207.26    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                  | Sea Ltd., Class A                                                                                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |         1120 | NS      | $130468.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nippon Yusen KK                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -113400 | NS      | $-94176.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                           | Advantest Corp.                                                                                                               | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       102100 | NS      | $16885971.08  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                       | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3411753 | PA      | $1876464.41   | 0.01%             | 2028-06-05      | Variable      | 15.25%                | No            |                  3 | On Loan: No      |
| Wrangler Holdco Corp.                                                     | Wrangler Holdco Corp.                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       164000 | PA      | $170654.46    | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                         | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       200000 | PA      | $207912.20    | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        48129 | NS      | $11415717.51  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hansoh Pharmaceutical Group Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -141417 | NS      | $7319.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1501967.07   | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16089.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank (The)                                                 | Saudi National Bank (The)                                                                                                     | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |        48759 | NS      | $583178.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -946200 | NS      | $98355.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                                                                 | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $208632.00    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1463.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       563000 | PA      | $671729.88    | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |        54354 | NS      | $959589.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |       118485 | NS      | $1893868.83   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                     | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1272000 | PA      | $1505129.37   | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00CC9GC20<br>LEI: N/A                  | N/A              | DE               |  | US        |         -420 | NC      | $-169050.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | WTI Crude Oil                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           61 | NC      | $13420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      4003000 | PA      | $4939641.50   | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99810.54     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |        46000 | PA      | $43357.73     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                           | International Container Terminal Services, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |        93900 | NS      | $1028481.73   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMIC Finance USA Pty. Ltd.                                               | CIMIC Finance USA Pty. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 213800GNWSV32LXHCZ50       | Long             | DBT              | CORP              | AU        |       200000 | PA      | $216866.61    | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                                       | Etihad Etisalat Co.                                                                                                           | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |       170588 | NS      | $3210144.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-37561.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94263.17     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Yen                                                                       | Yen                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    828282731 | OU      | $5352046.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        10529 | PA      | $8910237.86   | 0.05%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $467983.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                                                                | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       975000 | PA      | $981572.96    | 0.01%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                                                                                 | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |       705000 | PA      | $894366.74    | 0.01%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Luna 2.5 SARL                                                             | Luna 2.5 SARL                                                                                                                 | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |       866000 | PA      | $1046400.46   | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                          | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |       520000 | PA      | $557212.50    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAIC Motor Corp. Ltd.                                                     | SAIC Motor Corp. Ltd., Class A                                                                                                | CUSIP: N/A<br>LEI: 30030001QBC7EXJJGT71       | Long             | EC               | CORP              | CN        |      4079400 | NS      | $8279891.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       308000 | PA      | $307770.02    | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9798750 | PA      | $-33986.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class B                                                                 | CUSIP: 525949AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       379000 | PA      | $381029.66    | 0.00%             | 2035-04-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       214931 | PA      | $166786.46    | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                        | IRB Infrastructure Developers Ltd.                                                                                            | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |       500000 | PA      | $521190.00    | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                       | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      3100000 | PA      | $3662679.01   | 0.02%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       232643 | NS      | $581607.50    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103239.60    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                           | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       116039 | NS      | $34638801.89  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       678000 | PA      | $675443.16    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| eMemory Technology, Inc.                                                  | eMemory Technology, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        49000 | NS      | $2822152.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | Weichai Power Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      1568000 | NS      | $5314941.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class D                                                                      | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       197002 | PA      | $177165.85    | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2296525 | NS      | $123241.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       145000 | PA      | $145039.59    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class D                                                                                           | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8408000 | PA      | $8040213.90   | 0.05%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3560 | NC      | $-1726600.00  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Roche Holding AG                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10558 | NS      | $-156396.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    167000000 | PA      | $310924.17    | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      4090000 | PA      | $845.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |       700000 | PA      | $879741.75    | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                                      | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2732000 | PA      | $2809676.50   | 0.02%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       338000 | PA      | $347295.00    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class B                                                                      | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2356000 | PA      | $2359403.01   | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $77291.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      3134929 | NS      | $92451957.05  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        63755 | NS      | $5367348.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        16000 | PA      | $16558.27     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       288000 | PA      | $297960.77    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K110, Class X1  | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8042709 | PA      | $453789.73    | 0.00%             | 2030-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/HUF One-touch barrier option; Barrier price USD 375.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       529000 | PA      | $64664.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      4238000 | PA      | $7424930.02   | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1080089600 | PA      | $8924708.84   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-133312.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     15767000 | PA      | $19401293.50  | 0.11%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 00CBSQ8S7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -920 | NC      | $-99360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Betclic Everest Group                                                     | Betclic Everest Group, 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      5234736 | PA      | $6202388.22   | 0.04%             | 2031-12-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                    | RWE AG                                                                                                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        95255 | NS      | $6049065.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       316000 | PA      | $304652.82    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings LLC                                                | Starz Capital Holdings LLC                                                                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      1061000 | PA      | $864803.04    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         7500 | NS      | $10709550.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IGT Holding IV AB                                                         | IGT Holding IV AB, Facility 1st Lien Term Loan B4                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      4000000 | PA      | $4709774.86   | 0.03%             | 2031-08-29      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -459 | NC      | $-2252542.50  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      1590500 | NS      | $13442775.11  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                                           | Breakwater Energy Holdings Sarl                                                                                               | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      1450000 | PA      | $1522191.15   | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     19310000 | PA      | $5446460.77   | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd.                                                    | Nickel Industries Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |       320000 | PA      | $335200.00    | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1230712.66   | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                         | Republic of India                                                                                                             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    445700000 | PA      | $4860005.34   | 0.03%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00CC2TEF8<br>LEI: N/A                  | N/A              | DE               |  | US        |         4394 | NC      | $412472.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                                       | Sabena Technics SAS                                                                                                           | CUSIP: N/A<br>LEI: 969500IBFY3VCVJ46X47       | Long             | DBT              | CORP              | FR        |      7221383 | PA      | $8559866.51   | 0.05%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      4431600 | PA      | $5430668.50   | 0.03%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1330592 | PA      | $432442.35    | 0.00%             | 2028-04-30      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $786134.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          363 | NC      | $108049.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                       | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      2887000 | PA      | $3321102.87   | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                    | Turkiye Is Bankasi A/S, Class C                                                                                               | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |      6747954 | NS      | $2594039.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Railway Group Ltd., Class H                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3767000 | NS      | $-202801.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                          | Sony Group Corp.                                                                                                              | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       348900 | NS      | $7692515.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cigna Group (The)                                                                                                             | CUSIP: 125523100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -17991 | NS      | $112983.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       193620 | NS      | $10658781.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                                                            | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       326279 | NS      | $3638766.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                          | NCL Finance Ltd.                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        88000 | PA      | $90456.17     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Harmonic Drive Systems, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -105000 | NS      | $179855.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -43503500 | PA      | $-364906.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PC5ATV1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -228 | NC      | $-9912.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | flynas Co. SJSC                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31700 | NS      | $-16160.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       118000 | PA      | $118307.63    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       727618 | PA      | $617020.34    | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE, Series SUFP                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5487456.60   | 0.03%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                                                                          | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |      1322000 | PA      | $1574535.24   | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       149425 | NS      | $154976138.75 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | H & M Hennes & Mauritz AB, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -93808 | NS      | $-61023.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |        97000 | PA      | $93337.31     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00PC0U936<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1501 | NC      | $-273932.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $519457.00    | 0.00%             | 2030-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cirkul, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        17931 | NS      | $0.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Snorkel AI, Inc., Series C                                                | Snorkel AI, Inc., Series C                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       252991 | NS      | $1821535.20   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $564988.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                                                       | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       590508 | NS      | $12177572.92  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       255945 | NS      | $94587034.20  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    229464509 | PA      | $-34445.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103386.00    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Iberdrola SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       184200 | NS      | $56053.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -37055629 | PA      | $-66889.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Capital Ltd.                                                         | CMOC Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900RVFDRGDY5WUQ83       | Long             | DBT              | CORP              | VG        |      3200000 | PA      | $3329352.10   | 0.02%             | 2027-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1465699.62   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     49926000 | PA      | $-1518016.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                    | Arcano Euro CLO II DAC, Series 2X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |      1430000 | PA      | $1713461.80   | 0.01%             | 2039-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Facility 1st Lien Term Loan H                                                                                       | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     39843242 | PA      | $46629333.51  | 0.27%             | 2029-01-31      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                                                       | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      1419000 | PA      | $1563693.78   | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                                                           | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      5924000 | PA      | $7239188.90   | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    240200001 | PA      | $2146.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                  | Adyen NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        11649 | NS      | $17273663.78  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       475000 | PA      | $-18583.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          477 | NC      | $33924.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | RENK Group AG                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -19988 | NS      | $67871.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       292000 | PA      | $323390.00    | 0.00%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     11439000 | PA      | $15438904.67  | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16230200 | PA      | $-180059.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        85369 | NS      | $17763581.52  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5818.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1215769 | NS      | $411574279.57 | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       362000 | PA      | $371703.41    | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       171990 | NS      | $2997785.70   | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2818000 | PA      | $2800436.96   | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       140000 | PA      | $142230.20    | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PC5YGJ0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3391 | NC      | $-17464.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Rounds, Inc.                                                        | Grand Rounds, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     11562554 | NS      | $8787541.04   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc.                                                                                                        | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |        43000 | PA      | $42976.40     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-40118.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        84881 | NS      | $0.85         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Temenos AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47421 | NS      | $231423.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -57500 | NS      | $7329.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                  | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -121540 | NS      | $106955.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IDEXX Laboratories, Inc.                                                                                                      | CUSIP: 45168D104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3592 | NS      | $73959.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     10351000 | PA      | $10475056.74  | 0.06%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -296245941 | PA      | $-1202663.70  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |        70000 | PA      | $63848.29     | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    282110578 | PA      | $2562302.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100443.20    | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lake Tahoe Resort Hotel                                                   | Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11574000 | PA      | $11386868.10  | 0.07%             | 2026-02-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                             | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       652000 | PA      | $720786.00    | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      1209388 | NS      | $46594549.14  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                   | Froneri Lux FinCo. SARL, Series JAN                                                                                           | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |       236000 | PA      | $282188.56    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -33041188 | PA      | $-3934.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1300000 | PA      | $1541968.95   | 0.01%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     16288000 | PA      | $11654057.89  | 0.07%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya LLC                                                                 | Avaya LLC                                                                                                                     | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1123 | NS      | $16311.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      9279000 | PA      | $9210428.19   | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pioneer Midco LLC                                                         | Pioneer Midco LLC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     17948766 | PA      | $17993637.70  | 0.10%             | 2030-11-18      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       641740 | NS      | $29821657.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      4908000 | PA      | $5117537.24   | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp.                                                                                                           | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10059000.00  | 0.06%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       598039 | NS      | $55934587.67  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | VanEck Semiconductor ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          175 | NC      | $53147.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       435000 | PA      | $453713.70    | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    287480000 | PA      | $5029689.40   | 0.03%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        96283 | NS      | $48037514.36  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc., Class A                                                                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        84643 | NS      | $4671447.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Republic of China                                                | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     25520000 | PA      | $3767655.83   | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1157000 | PA      | $1240304.00   | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126286000 | PA      | $116793352.89 | 0.67%             | 2056-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                                                                         | CUSIP: 73108RAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1961902 | PA      | $2181031.78   | 0.01%             | 2028-06-02      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                     | Taco Bell Funding LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7941000 | PA      | $7900860.63   | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1958496 | PA      | $26675.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $191060.20    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  21116582000 | PA      | $-300369.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-312489.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1467658.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TVC DSCR                                                                  | TVC DSCR, Series 2021-1, Class A                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     11183164 | PA      | $10575524.76  | 0.06%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 00CC2ZUK5<br>LEI: N/A                  | N/A              | DE               |  | US        |         5397 | NC      | $1282130.95   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                           | Diamond II Ltd.                                                                                                               | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |       600000 | PA      | $600000.00    | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class F                                                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6427000 | PA      | $6434286.29   | 0.04%             | 2041-06-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     16979000 | PA      | $4896814.33   | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |      4782000 | PA      | $5911312.04   | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1069355.69  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                   | Republic of Cameroon                                                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |       645000 | PA      | $620006.25    | 0.00%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5605996.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |        91000 | PA      | $91073.35     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., 1st Lien Term Loan                                                                                | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2350000 | PA      | $2783845.45   | 0.02%             | 2031-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                                                               | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      4006000 | PA      | $4744190.96   | 0.03%             | 2031-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                 | XPO, Inc.                                                                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |        67000 | PA      | $70433.68     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | Hon Hai Precision Industry Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |       626000 | NS      | $4327175.77   | 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        |      1655181 | PA      | $1514490.62   | 0.01%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                            | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |       555000 | PA      | $588300.00    | 0.00%             | 2028-11-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Neste OYJ                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -108127 | NS      | $-119040.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      6312000 | PA      | $10563.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00CC5S104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3391 | NC      | $-8093.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                                                  | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |       720000 | PA      | $900443.61    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                       | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       385865 | NS      | $6200850.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3958484.40   | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CZK One-touch barrier option; Barrier price USD 20.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       204681 | PA      | $3716.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co., Ltd.                                            | TS Financial Holding Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900NDEO99JV07HK17       | Long             | EC               | CORP              | TW        |      1914000 | NS      | $1375621.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       320000 | PA      | $-11217.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                                                             | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       424100 | NS      | $4114198.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1301000 | PA      | $1295672.99   | 0.01%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ayala Corp.                                                               | Ayala Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 254900QJ68UH8GKNGI69       | Long             | EC               | CORP              | PH        |        73650 | NS      | $632924.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1354000 | PA      | $1634970.50   | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $26054.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                     | CUSIP: 00CBWC3S8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -620 | NC      | $-149110.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $153748.35    | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       511895 | NS      | $48283847.59  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       138000 | PA      | $137655.52    | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       499000 | PA      | $516964.00    | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       286000 | PA      | $296190.15    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-1A, Class BR                                                                                   | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2475000 | PA      | $2482425.25   | 0.01%             | 2036-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        58340 | NS      | $42376425.80  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       149000 | PA      | $135403.75    | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      3915000 | PA      | $2848162.50   | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       504900 | NS      | $8970766.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                          | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                                                  | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      5870000 | PA      | $5861645.82   | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                       | Republic of Armenia                                                                                                           | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |       451000 | PA      | $470731.25    | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |      -189664 | NS      | $11379.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                            | Fortescue Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       353988 | NS      | $5126053.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    138335568 | PA      | $1506951.45   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       928050 | PA      | $-19189.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $213766.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      6562000 | PA      | $477968.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       333394 | NS      | $8622122.19   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        12366 | NS      | $2659802.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                                                          | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |       108000 | PA      | $105789.77    | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MHP                                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class G                                                                      | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3936000 | PA      | $3931080.00   | 0.02%             | 2038-07-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    133331040 | PA      | $-1275336.10  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Taurus Law 130 Securities SRL                                             | Taurus Law 130 Securities SRL                                                                                                 | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |      7166100 | PA      | $8447424.56   | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          266 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                            | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2518492 | PA      | $2065163.19   | 0.01%             | 2028-10-25      | Variable      | 9.17%                 | No            |                  3 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $193992.46    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                        | Latvia Government Bond                                                                                                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1414000 | PA      | $1434347.46   | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       129000 | PA      | $128393.33    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       437061 | NS      | $13107459.39  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                                                           | Nebius Group NV, Class A                                                                                                      | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |         9847 | NS      | $838865.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       174000 | PA      | $180822.02    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy, Facility 1st Lien Term Loan B7                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |      3188067 | PA      | $3795678.02   | 0.02%             | 2031-08-05      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                       | CUSIP: 00PBWUTJ6<br>LEI: N/A                  | N/A              | DE               |  | US        |           -7 | NC      | $-156820.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       500000 | PA      | $359975.00    | 0.00%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                 | FNA 8 LLC, Series 2025-1, Class A                                                                                             | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5444156 | PA      | $5475238.39   | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust                                            | ONNI Commerical Mortgage Trust, Series 2024-APT, Class A                                                                      | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600000 | PA      | $2644261.62   | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $752873.13    | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1337714 | NS      | $347110028.72 | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parts Europe SA                                                           | Parts Europe SA, Facility 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      4295969 | PA      | $5121507.16   | 0.03%             | 2031-02-03      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       238000 | PA      | $228163.51    | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        15449 | NS      | $3990631.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       132000 | PA      | $131959.16    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ningbo Joyson Electronic Corp., Class H                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       177000 | NS      | $-41278.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      2020000 | PA      | $2336256.43   | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                 | Liberty Costa Rica Senior Secured Finance                                                                                     | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |       437000 | PA      | $462262.97    | 0.00%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                            | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102430.70    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       161000 | PA      | $166590.89    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       167000 | PA      | $157611.61    | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       293000 | PA      | $311259.76    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Splitrock Services, Inc.                                                  | Splitrock Services, Inc., Series 2024-1-A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       147814 | PA      | $2545297.22   | 0.01%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         3302 | NS      | $1702379.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       530474 | NS      | $32047844.90  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      2126000 | PA      | $2145331.72   | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2021-4A, Class BR                                                                        | CUSIP: 05685AAU2<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501497.05    | 0.00%             | 2034-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2748781.47   | 0.02%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -259023 | NS      | $-4213.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       584000 | PA      | $605018.16    | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                                                                         | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       242000 | PA      | $238879.35    | 0.00%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      2370000 | PA      | $2293632.44   | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     87809000 | PA      | $13299.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        37526 | NS      | $9262167.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                 | Grupo Aeroportuario del Sureste SAB de CV, Class B                                                                            | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |        66746 | NS      | $2309183.97   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                           | Isetan Mitsukoshi Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       140400 | NS      | $2253219.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       473000 | PA      | $490544.34    | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      4042134 | PA      | $4967393.50   | 0.03%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class XA                                                              | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29246342 | PA      | $1866229.54   | 0.01%             | 2053-07-15      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd.                                                            | FirstRand Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      1268511 | NS      | $7235404.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      3244000 | PA      | $3984357.40   | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                                                               | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       857000 | PA      | $1051058.39   | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2016-10HY, Class E                                                                        | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       897300 | PA      | $881704.03    | 0.01%             | 2038-08-10      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Formentera Partners Fund II LP                                            | Formentera Partners Fund II LP                                                                                                | CUSIP: N/A<br>LEI: 54930034O8YBREDODZ37       | Long             | EC               | CORP              | US        |     12685367 | NS      | $9640878.92   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-B, Class D                                                                      | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       129090 | PA      | $120783.70    | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         1388 | NS      | $106029.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5085000 | PA      | $5237550.00   | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-117518.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust                                          | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                     | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      8275629 | PA      | $8693483.06   | 0.05%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc, Class A                                                                                                   | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |        29079 | NS      | $1212012.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      2676000 | PA      | $3199762.58   | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp., 1st Lien Term Loan                                                                                               | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3740252 | PA      | $2882649.67   | 0.02%             | 2029-11-19      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                                | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |      1077976 | NS      | $14.75        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       311663 | NS      | $12531969.23  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       778927 | NS      | $68467683.30  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class C                                                                      | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       705902 | PA      | $626815.45    | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xiaomi Corp., Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       245400 | NS      | $-83571.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                                            | Insurance Australia Group Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |       200000 | PA      | $141690.51    | 0.00%             | 2037-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd.                                | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class BR                                                         | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250915.05    | 0.00%             | 2037-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                                                  | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $206500.00    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class D                                                                                  | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       108813 | PA      | $108852.88    | 0.00%             | 2051-07-25      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                       | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       405000 | PA      | $413221.50    | 0.00%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       481000 | PA      | $491368.55    | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2130.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                                                         | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3000000 | PA      | $3573439.09   | 0.02%             | 2032-01-28      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     50234000 | PA      | $69820236.23  | 0.40%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                                                            | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       181000 | PA      | $184529.19    | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       189640 | NS      | $9011692.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                                                       | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |      1275000 | PA      | $1513255.74   | 0.01%             | 2031-02-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| EG Global Finance plc                                                     | EG Global Finance plc                                                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      4257000 | PA      | $4607695.92   | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                      | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10775590 | PA      | $9516865.67   | 0.05%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                 | adidas AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        18455 | NS      | $3272137.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       465707 | NS      | $108845040.04 | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SBA Communications Corp.                                                                                                      | CUSIP: 78410G104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -52999 | NS      | $62538.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     22384100 | PA      | $-702515.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |        65000 | PA      | $67700.49     | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       229000 | PA      | $235805.42    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 00PCBU710<br>LEI: N/A                  | N/A              | DE               |  | US        |        27223 | NC      | $1212087.66   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        60683 | NS      | $8768086.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00CC9WQ87<br>LEI: N/A                  | N/A              | DE               |  | US        |          -59 | NC      | $-38792.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hasbro, Inc.                                                                                                                  | CUSIP: 418056107<br>LEI: N/A                  | N/A              | DE               |  | US        |      -103056 | NS      | $-57711.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                              | EQUATE Petrochemical Co. KSC                                                                                                  | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |       653000 | PA      | $651775.63    | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11618.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       361000 | PA      | $378731.83    | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           58 | NC      | $-10230.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       992000 | PA      | $54877.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                              | Dai-ichi Life Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       639000 | NS      | $5619457.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     57649000 | PA      | $1126762.06   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      4258000 | PA      | $6050355.34   | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Li Auto, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -837000 | NS      | $48257.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teya Services Ltd.                                                        | Teya Services Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |         5237 | NS      | $1467355.03   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        68250 | NS      | $1189597.50   | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2435619.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                        | Deutsche Boerse AG                                                                                                            | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |         6248 | NS      | $1582152.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stage Entertainment BV                                                    | Stage Entertainment BV, Facility 1st Lien Term Loan B3                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      4000000 | PA      | $4573459.61   | 0.03%             | 2029-06-01      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $636403.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                  | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1974000 | PA      | $1999252.99   | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       864600 | NS      | $12329750.06  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                          | Tele Columbus AG                                                                                                              | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |      2900047 | PA      | $2123769.71   | 0.01%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd.                                     | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      7216178 | PA      | $7751291.46   | 0.04%             | 2026-06-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B3                                                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1707000 | PA      | $1764611.25   | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                                                                | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1300000.00   | 0.01%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-KING, Class A                                                                       | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3020239 | PA      | $3022126.78   | 0.02%             | 2034-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       322718 | OU      | $51222.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1861000 | PA      | $-7391.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muang Thai Life Assurance PCL                                             | Muang Thai Life Assurance PCL                                                                                                 | CUSIP: N/A<br>LEI: 549300V70GAMNLTH3D74       | Long             | DBT              | CORP              | TH        |       251000 | PA      | $248377.05    | 0.00%             | 2037-01-27      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       997344 | NS      | $29905797.34  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2497 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6958382.20   | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                      | HD Hyundai Heavy Industries Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |        17597 | NS      | $7004137.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       108000 | PA      | $109880.38    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        27300 | NS      | $333060.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       271336 | NS      | $33537.13     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      8100000 | PA      | $-218138.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2114126.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       165000 | PA      | $164964.66    | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 00CBSWUR1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -255 | NC      | $-44625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         1152 | NS      | $1685571.84   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       214000 | PA      | $212218.45    | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baht                                                                      | Baht                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |            0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       203000 | PA      | $193773.08    | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2822000 | PA      | $2837912.81   | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Borouge plc                                                               | Borouge plc                                                                                                                   | CUSIP: N/A<br>LEI: 2549001Z4YA6WG9MBM08       | Long             | EC               | CORP              | AE        |      1258336 | NS      | $894353.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       284000 | PA      | $284748.04    | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                                        | Thames Water Utilities Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      5048000 | PA      | $4981880.02   | 0.03%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       163000 | PA      | $162876.77    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                               | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       101000 | PA      | $105949.00    | 0.00%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CC2BLH5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2225 | NC      | $-91225.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |        84590 | OU      | $50931.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                     | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         1262 | NS      | $1060711.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2954859 | PA      | $-28884.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                         | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    227747848 | NS      | $227861722.34 | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1852000 | PA      | $1863474.99   | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       365000 | PA      | $391584.78    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    138239477 | PA      | $-2929343.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        92000 | PA      | $95796.84     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NAVER Corp.                                                               | NAVER Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |        12221 | NS      | $2322988.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Egyptian Pound                                                            | Egyptian Pound                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |     16391003 | OU      | $349264.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                                                       | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1630000 | PA      | $1634678.43   | 0.01%             | 2042-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                        | Uniti Services LLC                                                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       877000 | PA      | $905461.49    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bally's Corp.                                                             | Bally's Corp., Facility 1st Lien Term Loan B                                                                                  | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      3201636 | PA      | $3145607.79   | 0.02%             | 2028-10-02      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seagate Technology Holdings plc                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12765 | NS      | $-780707.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |       310000 | PA      | $391773.44    | 0.00%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                                                                     | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |         2383 | NS      | $105412.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                           | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       239000 | PA      | $235538.79    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    142695000 | PA      | $139765.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      3764000 | PA      | $4660507.98   | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp.                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       545000 | PA      | $433601.54    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10120845803 | PA      | $-79474.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ReNew Pvt Ltd.                                                            | ReNew Pvt Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |       347000 | PA      | $346306.00    | 0.00%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      1126000 | PA      | $1546544.58   | 0.01%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                                    | ITG Communications LLC , 1st Lien Term Loan                                                                                   | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8717000 | PA      | $8419140.11   | 0.05%             | 2031-07-09      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1257000 | PA      | $1498074.18   | 0.01%             | 2031-06-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        46505 | NS      | $16377665.85  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R DAC                                  | CVC Cordatus Opportunity Loan Fund-R DAC, Series 1X, Class DR                                                                 | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |      6410000 | PA      | $7620993.40   | 0.04%             | 2033-08-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1193000 | PA      | $1194002.51   | 0.01%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      9060000 | PA      | $11899439.50  | 0.07%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp.                                                                                                       | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |        44000 | PA      | $44228.80     | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10087466.36  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       184000 | PA      | $181880.47    | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ROIC, Class E                                                                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4482997 | PA      | $4466185.50   | 0.03%             | 2030-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                           | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       190874 | NS      | $58349433.40  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      1700000 | PA      | $1998873.49   | 0.01%             | 2034-10-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       749000 | PA      | $299523.25    | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       343000 | PA      | $323814.05    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PC27X12<br>LEI: N/A                  | N/A              | DE               |  | US        |         -400 | NC      | $-331000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       979000 | PA      | $999020.55    | 0.01%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                                                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       159000 | PA      | $159973.08    | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       208167 | NS      | $16663768.35  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                                                                       | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1425000 | PA      | $1329470.14   | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     29038000 | PA      | $53031.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $585653.80    | 0.00%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       680000 | PA      | $701964.00    | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     18934000 | PA      | $17892630.00  | 0.10%             | 2030-12-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                                                  | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       672000 | PA      | $709296.00    | 0.00%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K105, Class X1  | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11557052 | PA      | $586948.01    | 0.00%             | 2030-01-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1130000 | PA      | $-22040.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                     | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         2376 | NS      | $1998148.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A                                                              | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1376000 | PA      | $1296251.44   | 0.01%             | 2036-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                                             | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                                                                     | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752596.73    | 0.00%             | 2038-02-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-545114.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-414260.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                            | Teleflex, Inc.                                                                                                                | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |        70000 | PA      | $69028.19     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -35561000 | PA      | $-375367.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                                                       | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       132000 | PA      | $138273.30    | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                                                              | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       242000 | PA      | $241079.91    | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                | Alpha Star Holding IX Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |       720000 | PA      | $736200.00    | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                                                                        | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |       749000 | PA      | $1071807.89   | 0.01%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Applegreen Ltd.                                                           | Applegreen Ltd., Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      2272152 | PA      | $2705092.00   | 0.02%             | 2032-01-26      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       132000 | PA      | $118780.35    | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       162000 | PA      | $162460.73    | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        42391 | NS      | $3613620.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding A/S                                             | TAV Havalimanlari Holding A/S                                                                                                 | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |       594000 | PA      | $614790.00    | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA                                                                                                               | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |        17993 | NS      | $1469128.45   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      2314000 | PA      | $2314871.87   | 0.01%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103721.50    | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                                                                               | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7472000 | PA      | $7436809.87   | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       274450 | NS      | $62368762.50  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       612000 | PA      | $606492.00    | 0.00%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                  | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       287177 | PA      | $285688.94    | 0.00%             | 2051-07-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                                   | Regatta 31 Funding Ltd., Series 2025-1A, Class A1                                                                             | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1102994.53   | 0.01%             | 2038-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-BA, Class A                                                                       | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6808000 | PA      | $6822724.34   | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                          | PRA Group Europe Holding II Sarl                                                                                              | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1149934.11   | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       297991 | NS      | $32859467.57  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    282110578 | PA      | $2285151.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1316000 | PA      | $1368403.12   | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       141000 | PA      | $133952.72    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                                         | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       690423 | PA      | $692262.15    | 0.00%             | 2038-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       131336 | NS      | $70762523.44  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BBAM US CLO I Ltd.                                                        | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                                  | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $732049.99    | 0.00%             | 2038-03-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1932661.26  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                            | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       124000 | PA      | $130651.46    | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1385000 | PA      | $-25954.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1668512 | NS      | $-301202.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp.                                              | Saudi Basic Industries Corp.                                                                                                  | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |        32133 | NS      | $487045.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      3488000 | PA      | $5022412.94   | 0.03%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 118791000000 | PA      | $7260140.03   | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $424522.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       604000 | PA      | $708279.08    | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                | Tenaris SA                                                                                                                    | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       337216 | NS      | $7490563.55   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                     | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |        82286 | NS      | $1313233.69   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       429584 | OU      | $48227.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ades Holding Co.                                                          | Ades Holding Co.                                                                                                              | CUSIP: N/A<br>LEI: 98450075A96DF4FE9813       | Long             | EC               | CORP              | SA        |       228838 | NS      | $1172517.23   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                         | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       722000 | PA      | $751782.50    | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                  | XP, Inc., Class A                                                                                                             | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        32175 | NS      | $627734.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                                                        | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $823136.00    | 0.00%             | 2035-11-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       381000 | PA      | $392401.81    | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PC1G6Q8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -391 | NC      | $-6612.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       432264 | NS      | $11429060.16  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka A/S                                                        | Komercni Banka A/S                                                                                                            | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        18896 | NS      | $1145042.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       193000 | PA      | $192904.59    | 0.00%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Emirates Integrated Telecommunications Co. PJSC                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       925372 | NS      | $63338.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |        33601 | NS      | $350699.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |      -103309 | NS      | $-301662.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1403000 | PA      | $1370731.00   | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zijin Mining Group Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1036000 | NS      | $-89220.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                  | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       246000 | PA      | $228511.88    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                       | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1083000 | PA      | $943563.75    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      1292000 | PA      | $1531678.85   | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                                        | Toucan FinCo. Ltd.                                                                                                            | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |      6240000 | PA      | $6021984.38   | 0.03%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 00CBSU8Z2<br>LEI: N/A                  | N/A              | DE               |  | US        |          -71 | NC      | $-4970.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3176000 | PA      | $14412.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                       | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      2009000 | PA      | $2460267.83   | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1325000 | PA      | $1907324.93   | 0.01%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD Down-and-out barrier option; Barrier price EUR 1.15000                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     18631000 | PA      | $145259.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1518.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      6234000 | PA      | $6225354.07   | 0.04%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |        37000 | PA      | $36830.12     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       460000 | PA      | $318110.79    | 0.00%             | 2045-11-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5740000 | PA      | $5891001.61   | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     19929298 | PA      | $-72287.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000000 | PA      | $20051562.40  | 0.12%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       675000 | PA      | $708939.00    | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       253060 | PA      | $253151.20    | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      2852000 | PA      | $3479253.89   | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18649.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | Jawbone Health Hub, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          304 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1275877.06   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $344028.24    | 0.00%             | 2040-07-30      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     48743326 | PA      | $-30103.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                             | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       399000 | PA      | $412976.97    | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1281637600 | PA      | $53891704.32  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      3870000 | NS      | $213995276.51 | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       246000 | PA      | $231338.40    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc., Series D                                               | EXO Imaging, Inc., Series D                                                                                                   | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |       661698 | NS      | $489656.56    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class A                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |        49419 | NS      | $408584.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                       | Bausch + Lomb Netherlands BV                                                                                                  | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |      1067000 | PA      | $1277543.69   | 0.01%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |       800000 | PA      | $793500.00    | 0.00%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       734000 | PA      | $725195.23    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2023-1A, Class A                                                                             | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3112673 | PA      | $3142115.85   | 0.02%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: 40054J109<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |        29603 | NS      | $593540.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PCBXZJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |         8001 | NC      | $3618866.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       199000 | PA      | $205065.52    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-113548.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3156000 | PA      | $16403.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -35965000 | PA      | $-304670.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       720000 | PA      | $-56167.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                             | Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C                                                         | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       609844 | PA      | $609736.07    | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       127240 | NS      | $6709365.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avoca CLO XVIII DAC                                                       | Avoca CLO XVIII DAC, Series 18X, Class DR                                                                                     | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      1560000 | PA      | $1875350.81   | 0.01%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Forint                                                                    | Forint                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |     16160472 | OU      | $50221.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Davide Campari-Milano NV                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -269760 | NS      | $11320.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        10939 | NS      | $1163944.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2620000 | PA      | $2641797.88   | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10359677 | PA      | $10328996.76  | 0.06%             | 2057-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      5820000 | PA      | $5574512.40   | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      1382000 | PA      | $1429541.81   | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd.                                         | Pop Mart International Group Ltd.                                                                                             | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |       125400 | NS      | $3584754.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |       617000 | PA      | $578129.00    | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1369126.95   | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                                                                 | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        66704 | NS      | $4340438.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       366000 | PA      | $369045.12    | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      3387660 | PA      | $18254412.50  | 0.10%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2375436.31   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                            | Lasertec Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         8400 | NS      | $1929794.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series E-1                                               | JumpCloud, Inc., Series E-1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6458349 | NS      | $13885450.35  | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1310000 | PA      | $1311407.35   | 0.01%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Cas Capital No. 2 Ltd.                                                    | Cas Capital No. 2 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2549007CLL9JS1Z83O04       | Long             | DBT              | CORP              | VG        |       200000 | PA      | $202075.00    | 0.00%             | 2031-01-13      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       620000 | PA      | $621488.00    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       736000 | PA      | $732147.17    | 0.00%             | 2031-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       127000 | PA      | $129886.71    | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      6393594 | PA      | $9704.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                  | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        19653 | NS      | $1496969.01   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101586.30    | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                                                                        | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       419867 | NS      | $41443196.04  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                     | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       200000 | PA      | $194959.88    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |        93000 | PA      | $95241.67     | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1472000 | PA      | $1485127.30   | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       255265 | NS      | $109868608.65 | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBRGNP9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1656 | NC      | $-322920.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       188000 | PA      | $177725.46    | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CBSUFE1<br>LEI: N/A                  | N/A              | DE               |  | US        |          319 | NC      | $535920.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2495000 | PA      | $2569924.85   | 0.01%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Anthropic PBC, Series F                                                   | Anthropic PBC, Series F                                                                                                       | CUSIP: N/A<br>LEI: 984500B6DEB8CEBC4Z70       | Long             | EP               | CORP              | US        |        99562 | NS      | $24233390.80  | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       617000 | PA      | $635564.91    | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ampol Ltd.                                                                | Ampol Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | DBT              | CORP              | AU        |       460000 | PA      | $311223.88    | 0.00%             | 2055-10-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94291.41     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $962418.71    | 0.01%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                           | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class D                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3837130.81   | 0.02%             | 2039-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OH Partners LLC                                                           | OH Partners LLC, 1st Lien Term Loan                                                                                           | CUSIP: 67742MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3605872 | PA      | $3596857.38   | 0.02%             | 2032-11-12      | Variable      | 6.42%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $144026.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -43177517 | PA      | $-42631.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3843.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      9218000 | PA      | $9191175.62   | 0.05%             | 2030-12-11      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98464.58     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $98427.17     | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       100000 | PA      | $17780.25     | 0.00%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                                  | Mueller Industries, Inc.                                                                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        21100 | NS      | $2872554.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       128000 | PA      | $135207.04    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -506572 | NS      | $769989.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       603000 | PA      | $535464.00    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2352000 | PA      | $2363760.00   | 0.01%             | 2041-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-125539.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       111000 | PA      | $113263.40    | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lynas Rare Earths Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -643025 | NS      | $-238798.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd.                                                       | Mr Price Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       187882 | NS      | $2063162.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                            | Teleflex, Inc.                                                                                                                | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       103000 | PA      | $102435.21    | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SIG Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -314837 | NS      | $-158109.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       490000 | PA      | $504940.59    | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class A                                                                                         | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |            1 | PA      | $1.22         | 0.00%             | 2038-11-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Mercia                                                                    | Mercia, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      4793966 | PA      | $6559822.98   | 0.04%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    157044000 | PA      | $5186897.55   | 0.03%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Green Plains, Inc.                                                        | Green Plains, Inc.                                                                                                            | CUSIP: N/A<br>LEI: VJ5WLTHARBSDR14KIZ98       | Long             | EC               | CORP              | US        |       216929 | NS      | $2486006.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                                 | Lululemon Athletica, Inc.                                                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        76990 | NS      | $13434755.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      9846780 | PA      | $10240650.88  | 0.06%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Seche Environnement SACA                                                  | Seche Environnement SACA                                                                                                      | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | CORP              | FR        |       412000 | PA      | $497921.65    | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                                                                       | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      4162102 | PA      | $4188115.63   | 0.02%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       400000 | PA      | $413511.27    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      4907000 | PA      | $106021.21    | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -775 | NC      | $-72075.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zeitview                                                                  | Zeitview, Series E-3, Class E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2096035 | NS      | $2090501.73   | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       398900 | NS      | $7084032.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       724000 | PA      | $763610.04    | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                | Trust 2401                                                                                                                    | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       224000 | PA      | $245918.40    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00CC2DWY2<br>LEI: N/A                  | N/A              | DE               |  | US        |          -20 | NC      | $-6310.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                                                        | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      2200000 | PA      | $2687134.35   | 0.02%             | 2054-09-16      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                             | Veon Midco BV                                                                                                                 | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |       776000 | PA      | $739861.68    | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       217000 | PA      | $224525.13    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Merchants Bank Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -590000 | NS      | $-101405.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                            | PKHL Commercial Mortgage Trust, Series 2021-MF, Class F                                                                       | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       929000 | PA      | $253210.93    | 0.00%             | 2038-07-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -4584000 | PA      | $-2175.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96907.65     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                          | Tele Columbus AG                                                                                                              | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Short            | DBT              | CORP              | DE        |     -2900046 | PA      | $-2123769.10  | -0.01%            | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       900000 | PA      | $1116616.57   | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       788000 | PA      | $654828.00    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                            | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       136551 | NS      | $7104081.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                               | Nucor Corp.                                                                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        24830 | NS      | $4412787.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Turkish Lira                                                          | New Turkish Lira                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |      2207917 | OU      | $50771.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        86925 | NS      | $12320749.50  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       191000 | PA      | $184232.55    | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |       110000 | PA      | $115015.34    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                           | CUSIP: 00CBSRDB6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -280 | NC      | $-9800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -576130 | NS      | $-2627.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -309100 | NS      | $-27381.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       138180 | NS      | $15353179.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp.                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       112000 | PA      | $108424.49    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5984 | NC      | $2937458.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1880000 | PA      | $-15614.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       438000 | PA      | $428241.47    | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico                                                     | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |       311000 | PA      | $328625.93    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       615000 | PA      | $563060.24    | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rheinmetall AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          156 | NC      | $655522.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                                                             | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       303000 | PA      | $306478.14    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       446000 | PA      | $442693.89    | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4259.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                                                          | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |        92000 | PA      | $95366.92     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      9834000 | PA      | $11523266.98  | 0.07%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       122000 | PA      | $113790.84    | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        73000 | PA      | $76345.21     | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      1962000 | PA      | $1995516.85   | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $277849.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      1900000 | PA      | $2320027.31   | 0.01%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                               | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      1282000 | PA      | $1285205.00   | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      2065231 | PA      | $6942.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       475000 | PA      | $360857.50    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      3500000 | PA      | $4323443.83   | 0.02%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                              | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |     15095400 | NS      | $4343645.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC, 1st Lien Term Loan B2                                                                            | CUSIP: 07337FAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2071429 | PA      | $2467252.35   | 0.01%             | 2032-09-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |     86067181 | OU      | $4924878.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | GTT Communications, Inc.                                                                                                      | CUSIP: 362393118<br>LEI: N/A                  | N/A              | DE               |  | US        |        53722 | NS      | $1564921.86   | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                                                     | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        29618 | NS      | $9066837.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Super Micro Computer, Inc.                                                                                                    | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |      -198542 | NS      | $609404.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6291 | NC      | $4835086.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                  | CUSIP: 00CBSTF53<br>LEI: N/A                  | N/A              | DE               |  | US        |          -77 | NC      | $-22330.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                                                  | Full House Resorts, Inc.                                                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       262000 | PA      | $238747.50    | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG (Registered)                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        26279 | NS      | $1243401.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52314 | NS      | $4128620.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       774000 | PA      | $939371.32    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | NUSS              | ID        |       700000 | PA      | $740804.63    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          394 | NC      | $-9875.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          645 | NC      | $84172.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                        | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |      7300000 | PA      | $7500182.72   | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                               | Five Point Operating Co. LP                                                                                                   | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       497000 | PA      | $516554.96    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                          | Maricopa County Industrial Development Authority, Series 2024                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3435000 | PA      | $3661341.77   | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class B                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       127276 | NS      | $1047018.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                                                                         | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |       305000 | PA      | $316163.00    | 0.00%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Darajat II                                         | Star Energy Geothermal Darajat II                                                                                             | CUSIP: N/A<br>LEI: 254900A5FGTHUYFJ7K08       | Long             | DBT              | CORP              | BM        |       200000 | PA      | $193000.00    | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       200000 | PA      | $232947.17    | 0.00%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |       599248 | NS      | $47939840.00  | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc, 1st Lien Term Loan                                                                                         | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4359697 | PA      | $3936908.34   | 0.02%             | 2031-06-23      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       675000 | PA      | $-68089.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12894.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 00PBT43T4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -337 | NC      | $-481910.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          409 | NC      | $30675.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1289441800 | PA      | $24887280.31  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7885000 | PA      | $8160975.00   | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                                    | Grupo Mexico SAB de CV, Series B                                                                                              | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |        52469 | NS      | $582605.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B2                                                             | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2791175 | PA      | $2799577.21   | 0.02%             | 2032-05-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Entain plc                                                                | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      1500000 | PA      | $1784101.37   | 0.01%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         5643 | NS      | $935947.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                    | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       980000 | PA      | $977823.88    | 0.01%             | 2037-01-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       555000 | PA      | $578785.64    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       318000 | PA      | $332833.43    | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       479000 | PA      | $475710.79    | 0.00%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class B1                                                                             | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2183561 | PA      | $1558407.49   | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $32935.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                                                   | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $100446.89    | 0.00%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                  | Contemporary Amperex Technology Co. Ltd., Class H                                                                             | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       166300 | NS      | $10376708.65  | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | Cirkul, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18391 | NS      | $0.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                                         | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class AR2                                                                | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1350000 | PA      | $1351162.35   | 0.01%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                                     | Emaar Properties PJSC                                                                                                         | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |       764199 | NS      | $3126104.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866F104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -35560 | NS      | $-1357.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                      | Bulgaria Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       740000 | PA      | $728900.00    | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CC0MTM4<br>LEI: N/A                  | N/A              | DE               |  | US        |         1501 | NC      | $28519.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                                                             | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |         5380 | NS      | $332322.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dua Capital Ltd.                                                          | Dua Capital Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $922390.00    | 0.01%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                                                  | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       701000 | PA      | $833211.47    | 0.00%             | 2032-05-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    294182000 | PA      | $-57404.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                            | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      1604000 | PA      | $1543850.00   | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |        38000 | PA      | $39652.70     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $197262.34    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -355 | NC      | $-145550.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       169000 | PA      | $176704.37    | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       432000 | PA      | $517206.34    | 0.00%             | 2032-07-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1720422800 | PA      | $59986900.30  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        63375 | NS      | $40902519.41  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                              | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |      1053542 | NS      | $468773512.90 | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |      2030000 | PA      | $2405874.54   | 0.01%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CMOC Group Ltd., Class H                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -396000 | NS      | $-10.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       806724 | NS      | $28599994.82  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1223389664 | PA      | $138281.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       645070 | PA      | $142588.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2181168 | PA      | $-981.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fawry for Banking & Payment Technology Services SAE                       | Fawry for Banking & Payment Technology Services SAE                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |      5428941 | NS      | $1981216.52   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rheinmetall AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -156 | NC      | $-117883.06   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                                            | Prudential plc                                                                                                                | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       373525 | NS      | $6135240.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL, 1st Lien Term Loan                                                                                 | CUSIP: 46206RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4111765 | PA      | $4355153.53   | 0.03%             | 2032-10-07      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       271000 | PA      | $285326.96    | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    119585873 | PA      | $4483869.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1147241.00   | 0.01%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CME Bitcoin                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           -9 | NC      | $171593.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAG Immobilien AG                                                         | TAG Immobilien AG                                                                                                             | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1607807.99   | 0.01%             | 2031-03-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5220000 | PA      | $5230390.72   | 0.03%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class C                             | Space Exploration Technologies Corp., Class C                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |       107736 | NS      | $34044576.00  | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16798 | NS      | $699.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                     | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       146000 | PA      | $138945.10    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A                                                                      | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2078321 | PA      | $2082118.96   | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       481000 | PA      | $5411.25      | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       285147 | NS      | $59310576.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                        | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       578000 | PA      | $562896.86    | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $101008.60    | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                          | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       431000 | PA      | $513067.37    | 0.00%             | 2032-06-30      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $105095.56    | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Airtac International Group                                                | Airtac International Group                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       124000 | NS      | $4487636.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4002000 | PA      | $27710.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                        | Herens Holdco SARL                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |       592000 | PA      | $520887.48    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                     | Bank Negara Indonesia Persero Tbk. PT                                                                                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |      1250000 | PA      | $1224000.00   | 0.01%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -283600 | NS      | $21905.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC                                                                                                                  | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |       525000 | PA      | $546292.95    | 0.00%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                            | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |       209248 | NS      | $867939.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Community Financial System, Inc.                                                                                              | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -13952 | NS      | $-13393.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                                                              | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        10214 | NS      | $514841.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      1256000 | PA      | $1346746.00   | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      2195000 | PA      | $2624376.20   | 0.02%             | 2031-09-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1184000 | PA      | $1292040.00   | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                                         | Seashell Bidco SL, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      1242857 | PA      | $1478745.12   | 0.01%             | 2032-12-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cirsa Enterprises SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        89038 | NS      | $-13756.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                | PRM5 Trust, Series 2025-PRM5, Class D                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5600000 | PA      | $5616431.52   | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $62999.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      1290000 | PA      | $1598610.31   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                         | BRANICKS Group AG                                                                                                             | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $683223.79    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |       575000 | PA      | $684563.47    | 0.00%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       184400 | NS      | $69074396.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                      | CrossCountry Intermediate HoldCo LLC                                                                                          | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       163000 | PA      | $164340.12    | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        97400 | NS      | $98983.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                          | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |       681000 | PA      | $723136.88    | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       886000 | PA      | $882768.85    | 0.01%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      1738436 | NS      | $3718620.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     43503500 | PA      | $364906.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 00CBSYDE5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -809 | NC      | $-129440.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1438000 | PA      | $17233.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       181597 | NS      | $41576637.14  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    128317796 | PA      | $-2424176.82  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                                | Bank Polska Kasa Opieki SA                                                                                                    | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |        37345 | NS      | $2271248.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneta Money Bank A/S                                                     | Moneta Money Bank A/S                                                                                                         | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |        62145 | NS      | $623709.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                   | Daiichi Sankyo Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       269300 | NS      | $4933476.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                                                     | St. James's Place plc                                                                                                         | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |       188105 | NS      | $3928636.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |        52000 | PA      | $53312.66     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class A                                                                    | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       676689 | PA      | $650605.33    | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       349629 | PA      | $-167161.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NJJ Continental SA                                                        | NJJ Continental SA, Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      2085107 | PA      | $2479416.50   | 0.01%             | 2032-01-26      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                            | Comerica, Inc.                                                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        11752 | NS      | $1042049.84   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE, Inc.                                                                 | CAE, Inc.                                                                                                                     | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        44574 | NS      | $1428567.81   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GC47, Class AS                                                                      | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4425809 | PA      | $4050665.48   | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      2048000 | PA      | $2486010.67   | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        60839 | NS      | $6835261.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CH Robinson Worldwide, Inc.                                                                                                   | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               |  | US        |       -37512 | NS      | $-639579.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                        | EPAM Systems, Inc.                                                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        11194 | NS      | $2335068.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Powszechny Zaklad Ubezpieczen SA                                          | Powszechny Zaklad Ubezpieczen SA                                                                                              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       334788 | NS      | $6587401.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                 | CUSIP: 00CCA4036<br>LEI: N/A                  | N/A              | DE               |  | US        |         -240 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      1804000 | PA      | $2505037.25   | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        15456 | NS      | $4431265.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24702.92     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       334000 | PA      | $333582.50    | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 00CBSURH1<br>LEI: N/A                  | N/A              | DE               |  | US        |          -96 | NC      | $-22320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       128616 | NS      | $5878940.87   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1301000 | PA      | $1294952.02   | 0.01%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Co.                                          | Yanbu National Petrochemical Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |       131746 | NS      | $948935.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      1244000 | PA      | $1551521.63   | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR Trust                              | Federal Home Loan Mortgage Corp. STACR Trust Variable Rate Notes, Series 2022-DNA1, Class B1                                  | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |      2121022 | PA      | $2164099.96   | 0.01%             | 2042-01-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                | PacifiCorp                                                                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       225000 | PA      | $231075.90    | 0.00%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    556755000 | PA      | $153457.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     44459000 | PA      | $958382.95    | 0.01%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    710200000 | PA      | $4271754.79   | 0.02%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                                                                   | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501000.05    | 0.00%             | 2034-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3779417 | PA      | $-63618.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-LION, Class A                                                                                         | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11900000 | PA      | $11837729.68  | 0.07%             | 2027-02-15      | Floating      | 7.12%                 | No            |                  3 | On Loan: No      |
| Skyworks Solutions, Inc.                                                  | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       309940 | NS      | $17282254.40  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     62092704 | PA      | $-156031.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       175210 | NS      | $73689821.80  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto                                                                 | FS Rialto, Series 2021-FL3, Class A                                                                                           | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        42840 | PA      | $42786.96     | 0.00%             | 2036-11-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        61404 | NS      | $0.61         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                        | AusNet Services Holdings Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       300000 | PA      | $209914.01    | 0.00%             | 2056-02-04      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-1A, Class A                                                                              | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |        43034 | PA      | $43034.35     | 0.00%             | 2031-05-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Postal Savings Bank of China Co. Ltd., Class H                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -7663000 | NS      | $-53125.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DGWD Trust                                                                | DGWD Trust, Series 2025-INFL, Class A                                                                                         | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5235000 | PA      | $5256515.85   | 0.03%             | 2035-08-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                                          | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       383000 | PA      | $408442.31    | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      6480000 | PA      | $5719529.88   | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       389000 | PA      | $400175.63    | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       872000 | PA      | $974220.22    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       134000 | PA      | $137065.12    | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       914107 | NS      | $61482836.82  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sigma Healthcare Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2918045 | NS      | $-588749.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Volato Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       181758 | NS      | $1999.34      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1244028.38   | 0.01%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $107166.70    | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     25810000 | PA      | $586240.20    | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       329000 | PA      | $318723.69    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       475000 | PA      | $472150.00    | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-196825.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YH0<br>LEI: N/A                  | N/A              | DE               |  | US        |          646 | NC      | $245480.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00PC2P9Z4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -250 | NC      | $-82625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       484000 | PA      | $495475.64    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                 | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       611000 | PA      | $623409.41    | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class E                                                                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2960000 | PA      | $2957849.26   | 0.02%             | 2041-08-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TKO Group Holdings, Inc.                                                                                                      | CUSIP: 87256C101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -8539 | NS      | $-36168.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1180270 | PA      | $-1052.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania New Leu                                                           | Romania New Leu                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |       383276 | OU      | $89176.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Dayforce, Inc.                                                                                                                | CUSIP: 15677J108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -45059 | NS      | $-450.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northam Platinum Holdings Ltd.                                            | Northam Platinum Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 3789009D0712C7101695       | Long             | EC               | CORP              | ZA        |        55154 | NS      | $1314069.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       126000 | PA      | $133347.19    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | 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        |        35896 | NS      | $8015576.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                                                      | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        17467 | NS      | $42025596.09  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       205000 | PA      | $212260.90    | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |       866000 | PA      | $1064356.69   | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Open Text Corp.                                                                                                               | CUSIP: 683715106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -187124 | NS      | $608917.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                           | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       101000 | PA      | $93633.22     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $277834.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                           | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       168000 | PA      | $166772.04    | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SAPIENCIA BIDCO SLU                                                       | SAPIENCIA BIDCO SLU Term Loan First Lien                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      1200000 | PA      | $1425478.20   | 0.01%             | 2033-01-21      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1503.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd.                                                 | China Hongqiao Group Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |       996000 | NS      | $4555377.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -272221 | NS      | $-50500.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                                                      | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       622203 | NS      | $6738561.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     57730515 | PA      | $1124741.73   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $760454.18    | 0.00%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class C                                                                 | CUSIP: 525949AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       762000 | PA      | $765832.63    | 0.00%             | 2035-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                     | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      1675000 | PA      | $1717446.18   | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -522 | NC      | $-174870.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |         6549 | NS      | $102557.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH, 1st Lien Term Loan B4                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      7376768 | PA      | $8765125.12   | 0.05%             | 2032-12-10      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Farmers Business Network, Inc.                                            | Farmers Business Network, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       310205 | NS      | $335021.40    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-3X, Class D                                                              | CUSIP: N/A<br>LEI: 254900IYUKLJNYNCCC63       | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2347823.60   | 0.01%             | 2034-05-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1330000 | PA      | $-27874.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       632000 | PA      | $547088.52    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                                                                    | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |      4426000 | PA      | $5486369.43   | 0.03%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          936 | NC      | $-57858.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     14672000 | PA      | $-349665.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1A, Class A                                                                   | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4397827 | PA      | $4043433.90   | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        53845 | NS      | $4025572.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       149000 | PA      | $144866.47    | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       214000 | PA      | $215847.68    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                            | VF Ukraine PAT                                                                                                                | CUSIP: 918212AA9<br>LEI: 213800C9OW7RIPPP6Z96 | Long             | DBT              | CORP              | UA        |       452386 | PA      | $445599.88    | 0.00%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       511000 | PA      | $540699.83    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                            | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6450000 | PA      | $5707919.76   | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                             | CUSIP: 00CBSTS75<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1200 | NC      | $-68400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       133000 | PA      | $137657.13    | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing 2019 plc                                                                                          | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      1055000 | PA      | $1235388.32   | 0.01%             | 2029-07-31      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1039409.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                       | Avianca Midco 2 plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       339134 | PA      | $344856.89    | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       137000 | PA      | $144181.95    | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27223 | NC      | $-189639.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                         | WBI Operating LLC                                                                                                             | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       189000 | PA      | $190786.05    | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mosaic Co. (The)                                                                                                              | CUSIP: 61945C103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -354974 | NS      | $234282.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      4186758 | PA      | $-70725.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        17205 | NS      | $2551628.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $621209.40    | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                                                      | Viking Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        11875 | NS      | $856781.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                                                         | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      2288155 | PA      | $2286644.82   | 0.01%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                                        | Speed Midco 3 SARL, Facility 1st Lien Term Loan B                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      5978572 | PA      | $7077841.95   | 0.04%             | 2032-10-07      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alstom SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -129202 | NS      | $-112383.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quimper AB                                                                | Quimper AB, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      2543478 | PA      | $3016419.11   | 0.02%             | 2030-03-29      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                               | Realtek Semiconductor Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       335208 | NS      | $5128613.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        88043 | NS      | $25818609.75  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       630000 | PA      | $592840.46    | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       565000 | PA      | $-5148.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                                                    | AP Grange Holdings LLC                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      6812266 | PA      | $7203970.86   | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-33151.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP China Holdings Ltd.                                                   | GLP China Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900C6X2D3TGF2CO98       | Long             | DBT              | CORP              | HK        |       230000 | PA      | $228160.00    | 0.00%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       346000 | PA      | $363788.90    | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co., Class A                                                                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        12134 | NS      | $4867068.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Talbot Participation SAS                                                  | Talbot Participation SAS, 1st Lien Term Loan B2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      3360000 | PA      | $3998428.31   | 0.02%             | 2032-07-07      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1398000 | PA      | $1120476.73   | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                                          | CPV Fairview LLC, 1st Lien Term Loan B                                                                                        | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |      4472845 | PA      | $4469489.90   | 0.03%             | 2031-08-14      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                               | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |      2350000 | PA      | $2834945.94   | 0.02%             | 2037-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Klabin SA                                                                 | Klabin SA                                                                                                                     | CUSIP: N/A<br>LEI: 254900C8UYA6YUPSDU10       | Long             | EC               | CORP              | BR        |       774910 | NS      | $2831508.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149848.01    | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MCM Trust                                                                 | MCM Trust, Series 2018-NPL2                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      1229399 | PA      | $1165310.59   | 0.01%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                                                                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       113413 | NS      | $4776703.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bizlink Holding, Inc.                                                     | Bizlink Holding, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |        77000 | NS      | $3127068.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       316653 | NS      | $19629319.47  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd.                                                                  | ITC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |       610026 | NS      | $2138405.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Structured Loan Certificate Issuer Trust                      | LendingClub Structured Loan Certificate Issuer Trust, Series 2025-P16, Class A                                                | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7585654 | PA      | $7610648.43   | 0.04%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99683.67     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pagaya Technologies Ltd., Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -74965 | NS      | $209594.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm Park CLO DAC                                                          | Elm Park CLO DAC, Series 1X, Class DR3                                                                                        | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |      1528000 | PA      | $1834273.73   | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    464907400 | PA      | $44517531.42  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                               | Nidec Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       797600 | NS      | $11409478.59  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -73241000 | PA      | $-11930.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $304531.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        78633 | NS      | $7564452.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46959.35     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                       | CUSIP: 53626N102<br>LEI: N/A                  | N/A              | DE               |  | US        |         9787 | NS      | $4306.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                                                          | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      1272365 | PA      | $1278599.59   | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3455887.93   | 0.02%             | 2034-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102001.05    | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Horizon Robotics                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -162600 | NS      | $31607.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $213224.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    703584110 | PA      | $347152.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    228622927 | PA      | $-333265.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SambaNova Systems, Inc., Series D                                         | SambaNova Systems, Inc., Series D                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        72390 | NS      | $2412034.80   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      5520371 | PA      | $5599632.19   | 0.03%             | 2027-07-06      | Variable      | 11.97%                | No            |                  3 | On Loan: No      |
| GS Engineering & Construction Corp.                                       | GS Engineering & Construction Corp.                                                                                           | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |        86904 | NS      | $1128186.97   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CBSRGT4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -894 | NC      | $-339720.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2025-ASHF, Class E                                                                                        | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7688000 | PA      | $7695254.40   | 0.04%             | 2042-02-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                 | Signal Harmonic CLO I DAC, Series 1X, Class DR                                                                                | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |      1619000 | PA      | $1943400.64   | 0.01%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13477.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -43414200 | PA      | $-1563173.50  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Artemis BidCo Ltd.                                                        | Artemis BidCo Ltd., Facility 1st Lien Term Loan B                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2371434.92   | 0.01%             | 2032-08-07      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    173308011 | PA      | $-3583518.77  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2502 | NC      | $-42534.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                            | Santen Pharmaceutical Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       195607 | NS      | $2200506.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       225678 | NS      | $42016730.04  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Wise plc, Class A                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -144068 | NS      | $34152.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B1                                                                                                | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       832114 | PA      | $830208.28    | 0.00%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5028000 | PA      | $6068715.61   | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      1905250 | PA      | $647785.00    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                       | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1780653.92   | 0.01%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      1001127 | NS      | $3927206.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1700000 | PA      | $-77778.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       146000 | PA      | $149104.40    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palantir Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -195 | NC      | $-13552.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1000000 | PA      | $982000.00    | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      1873000 | PA      | $2246325.67   | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                | CP ALL PCL                                                                                                                    | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |      1446000 | NS      | $1993530.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili, Inc.                                                            | Bilibili, Inc.                                                                                                                | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |        27459 | NS      | $934704.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |        72000 | PA      | $73392.91     | 0.00%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                               | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $259017.00    | 0.00%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| RapidSOS, Inc.                                                            | RapidSOS, Inc., Series C-1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      5162136 | NS      | $5729970.96   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | PRIO SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -480069 | NS      | $-446300.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                              | ROBLOX Corp., Class A                                                                                                         | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |        20504 | NS      | $1348343.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       149000 | PA      | $143965.43    | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20915000 | PA      | $35375.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        53000 | PA      | $56290.14     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       756400 | NS      | $7370657.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -900 | NC      | $-1437750.00  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                                                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        84382 | NS      | $7923731.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teleperformance SE                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -28334 | NS      | $233645.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       117000 | PA      | $128923.94    | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          918 | NC      | $15866464.29  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                        | Imola Merger Corp.                                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       169000 | PA      | $166283.65    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      4753000 | PA      | $5799431.90   | 0.03%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        92470 | NS      | $13262972.10  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quintis HoldCo Pty. Ltd.                                                  | Quintis HoldCo Pty. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     43735802 | NS      | $304.56       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00CC2GUS0<br>LEI: N/A                  | N/A              | DE               |  | US        |          250 | NC      | $106250.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                               | Mediobanca Banca di Credito Finanziario SpA                                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |       128229 | NS      | $2684324.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $10013281.20  | 0.06%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       256000 | PA      | $256135.94    | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       865000 | PA      | $952042.00    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class A4                                                                      | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1175348 | PA      | $1118089.16   | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      1059000 | PA      | $1140543.00   | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                                                   | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |       195000 | PA      | $202809.75    | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Iluka Resources Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -741494 | NS      | $465111.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3017000 | PA      | $2654125.11   | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       784000 | PA      | $733040.00    | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       257000 | PA      | $263834.40    | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                              | Wal-Mart de Mexico SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      1695305 | NS      | $5380042.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       268000 | PA      | $267436.19    | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                     | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       215000 | PA      | $224832.54    | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                            | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       550000 | PA      | $565640.63    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2014-2A, Class BR2                                                                              | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |       464603 | PA      | $466229.16    | 0.00%             | 2030-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                     | Petroleos del Peru SA                                                                                                         | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |       769000 | PA      | $580691.13    | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       279000 | PA      | $291529.89    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class M1                                                                             | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1331929 | PA      | $968374.45    | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $494430.00    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $102218.00    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9480 | NS      | $13533079.20  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PLS Group Ltd.                                                            | PLS Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |      1069480 | NS      | $3138046.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                           | Universal Health Services, Inc., Class B                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        16408 | NS      | $3302274.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |       149686 | NS      | $2695844.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial International Bank Egypt SAE                                   | Commercial International Bank Egypt SAE                                                                                       | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |       739770 | NS      | $2108737.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -500 | NC      | $-1272500.00  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       256000 | PA      | $254487.35    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1673236.69  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       112000 | PA      | $116345.82    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |        11250 | NS      | $3652312.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         3663 | NC      | $-272215.95   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 00CC1UCH4<br>LEI: N/A                  | N/A              | DE               |  | US        |         4829 | NC      | $651915.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       139486 | NS      | $10833877.62  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |        21000 | PA      | $20985.20     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99654.53     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO DAC, Series 1X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |      1920000 | PA      | $2308810.70   | 0.01%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                                       | Tikehau CLO XII DAC, Series 12X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |      3828000 | PA      | $4595716.67   | 0.03%             | 2038-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc. (Preference)                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        38156 | NS      | $37917525.00  | 0.22%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10559.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $184762.12    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO I DAC                                                     | Arcano Euro CLO I DAC, Series 1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3841388.21   | 0.02%             | 2039-04-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       145000 | PA      | $154067.87    | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2000 | NC      | $2515000.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12920.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       600000 | PA      | $669514.47    | 0.00%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class A                                                                    | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6189785 | PA      | $6195365.26   | 0.04%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3503694.68  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       123000 | PA      | $123366.42    | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       207000 | PA      | $191007.11    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |      2297000 | PA      | $2729904.45   | 0.02%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Synopsys, Inc.                                                                                                                | CUSIP: 871607107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -20111 | NS      | $871728.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                         | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |       504000 | PA      | $473447.52    | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       198000 | PA      | $193410.29    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe MidCo Ltd.                                             | Nomad Foods Europe MidCo Ltd., Facility 1st Lien Term Loan B1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      2300000 | PA      | $2727150.16   | 0.02%             | 2032-10-28      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96006.17     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        80000 | PA      | $75789.14     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Modulaire Group Holdings Ltd.                                             | Modulaire Group Holdings Ltd., Facility 1st Lien Term Loan B3                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3000000 | PA      | $3300263.32   | 0.02%             | 2031-07-10      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO Ltd.                                                    | Bethpage Park CLO Ltd., Series 2021-1A, Class A                                                                               | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $730487.35    | 0.00%             | 2035-01-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                                                          | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       591249 | PA      | $624152.01    | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-263314.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       173000 | PA      | $166142.66    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PC2EXB5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2499 | NC      | $-358606.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $252345.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1000711 | NS      | $60272823.53  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -6352000 | PA      | $-9932.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TELUS Corp.                                                                                                                   | CUSIP: 87971M103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -539003 | NS      | $-175549.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10301234 | PA      | $-15381.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                         | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       329845 | PA      | $292325.46    | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        51315 | NS      | $4582942.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        60000 | PA      | $60886.50     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      1021947 | PA      | $944790.00    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        18305 | NS      | $11151772.10  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           97 | NC      | $153595.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          185 | NC      | $14800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                                                          | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        29704 | NS      | $1482496.70   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| x.AI, Inc.                                                                | x.AI, Inc., Series C                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1161348 | NS      | $86892057.36  | 0.50%             |  |  |  | No            |                  3 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1902000 | PA      | $1737258.71   | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Winbond Electronics Corp.                                                 | Winbond Electronics Corp.                                                                                                     | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |      2899000 | NS      | $11463639.51  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                                     | Rede D'Or Sao Luiz SA                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       129109 | NS      | $1037484.13   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E                                                                      | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6763000 | PA      | $7102706.17   | 0.04%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class C                                                                      | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       105207 | PA      | $103103.19    | 0.00%             | 2048-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00CC2TEJ0<br>LEI: N/A                  | N/A              | DE               |  | US        |       -12000 | NC      | $-323214.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                     | Pluspetrol Camisea SA                                                                                                         | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |       606000 | PA      | $640426.86    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Homebuilders ETF                                    | State Street SPDR S&P Homebuilders ETF                                                                                        | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             |  | RF                | US        |        76392 | NS      | $8280892.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       775987 | NS      | $89789455.77  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       902000 | PA      | $10147.50     | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2014-5A, Class A2R                                                                                       | CUSIP: 67102SAN4<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |        63999 | PA      | $64018.53     | 0.00%             | 2031-04-26      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| 3i Group plc                                                              | 3i Group plc                                                                                                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       113511 | NS      | $5214595.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Willis Towers Watson plc                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16252 | NS      | $81260.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      9773000 | PA      | $6882329.89   | 0.04%             | 2026-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Digital Room Holdings, Inc.                                               | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      3495800 | PA      | $3429519.63   | 0.02%             | 2028-12-21      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       726231 | NS      | $4604709.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      1304125 | OU      | $1686986.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8089196 | PA      | $8111947.01   | 0.05%             | 2039-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       126848 | NS      | $16410325.76  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       718063 | PA      | $850488.08    | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2497000 | PA      | $-28063.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M13, Class A2                                     | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1499461 | PA      | $1484530.24   | 0.01%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97776.95     | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ByteDance Ltd., Series E-1                                                | ByteDance Ltd., Series E-1                                                                                                    | CUSIP: N/A<br>LEI: 54930057HU24VGK3CO92       | Long             | EP               | CORP              | GB        |       308665 | NS      | $84895221.60  | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| United Petfood Finance BV                                                 | United Petfood Finance BV, 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |      4977528 | PA      | $5918049.15   | 0.03%             | 2032-02-26      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      1947931 | PA      | $2318169.96   | 0.01%             | 2030-04-30      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MatsukiyoCocokara & Co.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -170200 | NS      | $-40562.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                               | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                                                          | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       990000 | PA      | $992081.77    | 0.01%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |        62083 | NS      | $3119175.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBL6SJ2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -801 | NC      | $-742927.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       325000 | PA      | $466460.25    | 0.00%             | 2030-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |       197329 | NS      | $7447078.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barratt Redrow plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1179192 | NS      | $-201120.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                                      | ASM International NV                                                                                                          | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         2048 | NS      | $1719979.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                      | Dynamo Newco II GmbH                                                                                                          | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      1173000 | PA      | $1393177.17   | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99965.47     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                | CVR CHC LP, 1st Lien Term Loan                                                                                                | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3073747 | PA      | $3066062.56   | 0.02%             | 2027-12-30      | Variable      | 7.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | SGH Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -84999 | NS      | $22450.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                                                            | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      2747000 | PA      | $317493.39    | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                                                   | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |        92000 | PA      | $94199.65     | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Zegona HoldcoLtd.                                                         | Zegona HoldcoLtd. Term Loan First Lien                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3225532 | PA      | $3825372.52   | 0.02%             | 2029-07-17      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $204084.40    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      3249000 | PA      | $3438062.56   | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2409359798 | PA      | $2686656.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      1760000 | PA      | $81523.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |       447000 | PA      | $488302.80    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Ltd.                                                         | Gohl Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |      1362000 | PA      | $1354631.58   | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       520000 | PA      | $490903.37    | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5135000 | PA      | $5144628.13   | 0.03%             | 2037-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      3624000 | PA      | $4425810.20   | 0.03%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                     | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4819332 | PA      | $4985210.45   | 0.03%             | 2031-05-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       116000 | PA      | $115898.43    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       119000 | PA      | $123498.00    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                      | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      4200000 | PA      | $4204620.00   | 0.02%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nongfu Spring Co. Ltd.                                                    | Nongfu Spring Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |          137 | NS      | $840.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       156000 | PA      | $156084.55    | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                              | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |      2400000 | PA      | $2844937.86   | 0.02%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                         | Banco de Credito e Inversiones SA                                                                                             | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $215348.00    | 0.00%             | 2029-05-08      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       259727 | NS      | $2.60         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class A                                                                      | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5440097 | PA      | $5440621.52   | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       192000 | PA      | $162180.59    | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        51678 | NS      | $8250806.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class E10                                                                                         | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5730000 | PA      | $5749025.89   | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Node AcquiCo GmbH                                                         | Node AcquiCo GmbH, 1st Lien Term Loan B1                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      5000000 | PA      | $5932795.29   | 0.03%             | 2032-12-08      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23267.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |     33921831 | OU      | $4873441.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-261909.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                            | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4824965 | PA      | $4775853.11   | 0.03%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                       | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       262112 | NS      | $9708628.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                                           | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        22885 | NS      | $3631162.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanya Technology Corp.                                                    | Nanya Technology Corp.                                                                                                        | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |       215000 | NS      | $2176389.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pagaya Technologies Ltd., Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -77462 | NS      | $145837.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2733675000 | PA      | $-5019994.37  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00CBV8PH8<br>LEI: N/A                  | N/A              | DE               |  | US        |        12000 | NC      | $1641223.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        14401 | NS      | $7600703.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      1994000 | PA      | $1844450.00   | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2036                                                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       345000 | PA      | $349077.90    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares Core S&P Small-Cap ETF                                                                                                | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |        76782 | NS      | $9753617.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     44060000 | PA      | $1013176.35   | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       257000 | PA      | $255040.20    | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       186000 | PA      | $173443.39    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLYR, Inc.                                                                | FLYR, Inc., Series D-X                                                                                                        | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | EC               | CORP              | US        |      2491076 | NS      | $24.91        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| True Corp. PCL                                                            | True Corp. PCL                                                                                                                | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |      1974800 | NS      | $727311.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2025-2, Class A                                                                    | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9605000 | PA      | $9585918.71   | 0.06%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-272148.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      2200000 | PA      | $2454886.38   | 0.01%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Aiven OY                                                                  | Aiven OY, Series D                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        86562 | NS      | $4586920.38   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class B                                                                    | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1021000 | PA      | $1022694.55   | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       510000 | PA      | $5737.50      | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 00PC36BQ2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2636 | NC      | $-237626.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1325381643 | PA      | $7605.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          900 | NC      | $294750.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                 | Fresenius Medical Care AG                                                                                                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        68042 | NS      | $3063184.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                                   | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       143896 | NS      | $9349303.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Sunny Optical Technology Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        99300 | NS      | $-15855.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2025-1A, Class A                                                                                    | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500598.70    | 0.00%             | 2038-04-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      8317000 | PA      | $8732082.09   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                         | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       516000 | PA      | $552120.00    | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       133664 | PA      | $83940.99     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       167000 | PA      | $169188.37    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |        22000 | PA      | $22343.75     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Yakult Honsha Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -233100 | NS      | $43143.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kawasaki Heavy Industries Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49400 | NS      | $113788.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                                                           | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |       672000 | PA      | $796411.82    | 0.00%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -22384100 | PA      | $-145347.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                                     | Sona Fios CLO III DAC, Series 3X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |      4300000 | PA      | $5167540.42   | 0.03%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Riyad T1 Sukuk Ltd.                                                       | Riyad T1 Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900U0H7PYCRKOV841       | Long             | DBT              | CORP              | KY        |       500000 | PA      | $493975.00    | 0.00%             | 2029-10-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       120000 | PA      | $122549.28    | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC                                                                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102373.00    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    108318503 | PA      | $-62276.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       520854 | NS      | $93753.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       373000 | PA      | $373462.52    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Imperial Oil Ltd.                                                                                                             | CUSIP: 453038408<br>LEI: N/A                  | N/A              | DE               |  | US        |       -25462 | NS      | $73085.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Uber Technologies, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4162 | NC      | $-58268.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cegid Group SAS                                                           | Cegid Group SAS, Facility 1st Lien Term Loan B3                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      3500000 | PA      | $4113709.76   | 0.02%             | 2030-01-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         2699 | NS      | $9997878.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |        93000 | PA      | $87700.78     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                | KT&G Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        43914 | NS      | $4695265.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | TOPPAN Holdings, Inc.                                                                                                         | CUSIP: 890747108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -130100 | NS      | $-36007.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      3707000 | PA      | $3730773.92   | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104687.50    | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Food & Life Cos. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -128300 | NS      | $-4678.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       352700 | NS      | $12747176.02  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       620000 | PA      | $613800.00    | 0.00%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg SARL                                            | Dana Financing Luxembourg SARL                                                                                                | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |      2883000 | PA      | $3638399.47   | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                                          | Schoen Klinik SE, Facility 1st Lien Term Loan B2                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2666667 | PA      | $3178350.48   | 0.02%             | 2031-01-13      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                              | Avient Corp.                                                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102860.50    | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $320779.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class A                                                                 | CUSIP: 525949AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6559874 | PA      | $6600006.05   | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B2                                                             | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2793826 | PA      | $2801648.47   | 0.02%             | 2033-09-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shandong Gold Mining Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17000 | NS      | $19165.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Synopsys, Inc.                                                                                                                | CUSIP: 00CBSTZL6<br>LEI: N/A                  | N/A              | DE               |  | US        |          174 | NC      | $120060.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    319999735 | PA      | $20345772.83  | 0.12%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd.                                                                | RR 28 Ltd., Series 2024-28RA, Class A1R                                                                                       | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      5718214 | PA      | $5730937.03   | 0.03%             | 2037-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       324000 | PA      | $322975.25    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      3959000 | PA      | $3861282.38   | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       540000 | PA      | $584280.00    | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Midnights SPV SRL                                                         | Midnights SPV SRL                                                                                                             | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |      8168624 | PA      | $9669387.03   | 0.06%             | 2026-08-22      | Floating      | 5.20%                 | No            |                  3 | On Loan: No      |
| Jefferies Finance LLC                                                     | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |       403000 | PA      | $390738.85    | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       251000 | PA      | $255224.08    | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       194000 | PA      | $192507.05    | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  34706200000 | PA      | $7773030.70   | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       275870 | NS      | $23564815.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |        40820 | NS      | $3673.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        17312 | NS      | $3451147.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Issuances SA                                                       | Encore Issuances SA                                                                                                           | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |      1397018 | PA      | $1662353.47   | 0.01%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       279381 | NS      | $13758553.67  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23016.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10778 | NS      | $34920.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Green Plains, Inc.                                                                                                            | CUSIP: 393222104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -216929 | NS      | $-19689.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       482000 | PA      | $459346.00    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          410 | NC      | $56580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class D                                                                 | CUSIP: 525949AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       305000 | PA      | $306087.39    | 0.00%             | 2035-12-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9426.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings plc                                                     | Wizz Air Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |       148639 | NS      | $2882909.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       306000 | PA      | $319766.02    | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series BX                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       841086 | NS      | $8.41         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $96620.01     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     29038992 | PA      | $24766.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       255000 | PA      | $254048.16    | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                                             | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000000 | PA      | $2380585.82   | 0.01%             | 2032-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                      | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       226443 | NS      | $4528.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -71650 | NS      | $777402.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       326000 | PA      | $324348.35    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                | BlueMountain CLO XXII Ltd., Series 2018-22A, Class B                                                                          | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1494767 | PA      | $1496934.71   | 0.01%             | 2031-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       200000 | PA      | $208886.60    | 0.00%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Eleda Management AB                                                       | Eleda Management AB, Facility 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      2166665 | PA      | $2584307.97   | 0.01%             | 2031-04-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     26850000 | PA      | $26835125.10  | 0.15%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00CBRFE97<br>LEI: N/A                  | N/A              | DE               |  | US        |        -4424 | NC      | $-227805.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $41403.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       411000 | PA      | $410106.73    | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arini European CLO IV DAC                                                 | Arini European CLO IV DAC, Series 4X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |      3920000 | PA      | $4737868.77   | 0.03%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc, Facility 1st Lien Term Loan B1                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1191940.55   | 0.01%             | 2031-08-22      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00PC2DWE2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -825 | NC      | $-1264312.50  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |       878381 | NS      | $67513951.81  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       156999 | NS      | $4284502.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -72792 | NS      | $-76465.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hbx Group International plc                                               | Hbx Group International plc, Facility 1st Lien Term Loan B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      5760870 | PA      | $6798806.07   | 0.04%             | 2032-02-13      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       236000 | PA      | $230951.20    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       847000 | PA      | $1035952.79   | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lavoro Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        95675 | NS      | $2851.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3664649 | PA      | $3669229.39   | 0.02%             | 2041-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    115320000 | PA      | $5755006.12   | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        99000 | PA      | $106588.94    | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -76159 | NS      | $-67965.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                        | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    402312479 | NS      | $402312479.20 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       256050 | NS      | $37242472.50  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       540539 | NS      | $179080570.70 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    102377805 | PA      | $442018.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        36058 | PA      | $33003.89     | 0.00%             | 2028-08-01      | Variable      | 11.17%                | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    371000000 | PA      | $690735.72    | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      6982005 | OU      | $5127606.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -61 | NS      | $-105.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        74456 | NS      | $61888571.76  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                             | Datadog, Inc., Class A                                                                                                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        48022 | NS      | $6210205.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1  | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48993266 | PA      | $1904049.80   | 0.01%             | 2030-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103334.90    | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Aernnova Aerospace SAU                                                    | Aernnova Aerospace SAU, Facility 1st Lien Term Loan B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      4817500 | PA      | $5528432.43   | 0.03%             | 2030-02-27      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CC27ED1<br>LEI: N/A                  | N/A              | DE               |  | US        |          825 | NC      | $39187.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   5032300000 | PA      | $841832.74    | 0.00%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                      | Greenko Wind Projects Mauritius Ltd.                                                                                          | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |       202000 | PA      | $206397.54    | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                                             | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       300000 | PA      | $313098.60    | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -266558 | NS      | $910757.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        69000 | PA      | $70928.48     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       810929 | NS      | $71061312.80  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -35965000 | PA      | $-550875.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                             | Hestiafloor 2 SASU, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1941176 | PA      | $2303435.02   | 0.01%             | 2030-02-27      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       551000 | PA      | $547727.06    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     40774340 | PA      | $0.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       147000 | PA      | $154562.86    | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2254000 | PA      | $-16950.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      1155000 | PA      | $1390039.85   | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      3748000 | PA      | $144605.99    | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       214000 | PA      | $235909.11    | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-44844.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $104208.80    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        66853 | NS      | $5755915.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       276000 | PA      | $271231.82    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                 | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                           | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2749395 | PA      | $2190372.71   | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $138971.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Universal LLC                                                      | Galaxy Universal LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     18168763 | PA      | $17214903.40  | 0.10%             | 2028-05-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                                                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      2338950 | NS      | $63495345.12  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                                                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       143534 | NS      | $7312774.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                  | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        95000 | PA      | $85345.11     | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                               | Investor AB, Class B                                                                                                          | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       167297 | NS      | $6450917.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       240834 | NS      | $26323156.20  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA, 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      8707538 | PA      | $9980871.85   | 0.06%             | 2032-06-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Obol France 3 SAS                                                         | Obol France 3 SAS, Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2751691 | PA      | $3219314.59   | 0.02%             | 2028-12-29      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  19946460593 | PA      | $-134241.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1129370.42   | 0.01%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -55087000 | PA      | $-220003.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     51117000 | PA      | $1380728.47   | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        89000 | PA      | $88907.81     | 0.00%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | FLYR, Inc., Series D-X                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35428 | NS      | $0.35         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       227042 | NS      | $162675593.00 | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                       | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $208452.40    | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        83000 | PA      | $82475.64     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       162368 | NS      | $10148.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                                                           | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       171100 | NS      | $6231331.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                                                            | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      1133000 | PA      | $1542470.76   | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       436841 | NS      | $44977149.36  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Krungthai Card PCL                                                        | Krungthai Card PCL                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      1479900 | NS      | $1345774.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       735000 | PA      | $604537.50    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       151000 | PA      | $149885.62    | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    490036520 | PA      | $84014.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      7933000 | PA      | $6540340.99   | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       446638 | NS      | $45700000.16  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3666.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       130000 | PA      | $129835.99    | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CBSR327<br>LEI: N/A                  | N/A              | DE               |  | US        |         -305 | NC      | $-13267.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB, 1st Lien Term Loan B                                                                                     | CUSIP: W9818XAV7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      3000000 | PA      | $3570772.05   | 0.02%             | 2032-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CBT19T8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -130 | NC      | $-175825.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      2724000 | PA      | $3236080.46   | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          920 | NC      | $-1528510.77  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      2347000 | PA      | $2838950.80   | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       338258 | NS      | $74054749.33  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       123083 | NS      | $115728790.75 | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                       | Teva Pharmaceutical Industries Ltd.                                                                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       315776 | NS      | $10761646.08  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      1308000 | PA      | $1375465.33   | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00CBVAK62<br>LEI: N/A                  | N/A              | DE               |  | US        |        -5086 | NC      | $-195297.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA, 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      2182608 | PA      | $1964400.66   | 0.01%             | 2027-10-29      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                                                                       | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       165609 | NS      | $3308082.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bilibili, Inc., Class Z                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31600 | NS      | $206937.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                         | Vaco Holdings LLC, 1st Lien Term Loan                                                                                         | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4152000 | PA      | $3344103.84   | 0.02%             | 2029-01-22      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | GB        |    -21809337 | OU      | $-29842806.68 | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       124000 | PA      | $125307.83    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      2088282 | PA      | $1834174.97   | 0.01%             | 2032-12-18      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9270.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      3411000 | PA      | $4230058.89   | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       135000 | PA      | $143521.20    | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                 | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |       622000 | PA      | $627753.50    | 0.00%             | 2031-05-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        89300 | NS      | $5320494.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       134000 | PA      | $133989.14    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     21530534 | PA      | $-73203.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                              | Kohl's Corp.                                                                                                                  | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       314000 | PA      | $268811.29    | 0.00%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      1518000 | PA      | $1847571.43   | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       400000 | PA      | $405130.00    | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                                                         | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      1195000 | PA      | $1436076.28   | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     56067000 | PA      | $43358.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Northern Star Resources Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -642673 | NS      | $-1178435.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $199833.98    | 0.00%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leased & Tenanted Pubs 1 Ltd.                                             | Leased & Tenanted Pubs 1 Ltd., 2nd Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2928269 | PA      | $3726414.69   | 0.02%             | 2029-10-31      | Variable      | 9.38%                 | No            |                  3 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       662000 | PA      | $671268.00    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       431000 | PA      | $460713.14    | 0.00%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class A                             | Space Exploration Technologies Corp., Class A                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |       100379 | NS      | $31719764.00  | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       414000 | PA      | $433979.60    | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3779417 | PA      | $65466.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                                        | Aurium CLO VII DAC, Series 7X, Class DR                                                                                       | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |       960000 | PA      | $1150533.75   | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      1807000 | PA      | $1827467.89   | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                                                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       171000 | PA      | $175239.01    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Progressive Corp. (The)                                                                                                       | CUSIP: 00CBSYWC8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -261 | NC      | $-39150.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5070000 | PA      | $5079147.80   | 0.03%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                                    | Valterra Platinum Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        41619 | NS      | $3739390.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP2, Class F                                                                                        | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2325000 | PA      | $2325000.00   | 0.01%             | 2036-11-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                                | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |       270914 | NS      | $18641592.34  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       162000 | PA      | $142560.00    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -288300 | NS      | $137839.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 00CBSTV89<br>LEI: N/A                  | N/A              | DE               |  | US        |          -71 | NC      | $-3053.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                                                                | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      1367000 | PA      | $1700120.14   | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    114863424 | PA      | $79670.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       146000 | PA      | $159224.24    | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PC2EXD1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -903 | NC      | $-239295.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95246.61     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                             | Global Medical Response, Inc.                                                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |       298000 | PA      | $308129.02    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      3880000 | NS      | $4371648.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rasan Information Technology Co.                                          | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        58626 | NS      | $2184867.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14207987 | PA      | $106831.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        97886 | NS      | $140359326.36 | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -14546 | NS      | $-460695.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       316214 | PA      | $347943.05    | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          587 | NC      | $405551.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PC5AU56<br>LEI: N/A                  | N/A              | DE               |  | US        |          228 | NC      | $38022.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |        61000 | PA      | $63165.07     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       317300 | NS      | $56936312.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29184.53     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                                                                | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1579220.50   | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       161000 | PA      | $163143.88    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                   | Froneri Lux FinCo. SARL                                                                                                       | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      1791000 | PA      | $2141524.18   | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       297000 | PA      | $304474.69    | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $175865.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       257879 | NS      | $17233186.82  | 0.10%             |  |  |  | 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        |        65932 | NS      | $2119713.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC                                                                                                                    | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20713428 | PA      | $16069477.44  | 0.09%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                                                                   | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       507934 | PA      | $507919.95    | 0.00%             | 2031-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    221688115 | PA      | $151422.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | WTI Crude Oil                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -61 | NC      | $-4270.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        75900 | NS      | $-84412.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                             | Luna 1.5 SARL                                                                                                                 | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |      1421000 | PA      | $1758697.30   | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                                                                 | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      3500000 | PA      | $4005157.51   | 0.02%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | KKR & Co., Inc.                                                                                                               | CUSIP: 48251W104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -174147 | NS      | $1494126.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        17000 | PA      | $17701.73     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                | India Green Power Holdings                                                                                                    | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |       519960 | PA      | $509833.78    | 0.00%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                | Vista Energy Argentina SAU                                                                                                    | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       309000 | PA      | $320973.75    | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50133.15     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        23654 | PA      | $4256413.87   | 0.02%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIV Group GmbH                                                           | AVIV Group GmbH, 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      4878981 | PA      | $5765256.25   | 0.03%             | 2032-04-23      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     62860000 | PA      | $2928847.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |         6811 | NS      | $1770247.01   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                                                        | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11483500 | PA      | $11479911.41  | 0.07%             | 2038-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Sector Alarm Holding A/S                                                  | Sector Alarm Holding A/S, Facility 1st Lien Term Loan B3                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NO        |      2055326 | PA      | $2436889.74   | 0.01%             | 2029-06-14      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                             | Al Rajhi Bank                                                                                                                 | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |        83023 | NS      | $2370830.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -184 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194226 | PA      | $1194226.21   | 0.01%             | 2026-05-06      | Variable      | 16.17%                | No            |                  3 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                                                                     | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $784726.04    | 0.00%             | 2033-01-21      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -208000 | NS      | $-30213.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp.                                                  | Phison Electronics Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        25000 | NS      | $1854015.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      2891000 | PA      | $2958617.60   | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        56000 | PA      | $56225.79     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       100000 | PA      | $105483.60    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       141000 | PA      | $141931.45    | 0.00%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rumo SA                                                                   | Rumo SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900TXQFP7CJCGYM66       | Long             | EC               | CORP              | BR        |       347732 | NS      | $971290.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010888 | PA      | $1978312.11   | 0.01%             | 2026-05-06      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| Canon, Inc.                                                               | Canon, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       262700 | NS      | $7996294.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       193563 | NS      | $28374400.17  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXXVII Ltd.                                          | Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR2                                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751732.50    | 0.00%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -73241000 | PA      | $-62563.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       492457 | NS      | $13513020.08  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                | Shenzhou International Group Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       382900 | NS      | $3045341.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                 | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7245000 | PA      | $7263170.46   | 0.04%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $3865296.66   | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $64669.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      2041000 | PA      | $2289574.78   | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11942970.59  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11533.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       146000 | PA      | $144071.62    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     14678997 | NS      | $103918370.97 | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                                         | Market Bidco Ltd., Facility 1st Lien Term Loan B4                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1596000 | PA      | $2115989.56   | 0.01%             | 2030-11-04      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Zoomlion Heavy Industry Science and Technology Co. Ltd.                   | Zoomlion Heavy Industry Science and Technology Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900QZ3EMAU0QKFK85       | Long             | DBT              | CORP              | CN        |     26000000 | PA      | $3832455.77   | 0.02%             | 2031-02-05      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       500000 | PA      | $518113.99    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                       | Ascendis Pharma A/S                                                                                                           | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |         5681 | NS      | $1284474.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11971.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102280.50    | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alorica, Inc.                                                             | Alorica, Inc., 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10010147 | PA      | $9898033.66   | 0.06%             | 2027-12-21      | Variable      | 10.55%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                                                                       | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       500000 | PA      | $506841.72    | 0.00%             | 2030-03-27      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $330321.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                                                         | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       630000 | PA      | $604800.00    | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1888561844 | PA      | $241994.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       894908 | PA      | $-1822.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       226000 | PA      | $220691.69    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |        62000 | PA      | $63930.49     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO A Ltd.                                                    | 522 Funding CLO A Ltd., Series 2017-1A, Class CR                                                                              | CUSIP: 33836JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       719748 | PA      | $720425.50    | 0.00%             | 2034-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       104563 | NS      | $8496789.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -25176000 | PA      | $-84218.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $51588.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                                          | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $106743.60    | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Danaher Corp.                                                                                                                 | CUSIP: 235851102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -11938 | NS      | $223036.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       105857 | NS      | $2992278.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                             | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |      2538000 | PA      | $3056532.90   | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       113000 | PA      | $112925.44    | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-60164.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1757 | NC      | $-124959.60   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       623401 | NS      | $21471404.46  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4735 | NC      | $-775708.76   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        33000 | PA      | $44797.50     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anduril Engineering LLC                                                   | Anduril Engineering LLC, Series F                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       306011 | NS      | $14618145.47  | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        96000 | PA      | $93607.46     | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-CA, Class C                                                                            | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       850000 | PA      | $738583.45    | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                    | Republic of Montenegro                                                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |       549000 | PA      | $641086.90    | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     28680000 | PA      | $34293301.60  | 0.20%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       201800 | NS      | $7101433.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      7674000 | PA      | $8587044.89   | 0.05%             | 2030-12-01      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8501.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       264800 | NS      | $1103435.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2023-1                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       163506 | PA      | $2373729.42   | 0.01%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canadian Government Bond                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     44128000 | PA      | $32263202.09  | 0.19%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       141000 | PA      | $135393.67    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        24142 | NS      | $9718120.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Petron Corp.                                                              | Petron Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |       245000 | PA      | $244137.60    | 0.00%             | 2026-04-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                  | Eagle Funding Luxco SARL                                                                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      4306000 | PA      | $4370590.00   | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       267000 | PA      | $286160.13    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          285 | NC      | $574014.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |        69200 | NS      | $3838561.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        42000 | PA      | $43672.90     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IV Ltd.                                                        | CarVal CLO IV Ltd., Series 2021-1A, Class D1R                                                                                 | CUSIP: 14687EBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005741.30   | 0.01%             | 2038-03-31      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | Lionsgate Studios Corp.                                                                                                       | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       728654 | NS      | $6878493.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wall Motor Co. Ltd.                                                 | Great Wall Motor Co. Ltd., Class A                                                                                            | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      2811441 | NS      | $8354564.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14625.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           16 | NC      | $3610.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |        92000 | PA      | $92768.73     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2124000 | PA      | $2144754.22   | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      1471000 | PA      | $1732917.19   | 0.01%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    229309661 | PA      | $84970.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $176.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       320275 | NS      | $2824825.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $3109603.57   | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      6237000 | PA      | $64303.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axsome Therapeutics, Inc.                                                 | Axsome Therapeutics, Inc.                                                                                                     | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |         8620 | NS      | $1588235.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                                                              | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      3746000 | PA      | $4609584.67   | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                                         | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                                         | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      3465585 | PA      | $3450440.39   | 0.02%             | 2032-07-26      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32195 | NS      | $-84730.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                                                  | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |      4559818 | PA      | $4927225.34   | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                                                            | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |       280000 | PA      | $297182.76    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV                                                                                                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       151127 | NS      | $4267534.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -9780 | NS      | $-121890.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBRGY93<br>LEI: N/A                  | N/A              | DE               |  | US        |         1751 | NC      | $1584655.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       244000 | PA      | $260127.18    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | Nintendo Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        84600 | NS      | $5238902.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         7101 | NS      | $4596903.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2018-TALL, Class C                                                                               | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4880000 | PA      | $4416878.24   | 0.03%             | 2037-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      3600000 | PA      | $4464620.78   | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CC3VQA0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3212 | NC      | $-25696.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                                | Telix Pharmaceuticals Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | EC               | CORP              | AU        |       113022 | NS      | $824647.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         4710 | NS      | $1012084.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       255000 | PA      | $254779.37    | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        83000 | PA      | $84716.86     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $737482.12    | 0.00%             | 2029-09-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-121237.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $102832.30    | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 00CCB0US5<br>LEI: N/A                  | N/A              | DE               |  | US        |         1000 | NC      | $955000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       260000 | PA      | $263252.34    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                             | Penta CLO 17 DAC, Series 2024-17X, Class D                                                                                    | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |      2210000 | PA      | $2652935.42   | 0.02%             | 2038-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                      | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5979000 | PA      | $6005158.13   | 0.03%             | 2037-05-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       235000 | PA      | $234197.87    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                           | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       103000 | PA      | $99484.61     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class B                                                                      | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       713602 | PA      | $697125.93    | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |     44430000 | PA      | $4.44         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      5180000 | PA      | $5972361.56   | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       400000 | PA      | $419400.00    | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      7356000 | PA      | $8841202.99   | 0.05%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       167848 | NS      | $33530733.91  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |        61000 | PA      | $62141.55     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                                                             | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      3606000 | PA      | $4305697.56   | 0.02%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20025 | NS      | $-6135.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-3A, Class M6                                                                      | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       209138 | PA      | $237590.25    | 0.00%             | 2035-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4599162 | PA      | $4604911.16   | 0.03%             | 2041-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                      | Sammaan Capital Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |      1020000 | PA      | $1026691.20   | 0.01%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-518819.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      1427000 | PA      | $1729122.45   | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |       206239 | OU      | $55.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relativity Space, Inc.                                                    | Relativity Space, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         5551 | NS      | $5717.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Worley Ltd.                                                               | Worley Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       335694 | NS      | $3122464.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7675.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       471000 | PA      | $493372.50    | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -645 | NC      | $-67402.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM China Holdings Ltd.                                                   | MGM China Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |       796000 | PA      | $796477.60    | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       560763 | NS      | $46818102.87  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1548268.49  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Croda International plc                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32123 | NS      | $14047.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1198000 | PA      | $1233940.00   | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     15021522 | OU      | $1922853.33   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11784000 | PA      | $10921628.03  | 0.06%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                     | DB Master Finance LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      6978000 | PA      | $6962924.03   | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -43414200 | PA      | $-11221.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          571 | NC      | $-275867.22   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $211075.42    | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                   | Ursa Major Technologies, Inc., Series D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       200098 | NS      | $966473.34    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Patrick Terminals Finance Pty. Ltd.                                       | Patrick Terminals Finance Pty. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 9845009C9611092B6G88       | Long             | DBT              | CORP              | AU        |       580000 | PA      | $389718.82    | 0.00%             | 2035-10-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1505984.21   | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -203215 | NS      | $-67060.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      1521000 | PA      | $1846001.40   | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Israeli Sheqel                                                        | New Israeli Sheqel                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       167551 | OU      | $54054.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       138000 | PA      | $147186.66    | 0.00%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                     | CUSIP: 00CC0GLV5<br>LEI: N/A                  | N/A              | DE               |  | US        |          469 | NC      | $1113875.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                       | CUSIP: 00CBSRAZ6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -705 | NC      | $-135712.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Envalior Deutschland Gmbh                                                 | Envalior Deutschland Gmbh                                                                                                     | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |     13270184 | PA      | $14216604.59  | 0.08%             | 2030-06-20      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         4907 | NC      | $3349740.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       198963 | NS      | $11163813.93  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                                      | Dassault Systemes SE                                                                                                          | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       246250 | NS      | $6773062.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 00PC1CPU7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -4829 | NC      | $-120725.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Betclic Everest Group SAS                                                 | Betclic Everest Group SAS                                                                                                     | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      1568000 | PA      | $1877681.90   | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                             | Olympus Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       568500 | NS      | $6790456.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7243000 | PA      | $8574328.92   | 0.05%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        59583 | NS      | $361642.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1308365.62   | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA, 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       997582 | PA      | $897848.32    | 0.01%             | 2027-10-29      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       182000 | PA      | $188516.51    | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |        56000 | PA      | $54559.86     | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Minor International PCL                                                   | Minor International PCL                                                                                                       | CUSIP: N/A<br>LEI: 254900T4WB2UF9XPX041       | Long             | DBT              | CORP              | TH        |      1000000 | PA      | $990930.00    | 0.01%             | 2026-04-19      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     16268000 | PA      | $43212.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                       | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |      1181000 | PA      | $1188747.36   | 0.01%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       265000 | PA      | $304684.90    | 0.00%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104844.50    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources, Inc.                                             | Granite Ridge Resources, Inc.                                                                                                 | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |     21656000 | PA      | $21377742.71  | 0.12%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1164425 | NS      | $105368818.25 | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Figeac Aero SA                                                            | Figeac Aero SA                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      6550000 | PA      | $7725222.29   | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PBPK719<br>LEI: N/A                  | N/A              | DE               |  | US        |         -590 | NC      | $-202622.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Horizon Robotics                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4395600 | NS      | $342598.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |     67198693 | OU      | $2135325.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1049498 | PA      | $6102163.67   | 0.04%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         2353 | NS      | $992142.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Revvity, Inc.                                                                                                                 | CUSIP: 714046109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -19610 | NS      | $175509.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                  | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       848000 | PA      | $824941.92    | 0.00%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                               | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                          | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2999000 | PA      | $3023080.77   | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     92389186 | PA      | $9238918.60   | 0.05%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                               | Virgin Media Vendor Financing Notes III DAC                                                                                   | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |      8538000 | PA      | $11661888.39  | 0.07%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       230000 | PA      | $227545.39    | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       306000 | PA      | $315825.86    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                          | WSP Global, Inc.                                                                                                              | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |        24282 | NS      | $4694121.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sasol Ltd.                                                                                                                    | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |      -611242 | NS      | $-528202.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1616 | NC      | $-523766.57   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                                                                 | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      1013000 | PA      | $1125203.85   | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                  | LY Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      1837000 | NS      | $4703495.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16336.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $63323.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Homes By West Bay LLC                                                     | Homes By West Bay LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     38780000 | PA      | $38927364.00  | 0.22%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Deep Instinct, Ltd., Series D                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       109339 | NS      | $1093.39      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        88000 | PA      | $87998.70     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      3241000 | PA      | $3854781.08   | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                                                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       894000 | PA      | $1042627.50   | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       195000 | PA      | $195001.95    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106030.50    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      3583000 | PA      | $3197968.67   | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       300000 | PA      | $284970.85    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                     | Iberdrola Finanzas SA, Series IBE                                                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $2427544.81   | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-GCS, Class D                                                                                         | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7010000 | PA      | $7093066.40   | 0.04%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    207893000 | PA      | $95677.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       135975 | NS      | $2926182.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      1458000 | PA      | $2039827.59   | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hunterstown Generation LLC                                                | Hunterstown Generation LLC, 1st Lien Term Loan                                                                                | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3731353 | PA      | $3731353.16   | 0.02%             | 2031-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      1403000 | PA      | $1706481.85   | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     42738296 | PA      | $-53014.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eldorado Intl. Finance GmbH                                               | Eldorado Intl. Finance GmbH                                                                                                   | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |       498000 | PA      | $521147.04    | 0.00%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                | Olin Corp.                                                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       240000 | PA      | $235179.54    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    281532298 | PA      | $-111255.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       919963 | NS      | $72051502.16  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00CC9ESB8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -300 | NC      | $-26850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       617149 | NS      | $11176795.89  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12275.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8855.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Silver Trust                                                                                                          | CUSIP: 00PC7YSA4<br>LEI: N/A                  | N/A              | DE               |  | US        |         2499 | NC      | $365502.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        29843 | NS      | $3755205.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CC2EGG7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -651 | NC      | $-106764.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2000 | NC      | $-232000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Constellation Brands, Inc., Class A                                                                                           | CUSIP: 21036P108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10481 | NS      | $42133.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $311503.50    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2733675000 | PA      | $-5017393.99  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     44287329 | PA      | $-129721.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        43772 | NS      | $4024835.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $2349803.28   | 0.01%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      1200000 | PA      | $1418863.95   | 0.01%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       795058 | PA      | $776338.36    | 0.00%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       874000 | PA      | $928511.33    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5160000 | PA      | $5832941.40   | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |       123000 | PA      | $126000.83    | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3358192 | NS      | $71944.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                    | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       146070 | NS      | $9494.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       264000 | PA      | $265618.06    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                                        | Contego CLO XI DAC, Series 11X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |      2000000 | PA      | $2395756.40   | 0.01%             | 2038-11-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                  | Stonex Escrow Issuer LLC                                                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        92000 | PA      | $94916.31     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rakuten Bank Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -34700 | NS      | $-139152.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |       570000 | PA      | $690175.96    | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       210000 | PA      | $196238.28    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       544000 | PA      | $606152.00    | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    199537968 | PA      | $-36799.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series D                                                 | Loadsmart, Inc., Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       131402 | NS      | $1399431.30   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98552.33     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| iShares Bitcoin Trust                                                     | iShares Bitcoin Trust ETF                                                                                                     | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             |  |  | US        |       933131 | NS      | $44314391.19  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      5336000 | PA      | $70662.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2025-A, Class A                                                                       | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8768000 | PA      | $8787652.60   | 0.05%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    484352304 | PA      | $28526.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2732213.12   | 0.02%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -174 | NC      | $-540705.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       156000 | PA      | $161441.31    | 0.00%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        14506 | NS      | $94582.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       110999 | NS      | $17052776.37  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class E                                                                                           | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2571000 | PA      | $2570992.29   | 0.01%             | 2041-06-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       213000 | PA      | $222220.77    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F                                                                       | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       901600 | PA      | $901600.00    | 0.01%             | 2038-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd.                                            | Madison Park Funding XL-R Ltd., Series 2025-40RA, Class A                                                                     | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $753681.00    | 0.00%             | 2038-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       355000 | PA      | $380293.75    | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                      | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106088.30    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       262487 | NS      | $13182097.14  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Domain Greenbough Issuer LLC                                              | Domain Greenbough Issuer LLC                                                                                                  | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2928023 | PA      | $2928023.00   | 0.02%             | 2032-01-23      | Variable      | 14.57%                | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                                               | Seven & i Holdings Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       222200 | NS      | $3182038.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      4025000 | PA      | $91210.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       222000 | PA      | $228112.55    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    135370000 | PA      | $8440895.11   | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CBSS2M2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -600 | NC      | $-60300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                                                         | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |        31300 | NS      | $4281413.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                         | Galderma Group AG                                                                                                             | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        56647 | NS      | $10558943.11  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       267031 | PA      | $114884.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                                                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       128000 | PA      | $131225.86    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                                                  | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      1680000 | PA      | $2081719.53   | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2105 | NC      | $1673475.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    504035000 | PA      | $16663270.55  | 0.10%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Source Global PBC                                                         | SOURCE Global PBC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       139668 | NS      | $11173.44     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Primo Water Holdings, Inc.                                                | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       126000 | PA      | $123183.75    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                             | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E                                                                      | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2965000 | PA      | $2957587.50   | 0.02%             | 2035-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CBSRHK2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1796 | NC      | $-88902.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Renewable Power Mauritius Pte. Ltd.                                 | Clean Renewable Power Mauritius Pte. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | MU        |       770000 | PA      | $754407.50    | 0.00%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    849940900 | PA      | $-3886500.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tourmaline Oil Corp.                                                                                                          | CUSIP: 89156V106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -158685 | NS      | $-416044.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                        | Finastra USA, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 31772YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2894309 | PA      | $3242076.88   | 0.02%             | 2032-09-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        92406 | NS      | $10349.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K109, Class X1  | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14716322 | PA      | $796697.51    | 0.00%             | 2030-04-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       387458 | NS      | $118519527.62 | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        55268 | NS      | $3480778.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       285000 | PA      | $284643.75    | 0.00%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                                                            | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      1687000 | PA      | $2432543.58   | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                                    | Emaar Development PJSC                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |       186972 | NS      | $875675.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    220516434 | PA      | $-1758.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/INR One-touch barrier option; Barrier price USD 88.15000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       338607 | PA      | $2308.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CVB Financial Corp.                                                                                                           | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -34967 | NS      | $-5245.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delivery Hero SE                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -153257 | NS      | $296911.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8289 | NS      | $-63096.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan 10-Year Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          142 | NC      | $-1773864.23  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -8004000 | PA      | $-55420.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                                  | Algoma Steel Group, Inc.                                                                                                      | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       547037 | NS      | $2286614.66   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        21250 | NS      | $1071668.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      1250814 | NS      | $8843254.98   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       260000 | PA      | $273780.00    | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Iberdrola SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       184200 | NS      | $71174.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CC2ZDE8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -320 | NC      | $-26720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RR 38 Ltd.                                                                | RR 38 Ltd., Series 2025-38A, Class A1A                                                                                        | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250550.50    | 0.00%             | 2040-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| LPP SA                                                                    | LPP SA                                                                                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          587 | NS      | $3241725.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Piramal Finance Ltd.                                                      | Piramal Finance Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800M751HM7MSTFQ19       | Long             | DBT              | CORP              | IN        |       315000 | PA      | $324450.00    | 0.00%             | 2028-01-29      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Median BV                                                                 | Median BV, Facility 1st Lien Term Loan B1                                                                                     | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      6354545 | PA      | $7377946.53   | 0.04%             | 2027-10-14      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                         | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                                  | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4330000 | PA      | $3961950.00   | 0.02%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $418777.01    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      2746455 | PA      | $15710993.99  | 0.09%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        34675 | NS      | $16662377.75  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       640000 | PA      | $648800.00    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SambaNova Systems, Inc., Series C                                         | SambaNova Systems, Inc., Series C                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       220503 | NS      | $6277720.41   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      2744000 | PA      | $3340650.64   | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       355000 | PA      | $374692.56    | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       110000 | PA      | $112449.70    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    252200000 | PA      | $-114925.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                                                          | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      1888000 | PA      | $2236283.56   | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5387 | NS      | $8023.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                                                | Haleon plc                                                                                                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       783080 | NS      | $4095432.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $121231.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       438000 | PA      | $422112.74    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       551900 | NS      | $5001504.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land, Inc.                                                          | Ayala Land, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      1818300 | NS      | $655624.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLYR - Secured Note                                                       | FLYR - Secured Note                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      6401803 | PA      | $1334135.70   | 0.01%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       555000 | PA      | $-1101.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       175000 | PA      | $174860.93    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                       | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2120000 | PA      | $2125300.00   | 0.01%             | 2039-06-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       513000 | PA      | $577125.00    | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -52729 | NS      | $831.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd.                                                   | Manappuram Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | EC               | CORP              | IN        |       191238 | NS      | $592809.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       830000 | PA      | $665684.15    | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                            | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      2141000 | PA      | $2556856.59   | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1097000 | PA      | $976330.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3506000 | PA      | $3532995.29   | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       316000 | PA      | $340707.72    | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO III DAC                                         | CIFC European Funding CLO III DAC, Series 3X, Class DR                                                                        | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |      1400000 | PA      | $1659490.00   | 0.01%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        24676 | NS      | $4866353.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      3021000 | PA      | $3078006.27   | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    150108502 | PA      | $18976.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $173013.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                    | CUSIP: N/A<br>LEI: 984500FEDAC7FBD96273       | Long             | EC               | CORP              | US        |       222270 | NS      | $42231300.00  | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101824.80    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Jack Henry & Associates, Inc.                                                                                                 | CUSIP: 426281101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -14068 | NS      | $133505.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        86000 | PA      | $86382.08     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23345.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO, Inc.                                                                 | QXO, Inc.                                                                                                                     | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101741 | NS      | $2256615.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $407574.80    | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                       | Trip.com Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |        59650 | NS      | $3661057.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                | Regatta XVIII Funding Ltd., Series 2021-1A, Class BR                                                                          | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $603798.12    | 0.00%             | 2038-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -703584110 | PA      | $-84075.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                                                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       110320 | NS      | $3230091.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       270000 | PA      | $-27894.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       118106 | NS      | $27959233.38  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       112000 | PA      | $106972.52    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                     | KeHE Distributors LLC                                                                                                         | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |       303000 | PA      | $317472.80    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XII Ltd.                                                 | Sixth Street CLO XII Ltd., Series 2018-12A, Class BR2                                                                         | CUSIP: 829928AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1258637.75   | 0.01%             | 2039-01-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       339051 | NS      | $45615921.54  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                     | Breeze Aviation Group, Inc., Series B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        18683 | NS      | $2846355.05   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV                        | Promotora y Operadora de Infraestructura SAB de CV                                                                            | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |        27967 | NS      | $437300.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peer Holding III BV                                                       | Peer Holding III BV, 1st Lien Term Loan B6B                                                                                   | CUSIP: N6872NAP1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      6000000 | PA      | $7126039.72   | 0.04%             | 2031-07-01      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20477.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                         | Rain Carbon, Inc., 1st Lien Term Loan                                                                                         | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $1180312.26   | 0.01%             | 2028-10-31      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |        28000 | PA      | $28601.52     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class DFL                                            | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1252632 | PA      | $638829.79    | 0.00%             | 2033-07-05      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98538.46     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE, 1st Lien Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      5448349 | PA      | $6660019.12   | 0.04%             | 2029-12-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class A                                                                                            | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1087000 | PA      | $1089038.13   | 0.01%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       692000 | PA      | $-42029.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                         | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14590112 | PA      | $13678230.00  | 0.08%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                       | Flourishing Trade & Investment Ltd.                                                                                           | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     24827858 | PA      | $25820972.32  | 0.15%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                                                     | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       105195 | NS      | $10842330.79  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions, Class A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       108245 | NS      | $1231828.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd.                                                            | UOL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       181454 | NS      | $1549722.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       564000 | PA      | $581151.80    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                        | Colombia Telecomunicaciones SA ESP                                                                                            | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |       706000 | PA      | $661522.00    | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        86326 | NS      | $40564587.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PCBXZN5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -8001 | NC      | $-6438993.15  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC, Series 2021-3, Class A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     27070000 | PA      | $26528600.00  | 0.15%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         4500 | NS      | $1398960.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YN7<br>LEI: N/A                  | N/A              | DE               |  | US        |           37 | NC      | $2183.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR3, Class F                                                                         | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2735772 | PA      | $2720532.93   | 0.02%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2019-2A, Class AR                                                                                       | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       577107 | PA      | $578183.50    | 0.00%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        51729 | PA      | $28890.65     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                                        | MISUMI Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       181400 | NS      | $2998596.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                  | SURA Asset Management SA                                                                                                      | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |       725000 | PA      | $770740.25    | 0.00%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        89000 | PA      | $92688.07     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class C                                                                                  | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       166306 | PA      | $165380.50    | 0.00%             | 2051-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104280.30    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A2II                                                                                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5163840 | PA      | $5268038.03   | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd.                                                 | ANTA Sports Products Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |       569200 | NS      | $5686272.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $224070.75    | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                                                       | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |       172000 | NS      | $6013679.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                                                | British Land Co. plc (The)                                                                                                    | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |       293125 | NS      | $1671964.27   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                              | Medco Cypress Tree Pte. Ltd.                                                                                                  | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |       357000 | PA      | $376777.80    | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                          | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       858237 | NS      | $11345893.14  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd.                                                                  | SLB Ltd.                                                                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        82046 | NS      | $3969385.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                                       | Won                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |  28799486142 | OU      | $20007979.81  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Switch Finance BV                                                  | Global Switch Finance BV                                                                                                      | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |      1788000 | PA      | $1994616.97   | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-3A, Class A1                                                                                   | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $702739.94    | 0.00%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Kakaku.com, Inc.                                                          | Kakaku.com, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       135500 | NS      | $1849328.17   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansoh Pharmaceutical Group Co. Ltd.                                      | Hansoh Pharmaceutical Group Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900Q6MR00EBXTPF42       | Long             | DBT              | CORP              | KY        |     14000000 | PA      | $1780891.18   | 0.01%             | 2033-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -6134000 | PA      | $-189.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | Schroders plc                                                                                                                 | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |       600518 | NS      | $3719448.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volta Greentech AB, Series C                                              | Volta Greentech AB, Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        30817 | NS      | $0.37         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CFSP Mortgage Trust                                                       | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                                                                | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5098233 | PA      | $4898816.69   | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NetEase, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        45700 | NS      | $-99757.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       102391 | NS      | $15026884.71  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone Holdco 2 LP, 1st Lien Term Loan                                                                                      | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10099232 | PA      | $3534731.05   | 0.02%             | 2028-04-27      | Variable      | 8.85%                 | No            |                  3 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      4466468 | NS      | $75883303.44  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      2479000 | PA      | $2569822.53   | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                      | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      3019000 | PA      | $3018215.06   | 0.02%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Reese Park CLO Ltd.                                                       | Reese Park CLO Ltd., Series 2020-1A, Class ARR                                                                                | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $733059.14    | 0.00%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       244000 | PA      | $235299.30    | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-C, Class A                                                                          | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4501512 | PA      | $4515734.98   | 0.03%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                                                       | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        16153 | NS      | $7112524.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-B, Class A                                                                          | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6354738 | PA      | $6359049.90   | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      6340000 | PA      | $109780.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Four CLO VIII DAC                                                 | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                 | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3835136.77   | 0.02%             | 2037-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      1233000 | PA      | $1320543.00   | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Adyen NV                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4876 | NS      | $-947557.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $199638.00    | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                                                          | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      7176007 | PA      | $9419699.31   | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2025-3A, Class A                                                                             | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8482112 | PA      | $8507867.46   | 0.05%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        80980 | NS      | $13730968.80  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                                                                    | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |       536060 | NS      | $118480.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Uber Technologies, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2081 | NC      | $59308.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       340000 | PA      | $339660.00    | 0.00%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                                                           | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |       199000 | PA      | $209406.90    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      3450000 | PA      | $4285568.07   | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Innolux Corp.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2518000 | NS      | $297282.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      1971000 | PA      | $2387018.03   | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       481000 | PA      | $491517.07    | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       571000 | PA      | $612397.50    | 0.00%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1572000 | PA      | $23122.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    276671136 | PA      | $3012857.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104243.81    | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1303000 | PA      | $1070942.22   | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                                                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1971220 | PA      | $1974915.88   | 0.01%             | 2041-05-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       612553 | NS      | $6.13         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Globe Telecom, Inc.                                                       | Globe Telecom, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | DBT              | CORP              | PH        |       400000 | PA      | $398500.00    | 0.00%             | 2026-08-02      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CCBRK57<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10001 | NC      | $-5632259.78  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Efficiency                                                           | Home Efficiency, Series 2024-A1                                                                                               | CUSIP: 43710UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27537215 | PA      | $28432174.19  | 0.16%             | 2054-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       478000 | PA      | $514447.50    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      4997000 | PA      | $4366445.56   | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                                    | Boots Group Bidco Ltd. (The), 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      4376812 | PA      | $6019794.21   | 0.03%             | 2032-08-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class R                                                                 | CUSIP: 525949103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       106000 | PA      | $254247.89    | 0.00%             | 2045-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $119011.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |        84000 | PA      | $83495.40     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                  | Endo Finance Holdings LP                                                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       279000 | PA      | $295211.85    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       385263 | PA      | $165752.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6976797.31   | 0.04%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                                                      | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      4504000 | PA      | $5320683.43   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       385000 | PA      | $1356.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20400 | NS      | $-40584.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        14237 | NS      | $3136411.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       740830 | NS      | $42768115.90  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1165000 | PA      | $1482776.54   | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                   | FWD Group Holdings Ltd.                                                                                                       | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |       950000 | PA      | $960640.00    | 0.01%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100955.90    | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                       | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       134542 | PA      | $134542.06    | 0.00%             | 2038-04-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                         | Weekley Homes LLC                                                                                                             | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |        68000 | PA      | $66989.27     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                                                        | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     10325000 | PA      | $12283575.61  | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19828.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class D                                                                            | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4199000 | PA      | $4126913.25   | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                | KDDI Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       277600 | NS      | $4686991.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       197073 | NS      | $9798986.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       973559 | PA      | $1213219.76   | 0.01%             | 2028-06-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SMG Swiss Marketplace Group AG                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2845 | NS      | $-6568.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      2110000 | PA      | $23737.50     | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |       539000 | PA      | $626604.75    | 0.00%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105216.80    | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                                           | GAIL India Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |       508853 | NS      | $926956.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Milford Park CLO Ltd.                                                     | Milford Park CLO Ltd., Series 2022-1A, Class AR                                                                               | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1503997.20   | 0.01%             | 2038-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $148335.74    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       215000 | PA      | $219905.23    | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     30244375 | PA      | $30887.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      1931000 | PA      | $2249105.00   | 0.01%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co. Ltd.                                               | SBI Life Insurance Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |       602491 | NS      | $13105704.20  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                             | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       432000 | PA      | $437616.00    | 0.00%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |       176496 | NS      | $-188850.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     39840000 | PA      | $859461.54    | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       143000 | PA      | $143247.68    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      2495000 | PA      | $36712.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       145000 | PA      | $149039.56    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zscaler, Inc.                                                                                                                 | CUSIP: 98980G102<br>LEI: N/A                  | N/A              | DE               |  | US        |         3920 | NS      | $-19790.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2013-2A, Class BR                                                                               | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |        47954 | PA      | $47992.07     | 0.00%             | 2030-10-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $198259.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                                             | Resort Communities LoanCo. LP                                                                                                 | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     54564666 | PA      | $55519547.66  | 0.32%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                                                            | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |       830000 | PA      | $860865.63    | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Northern Data AG                                                          | Northern Data AG                                                                                                              | CUSIP: N/A<br>LEI: 391200LB6JA3HAQWTS32       | Long             | EC               | CORP              | DE        |        14752 | NS      | $225581.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Ramsay Generale De Sante SA                                               | Ramsay Generale De Sante SA, Facility 1st Lien Term Loan B5                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3503456.02   | 0.02%             | 2031-08-13      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| SAI Life Sciences Ltd.                                                    | SAI Life Sciences Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 335800JBS3NY25NIBC93       | Long             | EC               | CORP              | IN        |        58384 | NS      | $530842.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-456257.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-LIFE, Class A                                                                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2350000 | PA      | $2409645.12   | 0.01%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -40000 | NS      | $-12127.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1717435.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       445212 | NS      | $7599760.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       284000 | PA      | $293961.87    | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1740000 | PA      | $173850.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      2488000 | PA      | $3161348.30   | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $205231.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                               | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                   | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        82057 | NS      | $2134373.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     54129000 | PA      | $1156518.62   | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       173000 | PA      | $177818.05    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                              | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |        93000 | PA      | $89320.62     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | 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      | $703194.55    | 0.00%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                           | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |       164000 | PA      | $167311.49    | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      3092000 | PA      | $3468576.78   | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       820000 | PA      | $818360.00    | 0.00%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                              | Target Corp.                                                                                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        40838 | NS      | $4307183.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        65417 | NS      | $5695858.19   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Asia Treasury Pte. Ltd.                                         | Lendlease Asia Treasury Pte. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 254900RDMI6PPK5EN222       | Long             | DBT              | CORP              | SG        |       500000 | PA      | $393640.44    | 0.00%             | 2030-09-30      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $101692.20    | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                   | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |      1018427 | NS      | $40339893.47  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Halliburton Co.                                                           | Halliburton Co.                                                                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        67482 | NS      | $2261996.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PC241H9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -726 | NC      | $-211992.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      4258183 | OU      | $2965185.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-51197.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         6896 | NS      | $1764065.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1353468 | NS      | $89180006.52  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       276000 | PA      | $259396.09    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -858335 | NS      | $-6600.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                   | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                                                                   | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1822994 | PA      | $1821936.89   | 0.01%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       706000 | PA      | $754537.50    | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                                                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         3227 | NS      | $6678502.39   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1396000 | PA      | $1394096.54   | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sapporo Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -112300 | NS      | $-112759.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                 | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       575000 | PA      | $577899.15    | 0.00%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1217000 | PA      | $1185844.80   | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                                                               | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      2950000 | PA      | $3816613.76   | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5927000 | PA      | $6260542.58   | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       235947 | PA      | $101511.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continuum Energy Aura Pte. Ltd.                                           | Continuum Energy Aura Pte. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $1016250.00   | 0.01%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      1440000 | PA      | $1322441.45   | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1896332.40   | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icon Parent I, Inc.                                                       | Icon Parent I, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12322157 | PA      | $12106519.65  | 0.07%             | 2031-11-13      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       480000 | PA      | $-47119.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -43177517 | PA      | $-674627.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00PC2ZX10<br>LEI: N/A                  | N/A              | DE               |  | US        |        -4394 | NC      | $-270665.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                               | Medco Laurel Tree Pte. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |       200000 | PA      | $200596.00    | 0.00%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2653310.44   | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zensho Holdings Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -36400 | NS      | $-4128.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      1114000 | PA      | $1284470.07   | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |        44576 | NS      | $-47250.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104622.30    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                 | Flex Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |        90912 | NS      | $5731092.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       280805 | NS      | $5955834.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        25062 | NS      | $588957.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |     82033859 | OU      | $891793.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         5825 | NS      | $7187817.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       297000 | PA      | $295047.25    | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                                      | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6772000 | PA      | $677200.00    | 0.00%             | 2029-04-27      | Variable      | 11.85%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Western Digital Corp.                                                                                                         | CUSIP: 958102105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -33643 | NS      | $-233482.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                          | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |       623000 | PA      | $625678.90    | 0.00%             | 2031-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    103294000 | PA      | $-924303.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Verge Genomics                                                            | Verge Genomics                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1907212 | NS      | $286081.80    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |        41000 | PA      | $40899.37     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        15508 | NS      | $1611591.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     21614615 | PA      | $1477483.30   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     52089433 | PA      | $-441556.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    104391000 | PA      | $-773532.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         7916 | NS      | $1506573.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       271000 | PA      | $284431.57    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       810000 | PA      | $793889.29    | 0.00%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                                                           | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       121000 | PA      | $111105.73    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                           | M/I Homes, Inc.                                                                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        13994 | NS      | $1870997.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Pass-Through Trust                                                | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       949825 | PA      | $849338.98    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       575000 | PA      | $649745.35    | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                            | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                                                     | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $731350.50    | 0.00%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       125000 | PA      | $126734.75    | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class A1RR                                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $401876.00    | 0.00%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class B                                                                      | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       962624 | PA      | $942691.33    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                                       | Krung Thai Bank PCL                                                                                                           | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |       596000 | PA      | $594882.50    | 0.00%             | 2026-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | New York Community Bancorp, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1717 | NS      | $4620412.66   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PBV78L6<br>LEI: N/A                  | N/A              | DE               |  | US        |         8001 | NC      | $2513090.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                      | Kleopatra Finco Sarl                                                                                                          | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      2101209 | PA      | $2491746.34   | 0.01%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      1822000 | PA      | $1763422.70   | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                          | Fugue Finance BV, 1st Lien Term Loan                                                                                          | CUSIP: N3430BAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      2135000 | PA      | $2529583.43   | 0.01%             | 2032-01-09      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -750000000 | PA      | $-1596103.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8491 | NS      | $74940.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Novonesis Novozymes B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27756 | NS      | $91871.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCM Associates Ltd.                                                       | MCM Associates Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     11195787 | PA      | $9109810.70   | 0.05%             | 2031-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -281500 | NS      | $41744.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |       580000 | PA      | $680627.97    | 0.00%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -9885000 | PA      | $-70244.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          749 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                 | Akamai Technologies, Inc.                                                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        68030 | NS      | $6609114.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1733 | NC      | $301165.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                  | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |       100000 | PA      | $113998.67    | 0.00%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MTU Aero Engines AG                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -505 | NS      | $5780.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 SARL                                                        | Atlas Luxco 4 SARL, 1st Lien Term Loan B                                                                                      | CUSIP: 01957TAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2070672 | PA      | $2461761.24   | 0.01%             | 2032-08-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                         | Nexa Resources SA                                                                                                             | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       362000 | PA      | $392109.35    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       593428 | NS      | $3869148.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA (Preference)                                       | Petroleo Brasileiro SA - Petrobras (Preference)                                                                               | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |      1735138 | NS      | $12419865.75  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       488000 | PA      | $490391.20    | 0.00%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       191000 | PA      | $194388.91    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VNDO Trust                                                                | VNDO Trust, Series 2016-350P, Class D                                                                                         | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2150000 | PA      | $2122827.23   | 0.01%             | 2035-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NEC Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -98400 | NS      | $196041.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       224644 | NS      | $18277035.84  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    500670000 | PA      | $8751331.17   | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       217204 | NS      | $34394253.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Melange Secondaries Partners                                              | Melange Capital Partners                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12856939 | NS      | $13270932.58  | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                  | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        91000 | PA      | $90779.02     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1260379000 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       768000 | PA      | $654336.00    | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      7458000 | PA      | $7404900.01   | 0.04%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Block, Inc.                                                                                                                   | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -53705 | NS      | $248117.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-49243.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10301234 | PA      | $8952.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masimo Corp.                                                              | Masimo Corp.                                                                                                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        81605 | NS      | $11206814.65  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $730760.59    | 0.00%             | 2035-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                     | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                                                             | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |       485494 | PA      | $485510.63    | 0.00%             | 2032-07-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| India Cleantech Energy                                                    | India Cleantech Energy                                                                                                        | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | MU        |       759000 | PA      | $753019.08    | 0.00%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3767 | NC      | $-10217797.30 | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1564194 | NS      | $-278679.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4610000 | PA      | $24231.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      1331000 | PA      | $1646323.39   | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                                                         | Wynn Resorts Ltd.                                                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       148402 | NS      | $15945794.90  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $244519.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       734000 | PA      | $858555.95    | 0.00%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                     | Aldar Properties PJSC                                                                                                         | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | EC               | CORP              | AE        |       448602 | NS      | $1172740.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       331239 | NS      | $137424436.32 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Continental AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -67907 | NS      | $-71164.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                 | CGI, Inc., Class A                                                                                                            | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        42301 | NS      | $3625400.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | RapidSOS, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2862231 | NS      | $3148454.10   | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1781854.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |       695000 | PA      | $803811.00    | 0.00%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-93726.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       124000 | PA      | $120503.39    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       545847 | NS      | $13855603.02  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.                                                  | Sun Life Financial, Inc.                                                                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       253988 | NS      | $16004237.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13326.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                              | Sabre Financial Borrower LLC                                                                                                  | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3220000 | PA      | $3256579.20   | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      3321000 | PA      | $4720381.60   | 0.03%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barry Callebaut AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4347 | NS      | $-701224.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -12 | NC      | $-8099.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3726000 | PA      | $1216474.53   | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                                                          | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      2150000 | PA      | $2547377.49   | 0.01%             | 2031-01-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                             | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17351355 | PA      | $15350690.05  | 0.09%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: 00CC0K7R1<br>LEI: N/A                  | N/A              | DE               |  | US        |          657 | NC      | $42595.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-349288.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       126000 | PA      | $126051.58    | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85559813 | PA      | $-32851.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -37055629 | PA      | $-129757.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     95676000 | PA      | $1389300.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                            | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9079313 | PA      | $9194364.67   | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                     | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        11549 | NS      | $3308025.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                       | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2110000 | PA      | $1962460.57   | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        52000 | PA      | $70590.00     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $195166.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |        94000 | PA      | $94000.00     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA                                                                                       | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      3501000 | PA      | $4114205.14   | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10135.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       143000 | PA      | $147636.92    | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2024-A, Class A                                                             | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10005939 | PA      | $10255136.23  | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        61803 | NS      | $38896954.11  | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                 | T. Rowe Price Group, Inc.                                                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        35920 | NS      | $3796025.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    235522200 | PA      | $3902690.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                             | Viatris, Inc.                                                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1452163 | NS      | $19008813.67  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        12963 | NS      | $1338818.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      2225000 | PA      | $-20862.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greystone CRE Notes Ltd.                                                  | Greystone CRE Notes Ltd., Series 2021-FL3, Class A                                                                            | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       283818 | PA      | $283463.12    | 0.00%             | 2039-07-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      1104000 | PA      | $1202305.68   | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                         | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $149579.13    | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -359 | NC      | $-9334.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                                        | Toyota Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       565500 | NS      | $12817344.31  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       125653 | NS      | $9400100.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -9510000 | PA      | $-72384.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VDK Groep BV                                                              | VDK Groep BV, 1st Lien Term Loan B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      1000000 | PA      | $1191644.21   | 0.01%             | 2032-02-23      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       160000 | PA      | $166759.52    | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $238753.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                  | KB Financial Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        14409 | NS      | $1348671.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shiseido Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -297100 | NS      | $12677.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       246000 | PA      | $258897.78    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CME Bitcoin                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           16 | NC      | $-517514.94   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rainbow Finco SARL                                                        | Rainbow Finco SARL, Facility 1st Lien Term Loan B2                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      4102564 | PA      | $4885635.70   | 0.03%             | 2029-02-26      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       295000 | PA      | $-19405.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          936 | NC      | $-22982.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                                                    | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         5677 | NS      | $1849484.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2588481.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SBI Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -238700 | NS      | $-74147.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $879.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     21710251 | OU      | $4125267.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -130309000 | PA      | $-791650.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       124000 | PA      | $127234.17    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                     | CUSIP: 00PC0P2A8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -469 | NC      | $-22277.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -11 | NC      | $-6942.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       299000 | PA      | $305624.94    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class A                                                                       | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5203000 | PA      | $5272153.07   | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      3188400 | PA      | $3965988.35   | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       281054 | NS      | $52891552.26  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                                              | Terumo Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |        74500 | NS      | $974554.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10046725154 | PA      | $-75950.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       455734 | NS      | $68273510.54  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                                                           | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      6226000 | PA      | $6154766.47   | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        18931 | NS      | $3565843.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YE7<br>LEI: N/A                  | N/A              | DE               |  | US        |          675 | NC      | $683437.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp.                                                  | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        35184 | NS      | $394412.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Berlin                                                            | Traviata III SARL, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      8425105 | PA      | $9562263.30   | 0.05%             | 2033-01-22      | Variable      | 9.97%                 | No            |                  3 | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                                                                     | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      1425000 | PA      | $1612342.34   | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp., Class A                                                                                                       | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        19572 | NS      | $9259708.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        60921 | PA      | $29698.99     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HawkEye 360, Inc.                                                         | HawkEye 360, Inc., Series D1                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       561818 | NS      | $11933014.32  | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| WiseTech Global Ltd.                                                      | WiseTech Global Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |        76845 | NS      | $3078920.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | Japan Post Holdings Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       377900 | NS      | $4547203.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     11287000 | PA      | $11481023.53  | 0.07%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      1099000 | PA      | $1174402.08   | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $21664.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        20858 | NS      | $4820700.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       505000 | PA      | $526893.77    | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       211375 | NS      | $24732988.75  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                                                        | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $954587.31    | 0.01%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PBT0WM5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -319 | NC      | $-335747.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class C                                                                    | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       367000 | PA      | $367713.45    | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1  | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7568942 | PA      | $384096.54    | 0.00%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Smurfit WestRock plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -256641 | NS      | $38496.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     67043000 | PA      | $-75782.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        89000 | PA      | $83143.92     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $37791.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       345000 | PA      | $378195.90    | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Restaurant Brands International, Inc.                                                                                         | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -147149 | NS      | $225353.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |      5034601 | NS      | $3725727.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC                            | Virgin Media O2 Vendor Financing Notes VII DAC                                                                                | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |      2766000 | PA      | $3265117.42   | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       558689 | PA      | $641845.19    | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      4477961 | PA      | $4472363.55   | 0.03%             | 2031-09-29      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-706781.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lam Research Corp.                                                                                                            | CUSIP: 00CC7WCM3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -258 | NC      | $-706920.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       805000 | PA      | $866180.00    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |        63000 | PA      | $61492.73     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-704120.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       334000 | PA      | $348179.95    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1424007.42   | 0.01%             | 2027-10-09      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       968000 | PA      | $1158026.04   | 0.01%             | 2032-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                                                    | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      2787226 | PA      | $3992293.50   | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9976327000 | PA      | $-16144.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares Broad USD High Yield Corporate Bond ETF                                                                               | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |       505031 | NS      | $19009366.84  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       472000 | PA      | $471179.57    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       260000 | PA      | $291291.97    | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      1775000 | PA      | $2178233.65   | 0.01%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                       | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      1050000 | PA      | $1052962.85   | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Delayed Draw Facility 1st Lien Term Loan B                                               | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1464594 | PA      | $1468255.40   | 0.01%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                                                                   | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |       538000 | PA      | $656747.81    | 0.00%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        64261 | OU      | $50515.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -16 | NS      | $-17.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 363576109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10572 | NS      | $10677.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                    | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       306000 | PA      | $315062.59    | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       263000 | PA      | $263026.30    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |      2601000 | PA      | $3202095.21   | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -234500 | NS      | $-9813.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group plc                                                        | Convatec Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |       522581 | NS      | $1648387.48   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trade Desk, Inc. (The), Class A                                                                                               | CUSIP: 88339J105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -61822 | NS      | $94900.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      9386306 | PA      | $8553713.20   | 0.05%             | 2027-04-23      | Variable      | 10.17%                | No            |                  3 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       360000 | PA      | $359709.80    | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |       421000 | PA      | $423505.37    | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -1572000 | PA      | $-14885.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -30941450 | PA      | $-59807.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class F                                                                                         | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8244134 | PA      | $8241558.00   | 0.05%             | 2038-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                                                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        13980 | NS      | $9945679.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1226 | NC      | $1045165.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    122263742 | PA      | $-2602485.89  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                                                                           | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7193132 | PA      | $6347939.07   | 0.04%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       191060 | NS      | $28997176.20  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100119.90    | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     88179476 | PA      | $-20445.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1154800 | NS      | $972411.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      1220111 | NS      | $106327865.01 | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       400000 | PA      | $350805.64    | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |        22000 | PA      | $22142.76     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LG Electronics India Ltd.                                                 | LG Electronics India Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3358001R8E6IU2XJFQ88       | Long             | EC               | CORP              | IN        |       303296 | NS      | $4828667.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                                                                | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      1238000 | PA      | $1437284.02   | 0.01%             | 2030-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Anduril Investors LLC                                                     | Anduril Investors LLC, Series G                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       132173 | NS      | $6313904.21   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    260799232 | PA      | $15854042.43  | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      8295353 | PA      | $8228990.55   | 0.05%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                          | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300NH03B9E8VGJR89       | Long             | DBT              | CORP              | TH        |       315000 | PA      | $316354.50    | 0.00%             | 2031-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | IN        |       500000 | PA      | $496250.00    | 0.00%             | 2026-09-08      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101500.00    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2526229000 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       307000 | PA      | $290115.00    | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00PBSXGS9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -903 | NC      | $-137707.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp., Class A                                                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        56298 | NS      | $6374059.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $5021679.70   | 0.03%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $968631.08    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $846588.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           12 | NC      | $-13588.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      1357000 | PA      | $1741479.25   | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Terranea Resort                                                           | Terranea Resort, 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900000 | PA      | $7900000.00   | 0.05%             | 2027-01-01      | Variable      | 8.63%                 | No            |                  3 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       255000 | PA      | $251651.82    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tongyang Life Insurance Co. Ltd.                                          | Tongyang Life Insurance Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | KR        |       500000 | PA      | $520205.00    | 0.00%             | 2035-05-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                                        | Genius Electronic Optical Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       183713 | NS      | $2629027.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                     | Scentre Group Trust 1                                                                                                         | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      1970000 | PA      | $1322095.12   | 0.01%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | DBT              | CORP              | MX        |      6100000 | PA      | $7228419.03   | 0.04%             | 2026-02-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | W R Berkley Corp.                                                                                                             | CUSIP: 084423102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -65146 | NS      | $-69054.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                        | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       120000 | PA      | $118019.89    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       106000 | PA      | $105670.66    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBRPE18<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2499 | NC      | $-318622.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      9812000 | NS      | $12657480.00  | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -55087000 | PA      | $-333255.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2067543.72   | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       173000 | PA      | $178366.81    | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     36383593 | PA      | $1064392.42   | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23000.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $755698.88    | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NIKE, Inc., Class B                                                                                                           | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -130512 | NS      | $447803.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        50334 | NS      | $3610961.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Toyota Industries Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -61100 | NS      | $-290746.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198895.24    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     74318000 | PA      | $-1091562.31  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                                                               | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      1793702 | NS      | $7859491.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        61000 | PA      | $58887.82     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Figma, Inc.                                                               | Figma, Inc., Class A                                                                                                          | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |        23801 | NS      | $616921.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class F                                                                 | CUSIP: 525949AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       244000 | PA      | $244879.82    | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      1427000 | PA      | $1555235.27   | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       200000 | PA      | $204942.60    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -92680 | NS      | $98594.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        90000 | PA      | $89707.89     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -1 | NC      | $1547.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrum Investments & Financing AB                                         | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       985171 | PA      | $1027472.43   | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                                          | Screaming Eagle Acquistion Corp.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       262419 | NS      | $2451551.38   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Ares Management Corp.                                                                                                         | CUSIP: 03990B101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -19682 | NS      | $233231.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1349000 | PA      | $-19573.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       121776 | NS      | $1.22         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                                                       | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2623000 | PA      | $2624639.38   | 0.02%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       342000 | PA      | $264188.16    | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        76000 | PA      | $75383.08     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -4584000 | PA      | $-13244.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       803000 | PA      | $800241.70    | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| French Republic                                                           | French Republic                                                                                                               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      7811000 | PA      | $9138432.63   | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                           | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                      | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4982957 | PA      | $5102395.24   | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        17273 | NS      | $3489146.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                                                                | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      3888000 | PA      | $5672771.38   | 0.03%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                                                                | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       200400 | NS      | $4523693.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       883000 | PA      | $615649.68    | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       303000 | PA      | $311671.86    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14813949 | PA      | $32554.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -57431000 | PA      | $-753317.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd.                                                    | Signal Peak CLO 5 Ltd., Series 2018-5A, Class A1R                                                                             | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300633.33    | 0.00%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       835000 | PA      | $860198.63    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      2856000 | PA      | $2291940.00   | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-50761.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                | Bidvest Group UK plc (The)                                                                                                    | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |       298000 | PA      | $303402.74    | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                                 | Starz Entertainment Corp.                                                                                                     | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        29498 | NS      | $294685.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriFone Systems, Inc.                                                    | VeriFone Systems, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8659235 | PA      | $7954113.80   | 0.05%             | 2028-08-18      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                      | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        40169 | NS      | $16206584.74  | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |       169346 | NS      | $1558713.65   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                           | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       146000 | PA      | $154336.16    | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      3678000 | PA      | $4293746.85   | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    584406274 | PA      | $77079.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SATS Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -304800 | NS      | $-5916.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                      | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |       110000 | PA      | $103322.26    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4090000 | PA      | $80279.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Issuer LLC                                                         | Summit Issuer LLC, Series 2025-1A, Class A2                                                                                   | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7997000 | PA      | $8059542.14   | 0.05%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                             | Estee Lauder Cos., Inc. (The), Class A                                                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        31375 | NS      | $3616910.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXXI Ltd.                                            | Madison Park Funding XXXI Ltd., Series 2018-31A, Class B1R                                                                    | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251581.93    | 0.00%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     46301693 | PA      | $1833337.38   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       200000 | PA      | $205277.60    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2050000 | PA      | $2188821.90   | 0.01%             | 2034-11-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       891000 | PA      | $1080507.01   | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      6330779 | PA      | $1647532.73   | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Furukawa Electric Co. Ltd.                                                | Furukawa Electric Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |        52900 | NS      | $4608065.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mineral Resources Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -114822 | NS      | $-152915.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          525 | NC      | $2798250.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                                                  | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       350000 | PA      | $371175.00    | 0.00%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      2222000 | PA      | $2337055.45   | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     21980272 | PA      | $-267484.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc., Class A                                                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        16888 | NS      | $3288769.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       112000 | PA      | $117409.94    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        63822 | NS      | $19295323.87  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                                          | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6910944 | PA      | $6959009.82   | 0.04%             | 2065-06-22      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AI Sirona Luxembourg Acquisition SARL                                     | AI Sirona Luxembourg Acquisition SARL, Facility 1st Lien Term Loan B3                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      4000000 | PA      | $4741400.00   | 0.03%             | 2028-09-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       352000 | PA      | $358280.74    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       695929 | NS      | $30982759.08  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        43169 | NS      | $40380714.29  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       436000 | PA      | $359835.16    | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                    | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       300000 | PA      | $303375.00    | 0.00%             | 2030-10-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc., Class A                                                                                                    | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480070 | NS      | $8607655.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PC5YGH4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2747 | NC      | $-10596.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amcor plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47934 | NS      | $-70942.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Insight M, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6344820 | NS      | $63.45        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       345000 | PA      | $351119.61    | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., 1st Lien Term Loan                                                                                    | CUSIP: 05988HAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2946000 | PA      | $3408476.17   | 0.02%             | 2031-07-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21900 | NS      | $24149.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12198.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co.                                                         | Hyundai Motor Co.                                                                                                             | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |         2043 | NS      | $711179.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      3297000 | PA      | $3808075.97   | 0.02%             | 2030-02-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     36084000 | PA      | $20037.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $299744.42    | 0.00%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        50236 | NS      | $1684915.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       107000 | PA      | $107561.43    | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC28CU3<br>LEI: N/A                  | N/A              | DE               |  | US        |          -37 | NC      | $-425.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2025-1, Class B                                                                  | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1994000 | PA      | $2005768.59   | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59035.05     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    144800000 | PA      | $2819249.52   | 0.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $9459017.14   | 0.05%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       145000 | PA      | $144124.52    | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  42708800000 | PA      | $10424284.06  | 0.06%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                                                                | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |      3912047 | NS      | $15796113.96  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       185000 | PA      | $190314.57    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -47764 | NS      | $915158.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      9043000 | PA      | $11013262.89  | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        93470 | PA      | $17290316.91  | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -116000 | NS      | $-743.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     46230503 | PA      | $45323.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       803362 | NS      | $90619233.60  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $97121.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       620000 | PA      | $643560.00    | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Periama Holdings LLC                                                      | Periama Holdings LLC                                                                                                          | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |       891000 | PA      | $892336.50    | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199221.69    | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                        | Pacific National Finance Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       480000 | PA      | $339007.69    | 0.00%             | 2054-12-11      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron Uk Finance plc, 1st Lien Term Loan                                                                                     | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2626506 | PA      | $3115601.62   | 0.02%             | 2031-10-16      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    240200001 | PA      | $440.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       227000 | PA      | $226369.85    | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                          | AutoNation, Inc.                                                                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6188 | NS      | $1268416.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        11555 | NS      | $2255536.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                                           | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       146003 | NS      | $13829404.16  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix, Inc.                                                            | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        56744 | NS      | $35429675.39  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        63708 | NS      | $5936948.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3480000 | PA      | $103496.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    202269146 | PA      | $-680562.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C                                              | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3082000 | PA      | $2573470.92   | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2X, Class DR                                                                         | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      1920000 | PA      | $2305163.39   | 0.01%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       362000 | PA      | $374748.55    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -963000 | NS      | $-222107.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PC2EFU3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -646 | NC      | $-86241.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $102110.14    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -974707 | NS      | $-72930.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-26777.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                                  | Snam SpA, Series IG                                                                                                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      2200000 | PA      | $2620314.00   | 0.02%             | 2031-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $352813.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       146000 | PA      | $136736.81    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -99856000 | PA      | $-5295.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00CBTA6K0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -355 | NC      | $-25560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cervantes Bidco SL                                                        | Cervantes Bidco SL, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      1707995 | PA      | $2028074.38   | 0.01%             | 2031-12-03      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                                                  | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      2503000 | PA      | $3081392.29   | 0.02%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    103788151 | PA      | $17268788.40  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15377.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vanguard Intermediate-Term Corporate Bond ETF                                                                                 | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |      -191274 | NS      | $-32516.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class A                                                                                         | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3210000 | PA      | $3260599.23   | 0.02%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       779260 | NS      | $335307785.40 | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Commercial Mortgage Trust                                             | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                                       | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3786538 | PA      | $3786538.49   | 0.02%             | 2039-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-112946.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       817000 | PA      | $831706.00    | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA, Inc.                                                 | Comfort Systems USA, Inc.                                                                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         1281 | NS      | $1463030.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                                                                 | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90362.94     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                                        | Henley CLO XII DAC, Series 12X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2367916.21   | 0.01%             | 2038-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIII Ltd.                                                | Sixth Street CLO XIII Ltd., Series 2019-13A, Class D1R2                                                                       | CUSIP: 83012XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00   | 0.01%             | 2038-01-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 3-Year Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         2541 | NC      | $-456827.73   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                                                                         | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |      1000000 | PA      | $1016600.00   | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       110555 | NS      | $9735473.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     18843268 | PA      | $-17657.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5150.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Circle Internet Group, Inc.                                               | Circle Internet Group, Inc., Class A                                                                                          | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       179593 | NS      | $11481380.49  | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1572000 | PA      | $-14885.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cbam Ltd.                                                                 | Cbam Ltd., Series 2018-7A, Class A                                                                                            | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |        44956 | PA      | $44951.30     | 0.00%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS, Facility 1st Lien Term Loan B4                                                                     | CUSIP: F6456UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      1093220 | PA      | $1302055.44   | 0.01%             | 2032-02-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                            | Nexon Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       190800 | NS      | $4564741.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marcobre SAC                                                              | Marcobre SAC                                                                                                                  | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |       561000 | PA      | $557676.08    | 0.00%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99813.35     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $855000.00    | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -639 | NC      | $-627817.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -12 | NC      | $-2175.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $105126.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          -73 | NC      | $-439882.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        83482 | NS      | $1728077.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2570000000 | PA      | $-51937.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      2138916 | NS      | $113790331.20 | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YQ0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -646 | NC      | $-22933.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      1300250 | PA      | $1085708.75   | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -155 | NC      | $-125550.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       484000 | PA      | $520183.84    | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       238291 | NS      | $1060394.95   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $946147.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                | DEMIRE Deutsche Mittelstand Real Estate AG                                                                                    | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      4668015 | PA      | $5177515.73   | 0.03%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                             | CUSIP: 00CBSSL33<br>LEI: N/A                  | N/A              | DE               |  | US        |         -280 | NC      | $-37240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                                               | Inpex Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       136400 | NS      | $3055935.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       138000 | PA      | $145518.38    | 0.00%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pan American Silver Corp.                                                                                                     | CUSIP: 697900108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -30237 | NS      | $287818.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $632217.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1152 | NC      | $2052023.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                          | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      2375000 | PA      | $2856233.92   | 0.02%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Socionext, Inc.                                                           | Socionext, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       222500 | NS      | $2977332.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                     | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |       836000 | PA      | $614986.68    | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1633000 | PA      | $1492166.00   | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      1381000 | PA      | $12563.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     41423296 | PA      | $42549.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                | Virgin Media Vendor Financing Notes IV DAC                                                                                    | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $200000.00    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2024-1, Class B                                                                | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       794920 | PA      | $812652.61    | 0.00%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                     | Banca Transilvania SA                                                                                                         | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |       155239 | NS      | $1170786.73   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      5400000 | PA      | $5382324.56   | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       188908 | NS      | $24663828.48  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        30498 | NS      | $2782464.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Phillips 66                                                                                                                   | CUSIP: 718546104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -21080 | NS      | $-31084.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        55039 | NS      | $13999720.04  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEN Finance Ltd.                                                         | ACEN Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 54930080P6CVPPSROL50       | Long             | DBT              | CORP              | KY        |       266000 | PA      | $174230.00    | 0.00%             | 2026-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       647000 | PA      | $764107.00    | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PBPK750<br>LEI: N/A                  | N/A              | DE               |  | US        |          590 | NC      | $312794.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $541204.73    | 0.00%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | Asahi Intecc Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       140800 | NS      | $2347158.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        13337 | NS      | $4765195.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                       | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100999.70    | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        70636 | NS      | $402625.20    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5613756874 | PA      | $75705.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |       582000 | PA      | $470273.46    | 0.00%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -43277027 | PA      | $-925012.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       490000 | PA      | $-48128.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       641000 | PA      | $660839.93    | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Talabat Holding plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2204380 | NS      | $-2469.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                               | Ithaca Energy North Sea plc                                                                                                   | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $1876154.40   | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                      | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                                                  | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6473751 | PA      | $6504764.33   | 0.04%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pool Corp.                                                                                                                    | CUSIP: 73278L105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29557 | NS      | $376260.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        17438 | NS      | $684056.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                     | Lion/Polaris Lux 4 SA                                                                                                         | CUSIP: N/A<br>LEI: 984500B6N8F6E153B579       | Long             | DBT              | CORP              | LU        |      2837000 | PA      | $3383174.55   | 0.02%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       148000 | PA      | $149161.50    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |       367000 | PA      | $353993.52    | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Facility 1st Lien Term Loan B                                                            | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6248934 | PA      | $6264556.41   | 0.04%             | 2032-10-01      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VLT6, Class A                                                                                           | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2590000 | PA      | $2593237.50   | 0.01%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series C                                   | Ursa Major Technologies, Inc., Series C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1633349 | NS      | $7660406.81   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                             | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                                                    | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $733949.96    | 0.00%             | 2037-07-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                             | American National Group, Inc.                                                                                                 | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |        43000 | PA      | $43426.13     | 0.00%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -21250 | NS      | $38707.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-D, Class A1B                                                                    | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6450826 | PA      | $6409130.98   | 0.04%             | 2053-07-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6310480 | PA      | $6306567.50   | 0.04%             | 2031-02-17      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kobayashi Pharmaceutical Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -26800 | NS      | $-11323.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, 1st Lien Term Loan                                                                               | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      2626066 | PA      | $2628639.77   | 0.02%             | 2032-08-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                         | Alstria Office AG                                                                                                             | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $2071960.98   | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $731598.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aethon I LP                                                               | Aethon I LP                                                                                                                   | CUSIP: N/A<br>LEI: 5493003Y9J3720W2G906       | Long             | DBT              | CORP              | US        |      5774613 | PA      | $5774612.57   | 0.03%             | 2027-01-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Park River Holdings, Inc.                                                 | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103046.60    | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      3132000 | PA      | $35235.00     | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                               | CUSIP: 00CBSQQ24<br>LEI: N/A                  | N/A              | DE               |  | US        |         -190 | NC      | $-10450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                                               | Santos Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      1116832 | NS      | $5446508.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MLP Saglik Hizmetleri A/S                                                 | MLP Saglik Hizmetleri A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000M2LTGHSXVOQL65       | Long             | EC               | CORP              | TR        |       116805 | NS      | $1265794.79   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                                 | CDW Corp.                                                                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        16404 | NS      | $2073301.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $2027934.71   | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        57030 | NS      | $8381128.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCI PH Parent, Inc., Series A                                             | SCI PH Parent, Inc., Series A                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3949 | NS      | $5379525.25   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IsuPetasys Co. Ltd.                                                       | IsuPetasys Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         9276 | NS      | $749182.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV, Series B                                                                                             | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | MX        |      2659719 | NS      | $2740989.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       589000 | NS      | $8040734.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       790000 | PA      | $261705.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     31964823 | PA      | $1765086.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                                                  | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       147688 | NS      | $7926441.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                                                               | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      1743000 | PA      | $2398128.05   | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                       | First Horizon Corp.                                                                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       173322 | NS      | $4244655.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       358000 | PA      | $377090.22    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       134000 | PA      | $140223.76    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class M1                                                                      | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       187112 | PA      | $180353.45    | 0.00%             | 2036-10-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class B                                                            | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1347186 | PA      | $1209965.91   | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1273967 | PA      | $-11502.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       311000 | PA      | $312044.65    | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1046000 | PA      | $1155307.00   | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Titulos de Tesoreria                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   6205300000 | PA      | $1640701.94   | 0.01%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $98399.05     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rakus Co. Ltd.                                                            | Rakus Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       230590 | NS      | $1312363.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       107000 | PA      | $110214.49    | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $337970.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      3472000 | PA      | $1133547.93   | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7200000 | PA      | $-269104.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27941717 | PA      | $-16308.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       106000 | PA      | $103417.64    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Databricks, Inc., Series F                                                | Databricks, Inc., Series F                                                                                                    | CUSIP: N/A<br>LEI: 984500FEDAC7FBD96273       | Long             | EC               | CORP              | US        |       822138 | NS      | $156206220.00 | 0.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |          113 | NS      | $1303.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       417000 | PA      | $430364.42    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      5676000 | PA      | $6826476.64   | 0.04%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       114000 | PA      | $112122.07    | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Althea Acquisition Bidco SARL                                             | Althea Acquisition Bidco SARL, 1st Lien Term Loan B                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      3000000 | PA      | $3556939.01   | 0.02%             | 2033-01-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2016-1A, Class CR                                                                             | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250875.00    | 0.00%             | 2031-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        57763 | NS      | $7330702.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       100692 | NS      | $22909443.84  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                          | Telkom Indonesia Persero Tbk. PT                                                                                              | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |      1182800 | NS      | $252835.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                             | Lyra Music Assets Delaware LP, Series 2024-2A, Class A2                                                                       | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      6737430 | PA      | $6810782.29   | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-222828.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -28727368 | PA      | $-427.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    112382000 | PA      | $-6225.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                                              | Renew Treasury Ifsc Pvt Ltd.                                                                                                  | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |       628000 | PA      | $630512.00    | 0.00%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                   | Albion Financing 3 SARL, 1st Lien Term Loan                                                                                   | CUSIP: 01330EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1189060.15   | 0.01%             | 2031-05-21      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1528000 | PA      | $2298582.80   | 0.01%             | 2086-08-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                   | CUSIP: 00CBSR2T9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -378 | NC      | $-19845.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                                                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       264000 | PA      | $268885.85    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                         | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |        75426 | NS      | $1618671.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       400000 | PA      | $399854.60    | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       247000 | PA      | $253996.28    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                   | Naturgy Energy Group SA                                                                                                       | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        60989 | NS      | $1914326.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |        63000 | PA      | $66405.28     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     82684528 | PA      | $8.27         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       706000 | PA      | $941464.24    | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                                                             | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        36162 | NS      | $2598778.48   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $96074.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       455583 | NS      | $13602085.97  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cencora, Inc.                                                                                                                 | CUSIP: 03073E105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -11614 | NS      | $-77849.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1138000 | PA      | $13464.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149574.50    | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2013-3A, Class A1RR                                                                                     | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |        37144 | PA      | $37144.16     | 0.00%             | 2031-10-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4065000 | PA      | $-119119.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seguridade Participacoes SA                                               | Seguridade Participacoes SA                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       582298 | NS      | $4139236.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bock Capital Bidco BV                                                     | Bock Capital Bidco BV, 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      2686067 | PA      | $3143143.38   | 0.02%             | 2028-06-29      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         6126 | NS      | $13157361.54  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       380000 | PA      | $380973.70    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2013-2A, Class AR2                                                                              | CUSIP: 67104LAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752530.13    | 0.00%             | 2038-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                        | APLD ComputeCo LLC                                                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       415000 | PA      | $431078.87    | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       155000 | PA      | $154967.99    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    115310156 | PA      | $783752.28    | 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      | $178361.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       399141 | PA      | $874.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                         | Nobian Finance BV, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      4315789 | PA      | $4773274.16   | 0.03%             | 2030-07-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1200000 | PA      | $1720463.84   | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8611.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                                                          | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1955466.61   | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1521989.40   | 0.01%             | 2032-07-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                                                        | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        50911 | NS      | $4858261.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC, 1st Lien Term Loan B                                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5986129 | PA      | $5968469.59   | 0.03%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                                                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       141010 | NS      | $5306765.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       926507 | NS      | $8961890.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            6 | NC      | $2351.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | DMG Mori Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -164551 | NS      | $22049.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                         | Alstria Office AG                                                                                                             | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1183218.74   | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                     | Miter Brands Acquisition Holdco, Inc.                                                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       145000 | PA      | $148924.14    | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      2679000 | PA      | $2702267.12   | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                   | FWD Group Holdings Ltd.                                                                                                       | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |       500000 | PA      | $502340.00    | 0.00%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | WTI Crude Oil                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -387 | NC      | $-2385331.78  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                                                                | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       211000 | PA      | $215640.95    | 0.00%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bonds                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          829 | NC      | $-243774.96   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -43177517 | PA      | $-423604.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                       | Stagwell Global LLC                                                                                                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       185000 | PA      | $179387.75    | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                       | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       155812 | NS      | $43812016.55  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                                                  | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        77176 | NS      | $10875306.17  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                       | CUSIP: 00PBWUTU1<br>LEI: N/A                  | N/A              | DE               |  | US        |            7 | NC      | $268933.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        90448 | NS      | $697354.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                             | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |       558200 | NS      | $692055.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -444374000 | PA      | $-948024.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                | Japan Exchange Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       460700 | NS      | $5027260.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                                                               | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       203000 | PA      | $198449.13    | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                              | Fortis, Inc.                                                                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       174245 | NS      | $9290336.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                                                             | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $204992.00    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     91021116 | PA      | $-243423.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC7S0N3<br>LEI: N/A                  | N/A              | DE               |  | US        |         8000 | NC      | $47066283.89  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | American Express Co.                                                                                                          | CUSIP: 00CBSRR13<br>LEI: N/A                  | N/A              | DE               |  | US        |          -45 | NC      | $-4590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PC5YGL5<br>LEI: N/A                  | N/A              | DE               |  | US        |         2747 | NC      | $39095.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       226000 | PA      | $263835.45    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| St. Regis Aspen Resort                                                    | St. Regis Aspen Resort, 1st Lien Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18600000 | PA      | $18714416.04  | 0.11%             | 2027-02-09      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-223490.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       109012 | NS      | $3744681.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       172000 | PA      | $172008.26    | 0.00%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                           | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       470000 | PA      | $493667.79    | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1302246 | PA      | $-975936.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     24290000 | PA      | $24290000.00  | 0.14%             | 2031-01-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        92635 | NS      | $8666930.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                      | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       245000 | PA      | $245933.70    | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ONEOK, Inc.                                                                                                                   | CUSIP: 682680103<br>LEI: N/A                  | N/A              | DE               |  | US        |        11257 | NS      | $77223.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    228622927 | PA      | $2757291.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Ethereum Trust ETF                                                | iShares Ethereum Trust ETF                                                                                                    | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             |  | RF                | US        |       306700 | NS      | $6186139.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       143000 | PA      | $143137.42    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Leidos Holdings, Inc.                                                                                                         | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -28861 | NS      | $112847.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PC1G6W5<br>LEI: N/A                  | N/A              | DE               |  | US        |          391 | NC      | $78763.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |         8652 | NS      | $1738446.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                                | STERIS plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         6664 | NS      | $1749966.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       161000 | PA      | $162008.34    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000000 | PA      | $14899218.75  | 0.09%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      9095000 | PA      | $9027462.89   | 0.05%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                                         | Playstudios, Inc., Class A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       831348 | NS      | $527490.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1934103 | PA      | $1634317.36   | 0.01%             | 2028-04-30      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31037000 | PA      | $32316244.89  | 0.19%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Holland Park CLO DAC                                                      | Holland Park CLO DAC, Series 1X, Class A1RR                                                                                   | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | IE        |       147136 | PA      | $174410.83    | 0.00%             | 2032-11-14      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                        | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $206983.00    | 0.00%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       863935 | PA      | $821466.98    | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC28FS5<br>LEI: N/A                  | N/A              | DE               |  | US        |          903 | NC      | $451500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       228000 | PA      | $243738.16    | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      3900000 | PA      | $4770047.78   | 0.03%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       524000 | PA      | $561010.12    | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 00CBSXNN6<br>LEI: N/A                  | N/A              | DE               |  | US        |          337 | NC      | $134800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp., Series I.                                                                                             | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      1104000 | PA      | $1106814.29   | 0.01%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                             | Obic Co. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        26400 | NS      | $733760.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    128988500 | PA      | $2038854.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       673000 | PA      | $813344.36    | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                   | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                   | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3990197 | PA      | $3940319.10   | 0.02%             | 2030-04-26      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                                        | KraneShares CSI China Internet ETF                                                                                            | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             |  | RF                | US        |       494900 | NS      | $17509562.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       158000 | PA      | $158167.80    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       107000 | PA      | $101985.21    | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                                                                    | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       300000 | PA      | $313050.00    | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       119254 | NS      | $60130251.88  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      2260000 | PA      | $2302375.00   | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       230000 | PA      | $211200.61    | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       136646 | PA      | $-102409.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      1719000 | PA      | $2044245.51   | 0.01%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd.                                  | Star Energy Geothermal Wayang Windu Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |       308550 | PA      | $317004.27    | 0.00%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3527283.57  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2021-2A, Class D                                                                               | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2210000 | PA      | $2053955.22   | 0.01%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        29347 | NS      | $4385322.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       168201 | NS      | $37510505.01  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       109928 | NS      | $8468853.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CZ        |     -1059487 | OU      | $-51598.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      4186758 | PA      | $59685.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                           | Puma International Financing SA                                                                                               | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |       435000 | PA      | $450089.06    | 0.00%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $729276.16    | 0.00%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                    | Global Net Lease, Inc.                                                                                                        | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |       200000 | PA      | $194610.12    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       545000 | PA      | $557914.95    | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                        | StoneX Group, Inc.                                                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |        85000 | PA      | $90430.06     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        14236 | NS      | $5267.19      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -6037000 | PA      | $-55343.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series OO                                                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       410000 | PA      | $426613.63    | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |       285000 | PA      | $270398.56    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      8100000 | PA      | $-118336.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Afflelou SAS                                                              | Afflelou SAS                                                                                                                  | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |      2864000 | PA      | $3526562.52   | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103635.30    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL, Facility 1st Lien Term Loan B                                                                           | CUSIP: 49865NAU4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      2164791 | PA      | $436225.93    | 0.00%             | 2026-02-09      | Variable      | 6.81%                 | No            |                  3 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       882000 | PA      | $948836.20    | 0.01%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       407000 | PA      | $417096.04    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series F                                                 | JumpCloud, Inc., Series F                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       424788 | NS      | $913294.20    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                                                       | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      1841000 | PA      | $2206558.80   | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3251505.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      3211000 | PA      | $3818541.20   | 0.02%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2025-FL20, Class A                                                                                            | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5752000 | PA      | $5772715.83   | 0.03%             | 2043-02-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       143488 | NS      | $33734028.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          376 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                                                         | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       435000 | PA      | $436899.65    | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                                         | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      2574726 | PA      | $3089436.36   | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                 | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |       260000 | PA      | $258245.05    | 0.00%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| China Ruyi Holdings Ltd.                                                  | China Ruyi Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 984500976440498D1C06       | Long             | DBT              | CORP              | BM        |     11000000 | PA      | $1413704.38   | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       587000 | PA      | $556552.31    | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       297000 | PA      | $306316.30    | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -270 | NC      | $-12690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      2063000 | NS      | $25719143.84  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     37793000 | PA      | $21539.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27454.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      9082000 | PA      | $46229.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        51622 | PA      | $29114.81     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1707025349 | PA      | $-42466.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                                                                     | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |      5928000 | PA      | $6680968.55   | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       282000 | PA      | $295346.21    | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10976752544 | PA      | $130757.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     17317000 | PA      | $4841680.65   | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc., Series NC5                                                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        55000 | PA      | $57049.96     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       157849 | NS      | $4426571.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -47027 | NS      | $-101578.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arbour CLO VI DAC                                                         | Arbour CLO VI DAC, Series 6X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |      2720000 | PA      | $3254430.33   | 0.02%             | 2037-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      2438000 | PA      | $1989846.84   | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GSA2, Class XA                                                                      | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2061017 | PA      | $123820.54    | 0.00%             | 2053-12-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                                                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        12317 | NS      | $2785366.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                                                                        | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      5268000 | PA      | $6252421.41   | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                                           | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       910000 | PA      | $935025.00    | 0.01%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       148000 | PA      | $137370.55    | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9798750 | PA      | $-35844.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                                                         | FNZ NZ Finco Ltd., 1st Lien Term Loan                                                                                         | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |      8500000 | PA      | $9314433.70   | 0.05%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00CBSTLU1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -163 | NC      | $-24124.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        12204 | NS      | $9048655.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                                                   | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $499742.15    | 0.00%             | 2034-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                                                               | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        20956 | NS      | $308946.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         8387 | NS      | $41950432.08  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       600000 | PA      | $640200.00    | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CCBRK08<br>LEI: N/A                  | N/A              | DE               |  | US        |        10001 | NC      | $8197988.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -6312000 | PA      | $-10563.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  26882219214 | PA      | $430030.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       170000 | PA      | $160652.26    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    166280507 | PA      | $-3435118.40  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        67721 | NS      | $6524918.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                               | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |      1405721 | NS      | $4003944.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      4385184 | PA      | $64905.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Integrated Telecommunications Co. PJSC                           | Emirates Integrated Telecommunications Co. PJSC                                                                               | CUSIP: N/A<br>LEI: 254900USBXS6XN200K29       | Long             | EC               | CORP              | AE        |       418013 | NS      | $1172371.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       211000 | PA      | $216535.80    | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       355000 | PA      | $341586.61    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97285.90     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                  | Alcon AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        43422 | NS      | $3514678.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                                                | BlueMountain CLO XXIX Ltd., Series 2020-29A, Class BR                                                                         | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $625038.13    | 0.00%             | 2034-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BeOne Medicines Ltd., Class H                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -138300 | NS      | $-103679.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class BR2                                                                                  | CUSIP: 12554XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $806171.60    | 0.00%             | 2038-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2A                                                                       | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14208161 | PA      | $11979255.92  | 0.07%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6726.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -217086 | NS      | $-701732.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JDE Peet's NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27754 | NS      | $-14497.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1X, Class D                                                                                 | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |      1677000 | PA      | $2006603.45   | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       225000 | PA      | $192633.75    | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       316000 | PA      | $312902.50    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2024-A, Class A                                                                       | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8036000 | PA      | $8117174.05   | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1280106.88   | 0.01%             | 2028-08-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       558000 | PA      | $495046.59    | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       400000 | PA      | $-42528.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                                                 | Victory Street CLO II DAC, Series 2X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      2350000 | PA      | $2820920.30   | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4207000 | PA      | $4221770.78   | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       655000 | PA      | $632844.63    | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      8495217 | PA      | $-14325.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       889000 | PA      | $840140.56    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                               | TEGNA, Inc.                                                                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       212000 | PA      | $210525.14    | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Disco Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1600 | NS      | $8837.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       721000 | PA      | $748938.75    | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peak RE Bvi Holding Ltd.                                                  | Peak RE Bvi Holding Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300KB2UHI8ALPSD62       | Long             | DBT              | CORP              | VG        |       425000 | PA      | $429648.44    | 0.00%             | 2030-11-05      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25670408 | PA      | $2.57         | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       138000 | PA      | $134646.37    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 720 East CLO VII Ltd.                                                     | 720 East CLO VII Ltd., Series 2025-7A, Class A1                                                                               | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2600000 | PA      | $2602851.68   | 0.01%             | 2037-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       707000 | PA      | $695478.37    | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                                       | Contego CLO VII DAC, Series 7X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |      2640000 | PA      | $3130267.18   | 0.02%             | 2038-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                         | Hershey Co. (The)                                                                                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        18440 | NS      | $3591190.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Solventum Corp.                                                                                                               | CUSIP: 83444M101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -16280 | NS      | $53561.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1313118.15  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      9970024 | PA      | $327700.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                  | CUSIP: 125269100<br>LEI: N/A                  | N/A              | DE               |  | US        |      -140443 | NS      | $-561772.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      1650000 | PA      | $2005294.29   | 0.01%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          184 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       494000 | PA      | $486292.69    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10356.82     | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                           | ConnectWise LLC, 1st Lien Term Loan                                                                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3736615 | PA      | $3593390.91   | 0.02%             | 2028-09-29      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                                  | Victory Street CLO I DAC, Series 1X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |      2960000 | PA      | $3560465.93   | 0.02%             | 2038-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                  | Tyler Technologies, Inc.                                                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        13975 | NS      | $5162365.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                                                   | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       887000 | PA      | $1051679.14   | 0.01%             | 2028-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     58986228 | PA      | $68074154.39  | 0.39%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       169000 | PA      | $175219.54    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RH                                                                        | RH                                                                                                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        15869 | NS      | $3155233.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                   | Heidelberg Materials AG                                                                                                       | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        51551 | NS      | $14118313.54  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       111244 | NS      | $12473789.72  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosel Bidco SE                                                            | Mosel Bidco SE, 1st Lien Term Loan B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      3089143 | PA      | $3603750.70   | 0.02%             | 2030-09-16      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        76919 | NS      | $10918652.05  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                    | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |       375000 | PA      | $375386.25    | 0.00%             | 2041-03-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad & Tobago                                                                                                 | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      1271000 | PA      | $1267034.48   | 0.01%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        41407 | NS      | $5024739.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond II Ltd.                                                           | Diamond II Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900KL4GQ2XC50XL44       | Long             | DBT              | CORP              | MU        |      1000000 | PA      | $1000000.00   | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     12271000 | PA      | $-190452.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      1833000 | PA      | $2166884.83   | 0.01%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102096.60    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       131000 | PA      | $124990.55    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $948858.45    | 0.01%             | 2026-11-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        84701 | NS      | $24303257.93  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       295000 | PA      | $301050.16    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       458547 | NS      | $56580114.33  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |        27000 | PA      | $27371.24     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $169934.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    128988500 | PA      | $2613859.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                           | 10x Future Technologies Services Ltd., Series D                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |       637808 | NS      | $5637929.96   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    163050000 | PA      | $2840041.02   | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       175000 | PA      | $156983.14    | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        84917 | NS      | $49133825.37  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      2501000 | PA      | $3208631.18   | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    488955000 | PA      | $8429747.63   | 0.05%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration Spa                                                                                                      | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      1539000 | PA      | $1850983.54   | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -283249 | NS      | $-43006.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                                                               | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      1602000 | PA      | $1949313.32   | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Quanta Services, Inc.                                                                                                         | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -22607 | NS      | $-132250.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                                                              | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24284002 | PA      | $1340071.36   | 0.01%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                                                   | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      3097500 | PA      | $2122025.51   | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3480000 | PA      | $64103.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       593000 | PA      | $634510.00    | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        27383 | NS      | $408536.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      9585874 | PA      | $10358255.80  | 0.06%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bracelet Holdings, Inc.                                                   | Bracelet Holdings, Inc.                                                                                                       | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10181000 | PA      | $10025515.60  | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                                     | Nissan Chemical Corp.                                                                                                         | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |        86000 | NS      | $2964377.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       725000 | PA      | $819161.46    | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Volocopter GmbH, Series D                                                 | Volocopter GmbH, Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |         4218 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      1156148 | NS      | $15261372.64  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-278425.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | UNITE Group plc (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -346860 | NS      | $-18801.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                              | CUSIP: 00CBSSXV8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -125 | NC      | $-24000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atos SE                                                                   | Atos SE, 1st Lien Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      4917953 | PA      | $5574454.77   | 0.03%             | 2030-12-17      | Variable      | 4.66%                 | No            |                  3 | On Loan: No      |
| China Galaxy Securities Co. Ltd.                                          | China Galaxy Securities Co. Ltd., Class H                                                                                     | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |      2693000 | NS      | $3621268.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       410000 | PA      | $433490.37    | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       544965 | NS      | $18288093.19  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TVC Holding                                                               | TVC Holding, Series 2021-1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      6340390 | PA      | $5382779.76   | 0.03%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        24563 | NS      | $7915426.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         5720 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        82133 | NS      | $-18890.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malpani Pipes And Fittings Ltd.                                           | Malpani Pipes And Fittings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 8945004LD07BR3B7NX38       | Long             | EC               | CORP              | IN        |         4800 | NS      | $3838.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       235000 | PA      | $240595.12    | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                    | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |      1000000 | PA      | $1010000.00   | 0.01%             | 2029-12-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baidu, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        87100 | NS      | $105543.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       171000 | PA      | $179501.82    | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -502 | NC      | $-363950.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      1304000 | PA      | $1302829.79   | 0.01%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-128580.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       211000 | PA      | $211046.42    | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class E                                                                 | CUSIP: 525949AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       488000 | PA      | $489539.54    | 0.00%             | 2036-07-15      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        47460 | NS      | $7041631.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ono Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -133500 | NS      | $-85750.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hensoldt AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -22823 | NS      | $-28542.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                      | Sompo Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        87700 | NS      | $3024293.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                                   | OPAP SA, Class R                                                                                                              | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |        44337 | NS      | $893432.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-504422.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davidson Kempner Merchant Co.-Invest Fund LP                              | Davidson Kempner Merchant Co.-Invest Fund LP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     23407313 | NS      | $23407313.00  | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV, Class N                                                                                                            | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        78160 | NS      | $4494299.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -266 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                              | Incyte Corp.                                                                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        55464 | NS      | $5550282.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                                             | MongoDB, Inc., Class A                                                                                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        73183 | NS      | $27175043.39  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                                                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        79873 | NS      | $3703536.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elect Global Investments Ltd.                                             | Elect Global Investments Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900MGJD77N8VPNK65       | Long             | DBT              | CORP              | VG        |       200000 | PA      | $156000.00    | 0.00%             | 2026-03-02      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      1572000 | PA      | $23122.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101661.38    | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        34498 | NS      | $11102491.34  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2456068.91   | 0.01%             | 2027-10-09      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       226000 | PA      | $219389.50    | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    714274335 | PA      | $103504.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       239000 | PA      | $257505.05    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc., CVR                                                                                           | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |       242727 | NS      | $128645.31    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aurium CLO XIII DAC                                                       | Aurium CLO XIII DAC, Series 13X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |      1440000 | PA      | $1717437.65   | 0.01%             | 2038-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        36275 | NS      | $779912.50    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1793.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wealthfront Corp.                                                         | Wealthfront Corp.                                                                                                             | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |       197622 | NS      | $1715358.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |       200000 | PA      | $214328.00    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                                                              | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      3118010 | PA      | $3020572.16   | 0.02%             | 2032-08-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mitsui OSK Lines Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -190400 | NS      | $-244131.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -965 | NC      | $-155847.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5597292788 | PA      | $72547.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                                    | Mercia, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     18948993 | PA      | $25928854.69  | 0.15%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        70895 | NS      | $18522027.70  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mong Duong Finance Holdings BV                                            | Mong Duong Finance Holdings BV                                                                                                | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |       579381 | PA      | $575904.36    | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       820000 | PA      | $807745.27    | 0.00%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       138000 | PA      | $144713.32    | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PsiQuantum Corp., Series D                                                | PsiQuantum Corp., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       200937 | NS      | $8654356.59   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OT Midco, Inc.                                                            | OT Midco, Inc.                                                                                                                | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4026000 | PA      | $1877351.58   | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Elm Co.                                                                   | Elm Co.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |         2779 | NS      | $574779.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1207000 | PA      | $1260711.50   | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        23600 | NS      | $8657908.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FreeWire Technologies, Inc.                                               | FreeWire Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          166 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       588000 | PA      | $615562.50    | 0.00%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        84156 | NS      | $26509140.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -376 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    165248815 | PA      | $6598227.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MasOrange Holdco Ltd.                                                     | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      8071640 | PA      | $9565517.90   | 0.05%             | 2031-03-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-3A, Class A                                                                               | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7933000 | PA      | $7922486.40   | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                           | Albemarle Corp.                                                                                                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        40716 | NS      | $6947371.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                            | Geely Automobile Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |      4236000 | NS      | $8719780.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      1339000 | PA      | $1351879.84   | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -410308 | NS      | $342017.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                                                        | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5880000 | PA      | $5871813.28   | 0.03%             | 2029-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Deep Instinct Ltd.                                                        | Deep Instinct Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       346564 | NS      | $20793.84     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Constellation Software, Inc.                                              | Constellation Software, Inc.                                                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         9789 | NS      | $18065850.58  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103033.40    | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DF Residential III LP                                                     | DF Residential III LP                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10429752 | NS      | $11472727.70  | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Holding Socotec                                                           | Holding Socotec, Facility 1st Lien Term Loan 5                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1955000 | PA      | $2319607.09   | 0.01%             | 2031-06-02      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        44000 | PA      | $47022.36     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -35965000 | PA      | $-83669.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       273101 | NS      | $83784655.79  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            2 | NC      | $-2582.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        38000 | PA      | $39292.27     | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       118000 | PA      | $124757.62    | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                       | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      3559387 | PA      | $4108175.28   | 0.02%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       611000 | PA      | $577801.52    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                 | SLM Corp.                                                                                                                     | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       214000 | PA      | $211095.87    | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11255 | NS      | $-79740.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                               | Aflac, Inc.                                                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        25013 | NS      | $2775192.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3916992 | PA      | $-66208.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      1254000 | PA      | $1522660.61   | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd.                                                              | StoneCo Ltd., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |       206078 | NS      | $3326098.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $199958.76    | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $271476.23    | 0.00%             | 2036-08-28      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $33258.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accell Group Holdings BV                                                  | Accell Group Holdings BV, 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      4000000 | PA      | $3176738.00   | 0.02%             | 2032-06-01      | Variable      | 9.02%                 | No            |                  3 | On Loan: No      |
| Crescent Midstream Private                                                | Crescent Midstream Private                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5696000 | NS      | $5866880.00   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | iShares Silver Trust                                                                                                          | CUSIP: 00PC7YS22<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2499 | NC      | $-85419.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-416.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       925000 | PA      | $914825.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1255700 | NS      | $-9009.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1880000 | PA      | $14200.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-158156.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -44154000 | PA      | $-9438.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                              | Harmony Gold Mining Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |       399508 | NS      | $8488973.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        76000 | PA      | $78660.30     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |        69709 | NS      | $2811580.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                      | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      1431000 | PA      | $1388762.02   | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc.                                                                                                            | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       180000 | PA      | $193894.20    | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                                                          | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103636.62    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bright Machines, Inc.                                                     | Bright Machines, Inc., Series C                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       927532 | NS      | $185506.40    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |        94000 | PA      | $99059.36     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                                                       | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      1200000 | PA      | $1336167.01   | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Henley CLO XI DAC                                                         | Henley CLO XI DAC, Series 11X, Class D                                                                                        | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      3140000 | PA      | $3741289.01   | 0.02%             | 2039-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       735000 | PA      | $2589.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Class A                                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        80290 | NS      | $16549374.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-43598.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       643000 | PA      | $682206.93    | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                                                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        45776 | NS      | $12068384.64  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                               | B3 SA - Brasil Bolsa Balcao                                                                                                   | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |       686289 | NS      | $2109953.17   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Capital No. 6 Ltd.                                                    | HKT Capital No. 6 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900F4EZA4GPR3LG03       | Long             | DBT              | CORP              | VG        |       900000 | PA      | $828036.00    | 0.00%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                                                            | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      2625000 | PA      | $3165764.15   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                                                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       132075 | NS      | $22502951.85  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      2640000 | PA      | $2616227.58   | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CTEC III GmbH                                                             | CTEC III GmbH, Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      1500000 | PA      | $1779749.68   | 0.01%             | 2029-03-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91506.75     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       550000 | PA      | $567872.25    | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |       169320 | OU      | $47655.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand                                                                      | Rand                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |     19739698 | OU      | $1221988.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Titan Financing Ltd.                                           | Transocean Titan Financing Ltd.                                                                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       222619 | PA      | $227095.47    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                              | Hilton Worldwide Finance LLC                                                                                                  | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       106000 | PA      | $106037.84    | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                                                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       250000 | PA      | $198195.90    | 0.00%             | 2031-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                              | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR3                                                                       | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250647.15    | 0.00%             | 2037-04-28      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                                       | Altice France Lux 3                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |         7570 | NS      | $142474.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          690 | NC      | $690937.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | KraneShares CSI China Internet ETF                                                                                            | CUSIP: 500767306<br>LEI: N/A                  | N/A              | DE               |  | US        |      -162330 | NS      | $122072.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3389300 | PA      | $4647441.55   | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    341295000 | PA      | $1908532.55   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uae Dirham                                                                | Uae Dirham                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |          432 | OU      | $117.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRA Global Finance                                                       | ABRA Global Finance                                                                                                           | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |       676640 | PA      | $706243.00    | 0.00%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      5319864 | PA      | $5290179.11   | 0.03%             | 2029-04-13      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     77654368 | PA      | $-779743.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29324.84     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       136000 | PA      | $133189.42    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       879000 | PA      | $881316.17    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       131000 | PA      | $124805.75    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Areas Worldwide SA                                                        | Areas Worldwide SA, Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      3198864 | PA      | $3768074.86   | 0.02%             | 2029-12-31      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |        58550 | NS      | $1304836.34   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9805.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisure plc                                                              | Verisure plc                                                                                                                  | CUSIP: N/A<br>LEI: 636700ZY9PP0NGXTA943       | Long             | EC               | CORP              | GB        |       175626 | NS      | $2866198.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC Holdings, Inc.                                                        | TKC Holdings, Inc.                                                                                                            | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100692.70    | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22052.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APCOA GmbH                                                                | APCOA GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |      1864000 | PA      | $2209887.73   | 0.01%             | 2031-04-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CBSU221<br>LEI: N/A                  | N/A              | DE               |  | US        |         -549 | NC      | $-79330.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      4697000 | PA      | $5567426.99   | 0.03%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      1668000 | PA      | $1992525.18   | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Jubilee CLO DAC                                                           | Jubilee CLO DAC, Series 2024-29X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400VFSWKTVSOVPY94       | Long             | ABS-CBDO         | CORP              | IE        |      3370000 | PA      | $4039839.52   | 0.02%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      1235000 | PA      | $1264146.00   | 0.01%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-175881.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                                                  | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       291000 | PA      | $301269.86    | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Providus CLO II DAC                                                       | Providus CLO II DAC, Series 2X, Class DRR                                                                                     | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |      2160000 | PA      | $2574210.60   | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |        85000 | PA      | $79654.33     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     36633787 | PA      | $-448428.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                   | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       111795 | NS      | $11.18        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       171141 | PA      | $37829.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd.                                                   | New Mountain CLO 1 Ltd., Series CLO-1A, Class A1RR                                                                            | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |      1230000 | PA      | $1234040.43   | 0.01%             | 2038-01-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |        97000 | PA      | $96492.87     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                              | Fastenal Co.                                                                                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        78745 | NS      | $3414383.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       464000 | PA      | $477979.39    | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       143000 | PA      | $140631.09    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FQT Holding Co. LLC                                                       | FQT Holding Co. LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2439185 | NS      | $4390533.07   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1076000 | PA      | $1124779.60   | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       792000 | PA      | $801015.34    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                               | FinecoBank Banca Fineco SpA                                                                                                   | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       167698 | NS      | $4445716.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     57803410 | PA      | $-179551.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6413.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                             | WOM Mobile SA                                                                                                                 | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |       113581 | PA      | $113694.58    | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                                   | Dell Technologies, Inc., Class C                                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        86031 | NS      | $9845387.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      1135000 | PA      | $1349262.18   | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        75000 | PA      | $71503.49     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      4278000 | PA      | $4584801.05   | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | Capgemini SE                                                                                                                  | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        23230 | NS      | $3609436.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC28FQ9<br>LEI: N/A                  | N/A              | DE               |  | US        |         2499 | NC      | $2686425.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                                        | Kinross Gold Corp.                                                                                                            | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       442226 | NS      | $13926229.85  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2023035 | PA      | $190110.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Finance Cayman 2009 Ltd. (The)                                       | Link Finance Cayman 2009 Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900J10LHB6JOSNR19       | Long             | DBT              | CORP              | KY        |       685000 | PA      | $680903.70    | 0.00%             | 2036-02-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                            | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class DR                                                                      | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |      2720000 | PA      | $3230326.89   | 0.02%             | 2038-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       591000 | PA      | $755709.52    | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2020-FACT, Class E                                                                                         | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1103000 | PA      | $999704.05    | 0.01%             | 2037-10-15      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -33041188 | PA      | $-151840.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                               | Ciputra Development Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |     13132900 | NS      | $651049.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2859000 | PA      | $3070566.00   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       906524 | NS      | $10248451.97  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       542000 | NS      | $7390209.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4705.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         7113 | NS      | $1710534.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UPX HIL Issuer Trust                                                      | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                                  | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7485479 | PA      | $7525726.74   | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $52818.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PBRNA25<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2211 | NC      | $-997882.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $24005.14     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       215000 | PA      | $194135.95    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -653144000 | PA      | $-661373.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11628.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      4092000 | PA      | $3704349.29   | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                              | PRIO Luxembourg Holding SARL                                                                                                  | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |       744000 | PA      | $736597.20    | 0.00%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Misto Holdings Corp.                                                      | Misto Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        20577 | NS      | $670054.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -21842 | NS      | $295959.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A                                                                           | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501466.40    | 0.00%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                                       | Norwegian Cruise Line Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       162053 | NS      | $3558683.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     48657000 | PA      | $-1311913.10  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       331000 | PA      | $390192.92    | 0.00%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt                                          | Continuum Green Energy India Pvt                                                                                              | CUSIP: N/A<br>LEI: 335800ZNO2SOIWFPSQ56       | Long             | DBT              | CORP              | IN        |       305744 | PA      | $319043.60    | 0.00%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IndusInd Bank Ltd.                                                        | IndusInd Bank Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800JDVJ8HSXG9G512       | Long             | EC               | CORP              | IN        |        74264 | NS      | $724370.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                        | MP Materials Corp., Class A                                                                                                   | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |        89900 | NS      | $5283423.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                               | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |       855000 | PA      | $875306.25    | 0.01%             | 2035-03-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-77855.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co. Ltd.                                                  | Sumitomo Pharma Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |       133400 | NS      | $1985128.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                                                             | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       200000 | PA      | $208182.80    | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -295453 | NS      | $8351.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      1178000 | PA      | $1399251.53   | 0.01%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ascent Resources LLC                                                      | Ascent Resources LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6012656 | NS      | $6974680.96   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Derayah Financial Co.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        88652 | NS      | $43908.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                                   | Aroundtown Finance Sarl                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       625000 | PA      | $722700.17    | 0.00%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                    | UCB SA                                                                                                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         3019 | NS      | $919966.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                      | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |       300000 | PA      | $298357.86    | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         3290 | NS      | $1511555.99   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25141.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       649000 | PA      | $764003.27    | 0.00%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      2575000 | PA      | $3582490.68   | 0.02%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        66668 | NS      | $10175536.84  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      2595000 | PA      | $3227869.71   | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    111572935 | PA      | $1466755.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Noodle, Inc., Series C                                                    | Noodle, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1099886 | NS      | $538944.14    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                | Doosan Enerbility Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |        17356 | NS      | $1083466.52   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       224000 | PA      | $195992.82    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      2624000 | PA      | $3147064.15   | 0.02%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                  | Mitra Adiperkasa Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |      5208800 | NS      | $368266.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |       114000 | PA      | $110840.28    | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      1145298 | OU      | $1357578.65   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       150325 | NS      | $2688755.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        65720 | NS      | $2846990.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -959800 | NS      | $52918.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       682920 | PA      | $5488.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        25419 | PA      | $16039.39     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      2138000 | PA      | $88.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                         | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |       400000 | PA      | $420700.00    | 0.00%             | 2035-09-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                                                         | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       661000 | PA      | $684135.00    | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                   | Agnico Eagle Mines Ltd.                                                                                                       | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        18552 | NS      | $3526603.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock ETF Trust II                                                    | iShares AAA CLO Active ETF                                                                                                    | CUSIP: 092528504<br>LEI: 549300PLJCTZLQ2LE832 | Long             |  | RF                | US        |       300000 | NS      | $15613500.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | CSG NV                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       403090 | NS      | $2705435.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      1889525 | NS      | $26226607.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      1915000 | PA      | $1911533.85   | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRRC Corp. Ltd., Class H                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1141000 | NS      | $4013.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       134000 | PA      | $136531.66    | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                          | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002692.30   | 0.01%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       254485 | NS      | $28502.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |          806 | NC      | $25631603.66  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       477759 | NS      | $4156503.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA, Class R                                                                          | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |        85083 | NS      | $1595769.06   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     29975000 | PA      | $8901069.08   | 0.05%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                                         | Market Bidco Ltd., Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1704500 | PA      | $1985536.27   | 0.01%             | 2030-11-04      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -13852 | NC      | $16675973.52  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        38257 | NS      | $24263354.54  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Atlantic Fin Co.                                                   | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103362.90    | 0.00%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.                                            | INEOS Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B                                                                 | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      5050316 | PA      | $4281647.20   | 0.02%             | 2029-04-03      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -30941450 | PA      | $-205304.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       802291 | PA      | $962457.06    | 0.01%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                   | A2A SpA                                                                                                                       | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      1073000 | PA      | $1324714.41   | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      1912000 | PA      | $2287552.08   | 0.01%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       140000 | PA      | $140241.92    | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      2103000 | PA      | $2205521.25   | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                                        | BCP V Modular Services Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |      6807000 | PA      | $6598627.75   | 0.04%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PBAQJ19<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1764 | NC      | $-1812512.69  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Rentals, Inc.                                                                                                          | CUSIP: 911363109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1812 | NS      | $315197.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       489000 | PA      | $535068.20    | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20542.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                          | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       219000 | PA      | $208376.84    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IFSC NIFTY 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |          824 | NC      | $400388.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class B1                                                                            | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6099000 | PA      | $5516644.91   | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| New Generation Co.                                                        | New Generation Co.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     16804730 | PA      | $16888753.38  | 0.10%             | 2029-09-30      | Floating      | 10.34%                | No            |                  3 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       660000 | PA      | $799067.98    | 0.00%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                                                   | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        29060 | NS      | $1570804.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MCM Associates Ltd.                                                       | MCM Associates Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     13686589 | PA      | $12973114.30  | 0.07%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95858.65     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                       | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |        -5149 | NS      | $463.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       260000 | PA      | $242720.82    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    138335568 | PA      | $1518184.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                                                     | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       142000 | PA      | $143601.62    | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00CC9W0P7<br>LEI: N/A                  | N/A              | DE               |  | US        |          116 | NC      | $903060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lennar Corp., Class A                                                                                                         | CUSIP: 526057104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -58302 | NS      | $312498.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      4923390 | PA      | $5120325.62   | 0.03%             | 2028-01-30      | Fixed         | 20.00%                | Yes           |                  3 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                        | AusNet Services Holdings Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | SN               | CORP              | AU        |       390000 | PA      | $272613.92    | 0.00%             | 2056-02-04      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                           | VOC Escrow Ltd.                                                                                                               | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       163000 | PA      | $162894.60    | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Equifax, Inc.                                                                                                                 | CUSIP: 294429105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -13763 | NS      | $174514.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |       641011 | NS      | $33880631.34  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -142695000 | PA      | $-34729.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                   | CUSIP: 00CC4UCJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         1490 | NC      | $22350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CBSR319<br>LEI: N/A                  | N/A              | DE               |  | US        |          903 | NC      | $79464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1315618 | PA      | $1412973.73   | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bloomberry Resorts Corp.                                                  | Bloomberry Resorts Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |      2810000 | NS      | $136490.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    238166000 | PA      | $992490.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |      1995000 | PA      | $2310009.22   | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -78 | NC      | $182205.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $404161.60    | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden 55 CLO Ltd.                                                        | Dryden 55 CLO Ltd., Series 2018-55A, Class A1                                                                                 | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        38383 | PA      | $38407.83     | 0.00%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      5680000 | PA      | $-62939.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       149000 | PA      | $155711.71    | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       112000 | PA      | $116281.76    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mythic AI, Inc., Series C                                                 | Mythic AI, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         8922 | NS      | $0.09         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                                                            | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      4290000 | PA      | $5941876.24   | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resurgent Trade and Investments Ltd.                                      | Resurgent Trade and Investments Ltd.                                                                                          | CUSIP: N/A<br>LEI: 89450041TCNTI3YL5A08       | Long             | DBT              | CORP              | MU        |     18815000 | PA      | $18862037.50  | 0.11%             | 2027-12-05      | Fixed         | 9.51%                 | No            |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1008768.44   | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      2328268 | NS      | $21221662.87  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                   | Burlington Stores, Inc.                                                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        13463 | NS      | $3983163.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       328698 | NS      | $6475714.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Platform BidcoLtd.                                                        | Platform Bidco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1182386.63   | 0.01%             | 2031-09-29      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      4700000 | PA      | $5341335.60   | 0.03%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                                                           | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102283.10    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-82046.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class D                                                                       | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       861000 | PA      | $880976.15    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                            | Bank Syariah Indonesia Tbk. PT                                                                                                | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |      1542470 | NS      | $206975.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         4702 | NS      | $3388872.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                    | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95579 | NS      | $3187559.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        20195 | NS      | $4353032.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       626562 | PA      | $-22423.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2792000 | PA      | $2789209.40   | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FR Bondco SAS                                                             | FR Bondco SAS                                                                                                                 | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | FR        |      1460000 | PA      | $1754726.99   | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-198292.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                                                        | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |      2640000 | PA      | $3141208.55   | 0.02%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., Facility 1st Lien Term Loan B5                                                                    | CUSIP: G3679YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2034884 | PA      | $2415281.89   | 0.01%             | 2032-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1427441.15   | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                | Ferrari NV                                                                                                                    | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        16301 | NS      | $5437132.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5657.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Genuine Parts Co.                                                                                                             | CUSIP: 372460105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -20069 | NS      | $-43148.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28067.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                                                  | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      1512000 | PA      | $1837619.89   | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       108000 | PA      | $108040.93    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                                                                             | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        99200 | NS      | $2233414.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | MMG Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4600000 | NS      | $-404424.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       505000 | PA      | $616140.78    | 0.00%             | 2028-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       316203 | NS      | $13935066.21  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       140000 | PA      | $137559.62    | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        56148 | NS      | $11919658.92  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       503000 | PA      | $660642.17    | 0.00%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                   | Instituto Costarricense de Electricidad                                                                                       | CUSIP: 45777VAD9<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |       212000 | PA      | $210198.00    | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MEIJI Holdings Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -57900 | NS      | $-33838.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                                                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      1964027 | NS      | $32832593.43  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-438960.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 00PC36BM1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2761 | NC      | $-142951.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       500000 | PA      | $419280.00    | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                               | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |      1190000 | PA      | $1203149.50   | 0.01%             | 2030-09-10      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24995.59     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1253510000 | PA      | $4007445.63   | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                         | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                                                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7836000 | PA      | $7800832.03   | 0.04%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     25612000 | PA      | $25644015.00  | 0.15%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $598395.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       702000 | PA      | $736398.00    | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -35965000 | PA      | $-103574.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        32835 | NS      | $6620849.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     64937000 | PA      | $6.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                                                       | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |       536000 | PA      | $637190.11    | 0.00%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       226000 | PA      | $230774.17    | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       444000 | PA      | $525374.38    | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Synopsys, Inc.                                                                                                                | CUSIP: 00PBT0BG1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -174 | NC      | $-685560.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Marriott International, Inc., Class A                                                                                         | CUSIP: 571903202<br>LEI: N/A                  | N/A              | DE               |  | US        |       -16684 | NS      | $75014.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class F                                                         | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      4601569 | PA      | $4602371.97   | 0.03%             | 2034-12-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1210036.99   | 0.01%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8975 | NC      | $-1310571.52  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nibe Industrier AB, Class B                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1138451 | NS      | $190455.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                                                                | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17943000 | PA      | $16776705.00  | 0.10%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17798.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98222.86     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       295888 | NS      | $44039969.92  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Agrifarma SpA                                                             | Agrifarma SpA                                                                                                                 | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |      9506000 | PA      | $11333423.99  | 0.07%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1692 | NC      | $-10238713.04 | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |    700246359 | OU      | $41718.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        25896 | NS      | $4548114.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc., Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       103334 | NS      | $10.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      4186000 | PA      | $4888022.56   | 0.03%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                    | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140932 | PA      | $135317.32    | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $423922.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        82000 | PA      | $78930.33     | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                                       | International Games System Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        60000 | NS      | $1362569.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Entertainment JJCo 3 Ltd.                                   | International Entertainment JJCo 3 Ltd., 1st Lien Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      5647059 | PA      | $7727153.18   | 0.04%             | 2032-04-19      | Variable      | 8.47%                 | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       674000 | PA      | $696897.80    | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                           | Athens International Airport SA                                                                                               | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |       107470 | NS      | $1443323.77   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Think & Learn Private Ltd., Series F                                      | Think & Learn Private Ltd., Series F                                                                                          | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         4047 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -138316000 | PA      | $-989237.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       156000 | PA      | $157009.42    | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                                                                          | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5180000 | PA      | $5441399.38   | 0.03%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00CCA7A46<br>LEI: N/A                  | N/A              | DE               |  | US        |         -229 | NC      | $-443115.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bright Machines, Inc.                                                     | Bright Machines, Inc., Series C-1                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1932080 | NS      | $154566.40    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       521600 | NS      | $10596594.82  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2355000 | PA      | $-39073.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1444.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CBXD8C5<br>LEI: N/A                  | N/A              | DE               |  | US        |         8001 | NC      | $21311844.87  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -854 | NC      | $-77714.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       374000 | PA      | $372955.98    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                      | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        33520 | NS      | $38037155.20  | 0.22%             |  |  |  | No            |                  3 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       189565 | NS      | $7157974.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       378000 | PA      | $394096.37    | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2105 | NC      | $-257862.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     13715000 | PA      | $9538979.72   | 0.05%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                                                           | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      2032000 | PA      | $2409631.43   | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BXP, Inc.                                                                                                                     | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -141565 | NS      | $96734.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn International AG                                                   | Allwyn International AG, Facility 1st Lien Term Loan B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1500000 | PA      | $1779145.16   | 0.01%             | 2032-03-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       179000 | PA      | $183460.86    | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $10099609.40  | 0.06%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                  | Gran Tierra Energy, Inc.                                                                                                      | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |       819000 | PA      | $653152.50    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Saudi Riyal                                                               | Saudi Riyal                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SA        |      3399101 | OU      | $906257.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                              | CUSIP: X3000CAC5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1226628 | PA      | $1461413.61   | 0.01%             | 2028-06-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       186720 | NS      | $115766.40    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       221000 | PA      | $228209.02    | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       207000 | PA      | $218065.60    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                                                       | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203615.00    | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       144000 | PA      | $148358.74    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       365000 | PA      | $361899.25    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amphenol Corp., Class A                                                                                                       | CUSIP: 032095101<br>LEI: N/A                  | N/A              | DE               |  | US        |         5750 | NS      | $-22666.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     25610000 | PA      | $30765143.01  | 0.18%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00CBSRA94<br>LEI: N/A                  | N/A              | DE               |  | US        |         -266 | NC      | $-18620.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     47000000 | PA      | $-5369529.93  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      1807162 | PA      | $1610181.62   | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       664511 | NS      | $73411706.06  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |        91000 | PA      | $90172.58     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       222000 | PA      | $217231.53    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4727607.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8244125 | PA      | $362861.03    | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $162832.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1103000 | PA      | $-693.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd.                                                  | Mahindra & Mahindra Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |       276319 | NS      | $10317677.88  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                            | LD Celulose International GmbH                                                                                                | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |       680000 | PA      | $715618.40    | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       341000 | PA      | $347142.09    | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       848000 | PA      | $844821.61    | 0.00%             | 2027-01-12      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                                        | Alexandrite Lake Lux Holdings SARL                                                                                            | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |      2938000 | PA      | $3519560.48   | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -43503500 | PA      | $-1211116.25  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2830000 | PA      | $2828469.90   | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       251000 | PA      | $247936.49    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         7099 | NS      | $7980340.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       205325 | NS      | $25628666.50  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      4319000 | PA      | $4374332.22   | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                            | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3650000 | PA      | $3672812.50   | 0.02%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1284.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Bank Bhd.                                                            | CIMB Bank Bhd.                                                                                                                | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |       700000 | PA      | $681331.00    | 0.00%             | 2027-07-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                               | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E                                                         | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650416 | PA      | $1364700.60   | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         9420 | NS      | $1667057.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       115107 | NS      | $4542250.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102428.30    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class C                                                                                               | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6220000 | PA      | $6360721.90   | 0.04%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Dryden 65 CLO Ltd.                                                        | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                  | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250499.98    | 0.00%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eagle Bancorp, Inc.                                                                                                           | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        32278 | NS      | $155257.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2265000 | PA      | $2395522.89   | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                                                                        | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      3538000 | PA      | $4377245.66   | 0.03%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                                                           | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        65909 | NS      | $2828814.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                                | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3734687 | PA      | $3361357.60   | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                                                                    | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |        87000 | PA      | $74275.62     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Argent Bidco SAS                                                          | Argent Bidco SAS, 1st Lien Term Loan B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1191869.43   | 0.01%             | 2032-11-12      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                                   | State Street Blackstone Senior Loan ETF                                                                                       | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             |  | RF                | US        |       203395 | NS      | $8331059.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99144 | PA      | $97537.93     | 0.00%             | 2026-04-16      | Variable      | 4.67%                 | No            |                  3 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2743000 | PA      | $2823364.41   | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Infrastrutture Wireless Italiane SpA                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -242445 | NS      | $-47581.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       167659 | NS      | $15293853.98  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2218631.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       687000 | PA      | $660454.32    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     28850865 | PA      | $-4107.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                    | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |       400000 | PA      | $379596.36    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gategroup Finance LUX SA                                                  | Gategroup Finance LUX SA, Facility 1st Lien Term Loan B2                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455752 | PA      | $1734203.51   | 0.01%             | 2032-06-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      4943000 | PA      | $116016.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          333 | NC      | $41625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      2013000 | PA      | $2427253.62   | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       243000 | PA      | $246339.55    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1757 | NC      | $411325.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Kering SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -35788 | NS      | $587590.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       114000 | PA      | $112912.29    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       237066 | NS      | $15432996.60  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        89465 | PA      | $16619461.41  | 0.10%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer