# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-25-000631
**Filing Date:** 2025-10
**Character Count:** 419710
**Document Hash:** 63148729e56d9742d53256ebe0bc719a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-25-000631.hdr.sgml**: 20251024

**ACCESSION NUMBER**: 0000898745-25-000631

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251024

**DATE AS OF CHANGE**: 20251024

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 251415061

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Diversified Real Asset Fund (Series ID: S000028139)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000085834 | Class A             | PRDAX           |
| C000085836 | Institutional Class | PDRDX           |
| C000150253 | R-6                 | PDARX           |
| C000167692 | R-3                 | PGDRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 801 Grand Ave

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Diversified Real Asset Fund

- **b. EDGAR series identifier (if any):** S000028139

- **c. LEI of Series:** 549300FY1HF8KNDK4G58

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $2487119186.30

**Total Liabilities:** $38009930.68

**Net Assets:** $2449109255.62

**Amount of Assets Invested in Other Investment Companies:** $343704861.00

**Delayed Delivery Securities:** $2309473.29

**Cash Not Reported:** $2749794.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7404.40560000 | **1-Year:** -0.00760000 | **5-Year:** 702.10270000 | **10-Year:** 93.99070000 | **30-Year:** 2378.44590000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.12520000 | **5-Year:** 993.09810000 | **10-Year:** 1628.38470000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000085834 | 1.75%                | -0.59%               | 2.97%                |
| Class ID C000167692 | 1.64%                | -0.51%               | 2.91%                |
| Class ID C000085836 | 1.67%                | -0.51%               | 2.98%                |
| Class ID C000150253 | 1.77%                | -0.51%               | 2.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24202992.09             | $1017119.62                                |
| Month 2  | $-783878.83              | $-15202275.43                              |
| Month 3  | $10496729.05             | $50508819.03                               |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Essex Property Trust Inc                                            | Essex Property Trust Inc                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     41445 | NS      | $11198853.45  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                                          | InvenTrust Properties Corp                                          | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |    212859 | NS      | $6336812.43   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bond                                   | Japan Government Thirty Year Bond                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  46350000 | PA      | $271965.42    | 0.01%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        34 | NC      | $44130.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         9 | NC      | $29688.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2742750 | PA      | $2729035.69   | 0.11%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  16003285 | OU      | $-2089.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3473.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    851746 | OU      | $3244.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                          | ANDRITZ AG                                                          | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |      7673 | NS      | $540208.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                          | Nucor Corp                                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     25552 | NS      | $3800348.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                                              | Louisiana-Pacific Corp                                              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      8154 | NS      | $775526.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                                  | Sonoco Products Co                                                  | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     19858 | NS      | $938290.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      2000 | OU      | $-214.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sky Harbour Group Corp                                              | Sky Harbour Group Corp                                              | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16826 | NS      | $177346.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                         | Equinix Inc                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     36864 | NS      | $28982108.16  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                           | Brookfield Renewable Corp                                           | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | US        |    155092 | NS      | $5226600.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2822940 | PA      | $1605074.79   | 0.07%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Avaya Inc PIK Term Loan Exit                                        | Avaya Inc PIK Term Loan Exit                                        | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |    906071 | PA      | $758834.44    | 0.03%             | 2028-07-31      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC Term Loan B                       | Alliant Holdings Intermediate LLC Term Loan B                       | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |    981297 | PA      | $978902.38    | 0.04%             | 2031-09-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Altice France SA Term Loan B12                                      | Altice France SA Term Loan B12                                      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    148392 | PA      | $131475.03    | 0.01%             | 2026-01-31      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Clarios Global LP Term Loan B                                       | Clarios Global LP Term Loan B                                       | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    564011 | PA      | $563729.10    | 0.02%             | 2030-05-04      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists Inc Term Loan B                            | US Radiology Specialists Inc Term Loan B                            | CUSIP: N/A<br>LEI: 254900QCDFUYXJEFMY06       | Long             | LON              | CORP              | US        |     35368 | PA      | $35478.64     | 0.00%             | 2027-12-15      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Rayonier Inc                                                        | Rayonier Inc                                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    116050 | NS      | $3049794.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                           | PG&E Corp                                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    684835 | NS      | $10464278.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                   | BlackRock Liquidity FedFund - Institutional Class                   | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    894734 | NS      | $894733.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6266562 | PA      | $6388993.27   | 0.26%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-458.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                                          | Onex TSG Intermediate Corp                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    143000 | PA      | $143204.49    | 0.01%             | 2032-07-23      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                            | Republic of South Africa Government Bond                            | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   2806000 | PA      | $167191.16    | 0.01%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC Term Loan B1                   | Prime Security Services Borrower LLC Term Loan B1                   | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |    409869 | PA      | $409241.79    | 0.02%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| X Corp Term Loan B3                                                 | X Corp Term Loan B3                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    248000 | PA      | $243615.36    | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP Term Loan B                                      | WestJet Loyalty LP Term Loan B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    158994 | PA      | $159391.59    | 0.01%             | 2031-02-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc Term Loan B                 | Sedgwick Claims Management Services Inc Term Loan B                 | CUSIP: N/A<br>LEI: 549300BIN4DWJG5VWF64       | Long             | LON              | CORP              | US        |    639675 | PA      | $641274.26    | 0.03%             | 2031-07-31      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                            | Bundesrepublik Deutschland Bundesanleihe                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    410000 | PA      | $408295.71    | 0.02%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC Term Loan                                       | BrewCo Borrower LLC Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34883 | PA      | $8720.78      | 0.00%             | 2028-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc Term Loan B8                                  | SS&C Technologies Inc Term Loan B8                                  | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |    185546 | PA      | $185822.84    | 0.01%             | 2031-05-09      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8906378.04   | 0.36%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC Term Loan B5                                       | CSC Holdings LLC Term Loan B5                                       | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |    778014 | PA      | $759684.05    | 0.03%             | 2027-04-15      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9176566 | PA      | $9223386.52   | 0.38%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        18 | NC      | $-17787.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC Term Loan B11                                           | Asurion LLC Term Loan B11                                           | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     30000 | PA      | $29957.52     | 0.00%             | 2028-08-19      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition Inc Term Loan B                                   | Savor Acquisition Inc Term Loan B                                   | CUSIP: N/A<br>LEI: 25490051R6ZOBEBPQ519       | Long             | LON              | CORP              | US        |     91379 | PA      | $91767.67     | 0.00%             | 2032-02-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10221056 | PA      | $10438511.96  | 0.43%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                     | Athens International Airport SA                                     | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |    259060 | NS      | $3220090.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                       | CommScope LLC                                                       | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    553000 | PA      | $571908.18    | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Credit Default Swaps                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   3583098 | OU      | $258900.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries Inc Term Loan B                                    | Chart Industries Inc Term Loan B                                    | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | LON              | CORP              | US        |    401289 | PA      | $402544.86    | 0.02%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                   | MLN US Holdco LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1264 | NS      | $638.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC Term Loan B1                                | Brown Group Holding LLC Term Loan B1                                | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |    355668 | PA      | $355273.18    | 0.01%             | 2031-07-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Academy Ltd Term Loan                                               | Academy Ltd Term Loan                                               | CUSIP: N/A<br>LEI: 549300BN53IR80C35Z14       | Long             | LON              | CORP              | US        |     71240 | PA      | $71002.30     | 0.00%             | 2027-11-05      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC Term Loan B                             | Creative Artists Agency LLC Term Loan B                             | CUSIP: N/A<br>LEI: 5493008FV5TCFL3KHH96       | Long             | LON              | CORP              | US        |    200868 | PA      | $201155.52    | 0.01%             | 2031-10-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Co                                                  | Crescent Energy Co                                                  | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    574590 | NS      | $5481588.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Holdings Inc Term Loan B                            | Mister Car Wash Holdings Inc Term Loan B                            | CUSIP: N/A<br>LEI: 549300BARUQU0U2GQE05       | Long             | LON              | CORP              | US        |    238674 | PA      | $238950.57    | 0.01%             | 2031-03-27      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B9                                            | Asurion LLC Term Loan B9                                            | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    292658 | PA      | $292535.44    | 0.01%             | 2027-07-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1170000 | OU      | $7032.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-AIRC                              | BX Commercial Mortgage Trust 2024-AIRC                              | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182558 | PA      | $183185.61    | 0.01%             | 2039-08-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds Treasury Trust Fund - Institutional Class | BlackRock Liquidity Funds Treasury Trust Fund - Institutional Class | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   4705794 | NS      | $4705793.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |      6430 | NC      | $-2095.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $27434.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensemble RCM LLC Term Loan B                                        | Ensemble RCM LLC Term Loan B                                        | CUSIP: N/A<br>LEI: 254900PDXJVVI20WAQ37       | Long             | LON              | CORP              | US        |    189434 | PA      | $190188.23    | 0.01%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                                    | Transurban Group                                                    | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |   1905950 | NS      | $18179148.18  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3384674 | PA      | $3725814.82   | 0.15%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc Term Loan B                                          | NRG Energy Inc Term Loan B                                          | CUSIP: N/A<br>LEI: 5E2UPK5SW04M13XY7I38       | Long             | LON              | CORP              | US        |    125000 | PA      | $125101.25    | 0.01%             | 2031-04-16      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115000 | PA      | $1102795.14   | 0.05%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                        | Entergy Corp                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    132210 | NS      | $11646378.90  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport LNG Investments LLLP                                       | Freeport LNG Investments LLLP                                       | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |    550442 | PA      | $548609.40    | 0.02%             | 2026-11-17      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        28 | NC      | $101678.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                   | Suncor Energy Inc                                                   | CUSIP: N/A<br>LEI: 549300W70ZOQDVLCHY06       | Long             | EC               | CORP              | CA        |     18599 | NS      | $768824.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Builders FirstSource Inc                                            | Builders FirstSource Inc                                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      3007 | NS      | $417010.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2955.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3037531 | PA      | $2538629.11   | 0.10%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                     | Sealed Air Corp                                                     | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      4328 | NS      | $140530.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                                | Vornado Realty Trust                                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172382 | NS      | $6555687.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Interfor Corp                                                       | Interfor Corp                                                       | CUSIP: N/A<br>LEI: 549300P4G5UZ3AMJE056       | Long             | EC               | CORP              | CA        |     53967 | NS      | $497485.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co Term Loan B                                            | Organon & Co Term Loan B                                            | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | LON              | CORP              | US        |    421129 | PA      | $409547.98    | 0.02%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |     13410 | NC      | $163573.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797QW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6440000 | PA      | $6418737.25   | 0.26%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                | Israel Government International Bond                                | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    204000 | PA      | $188542.91    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC Term Loan B               | Oryx Midstream Services Permian Basin LLC Term Loan B               | CUSIP: N/A<br>LEI: 254900YYHRDANYFAHC43       | Long             | LON              | CORP              | US        |    179101 | PA      | $178966.69    | 0.01%             | 2028-10-05      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CGN Power Co Ltd                                                    | CGN Power Co Ltd                                                    | CUSIP: N/A<br>LEI: 529900D2UINCGWQYBK45       | Long             | EC               | CORP              | CN        |    667000 | NS      | $252018.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                      | European Union                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |    936104 | PA      | $905829.59    | 0.04%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                          | Grupo Aeroportuario del Pacifico SAB de CV                          | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     34156 | NS      | $8231596.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator US Newco Inc Term Loan B                                | TK Elevator US Newco Inc Term Loan B                                | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |   1084192 | PA      | $1087704.43   | 0.04%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1170000 | OU      | $8122.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gymboree Corp/The                                                   | Gymboree Corp/The                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17842 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Shell PLC                                                           | Shell PLC                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     87971 | NS      | $3239053.67   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    248500 | OU      | $2550.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8083164 | PA      | $7721700.75   | 0.32%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                         | Sun Hung Kai Properties Ltd                                         | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |    758600 | NS      | $8960881.46   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Capital International Airport Co Ltd                        | Beijing Capital International Airport Co Ltd                        | CUSIP: N/A<br>LEI: 5299001QWQN7CK66FE04       | Long             | EC               | CORP              | CN        |   1554000 | NS      | $590275.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Paranaense de Energia - Copel                                   | Cia Paranaense de Energia - Copel                                   | CUSIP: N/A<br>LEI: 2549001AS1I9A71VG663       | Long             | EP               | CORP              | BR        |   1856376 | NS      | $4180556.63   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                           | Archer-Daniels-Midland Co                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     14558 | NS      | $911913.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1877925 | PA      | $1340243.62   | 0.05%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sappi Ltd                                                           | Sappi Ltd                                                           | CUSIP: N/A<br>LEI: 549300SSI7XQH8ESJG95       | Long             | EC               | CORP              | ZA        |    170311 | NS      | $279841.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UKG Inc Term Loan B                                                 | UKG Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   1559307 | PA      | $1558013.03   | 0.06%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    500232 | OU      | $-403.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp                                                 | PotlatchDeltic Corp                                                 | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     66029 | NS      | $2775198.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reworld Holding Corp Term Loan B1                                   | Reworld Holding Corp Term Loan B1                                   | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |    191637 | PA      | $191924.76    | 0.01%             | 2028-11-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                         | Pacific Gas and Electric Co                                         | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       474 | PA      | $404.52       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Resources Power Holdings Co Ltd                               | China Resources Power Holdings Co Ltd                               | CUSIP: N/A<br>LEI: 529900K60FC0AI053735       | Long             | EC               | CORP              | HK        |    114000 | NS      | $263246.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        40 | NC      | $-3854.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Health Services Inc Term Loan B1                          | Concentra Health Services Inc Term Loan B1                          | CUSIP: N/A<br>LEI: 984500GB84105F75DE32       | Long             | LON              | CORP              | US        |    174126 | PA      | $174779.06    | 0.01%             | 2031-07-26      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc Term Loan B1                                        | Gen Digital Inc Term Loan B1                                        | CUSIP: N/A<br>LEI: YF6ZV0M6AU4FY94MK914       | Long             | LON              | CORP              | US        |    289726 | PA      | $289082.56    | 0.01%             | 2029-09-12      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31495000 | PA      | $31416900.27  | 1.28%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                 | Kimberly-Clark Corp                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5605 | NS      | $723829.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                     | Southern Co/The                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     66255 | NS      | $6115336.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                            | Engie SA                                                            | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    105526 | NS      | $2183696.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                    | Flutter Financing BV Term Loan B                                    | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |    240655 | PA      | $239271.17    | 0.01%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                         | Aena SME SA                                                         | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |    860401 | NS      | $24938432.63  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP Term Loan B                            | Scientific Games Holdings LP Term Loan B                            | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |    486683 | PA      | $481105.29    | 0.02%             | 2029-04-04      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        11 | NC      | $74667.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                  | Cenovus Energy Inc                                                  | CUSIP: N/A<br>LEI: 549300F4XPHJ7NOSP309       | Long             | EC               | CORP              | CA        |     18863 | NS      | $313708.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC/NV Term Loan B                           | Fertitta Entertainment LLC/NV Term Loan B                           | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | LON              | CORP              | US        |    192122 | PA      | $191906.69    | 0.01%             | 2029-01-13      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                             | SSE PLC                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    493125 | NS      | $11523569.96  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Millennium Health LLC                                               | Millennium Health LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     19318 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IRB Holding Corp Term Loan B                                        | IRB Holding Corp Term Loan B                                        | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |    398264 | PA      | $397874.12    | 0.02%             | 2027-12-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo Sarl Term Loan B                                   | PG Polaris BidCo Sarl Term Loan B                                   | CUSIP: N/A<br>LEI: 254900XMCCB3IEZ2A005       | Long             | LON              | CORP              | LU        |    352924 | PA      | $353806.33    | 0.01%             | 2031-03-26      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1200000 | OU      | $4067.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    199000 | OU      | $2293.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Methanex Corp                                                       | Methanex Corp                                                       | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |    168533 | NS      | $5984606.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                           | Amcor PLC                                                           | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | CH        |    191966 | NS      | $1656666.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Industries Inc Term Loan B                                  | Hayward Industries Inc Term Loan B                                  | CUSIP: N/A<br>LEI: 549300NV8ZMMEDUHQ091       | Long             | LON              | CORP              | US        |    466199 | PA      | $466455.66    | 0.02%             | 2028-05-28      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         7 | NC      | $102965.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Serta Simmons Bedding LLC Term Loan Exit                            | Serta Simmons Bedding LLC Term Loan Exit                            | CUSIP: N/A<br>LEI: 549300M4F4V4WFPNI116       | Long             | LON              | CORP              | US        |     19547 | PA      | $17990.72     | 0.00%             | 2028-06-29      | Floating      | 11.92%                | No            |                  2 | On Loan: No      |
| Leia Finco US LLC Term Loan B                                       | Leia Finco US LLC Term Loan B                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    548625 | PA      | $549656.42    | 0.02%             | 2031-10-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    373000 | OU      | $551.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                 | Cheniere Energy Inc                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     49050 | NS      | $11861271.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                                           | Link REIT                                                           | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |   1190414 | NS      | $6358205.72   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                                    | Imperial Oil Ltd                                                    | CUSIP: N/A<br>LEI: 549300JZNB745JT5WY51       | Long             | EC               | CORP              | CA        |      2385 | NS      | $216418.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Procter & Gamble Co/The                                             | Procter & Gamble Co/The                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1678 | NS      | $263513.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8680680 | PA      | $8017680.64   | 0.33%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                             | Eni SpA                                                             | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     32160 | NS      | $574909.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1599074 | PA      | $1592752.48   | 0.07%             | 2040-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MI Windows And Doors LLC Term Loan B3                               | MI Windows And Doors LLC Term Loan B3                               | CUSIP: N/A<br>LEI: 2549001JQBGDT0WEQ156       | Long             | LON              | CORP              | US        |     64051 | PA      | $64301.20     | 0.00%             | 2031-03-21      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                              | Peruvian Government International Bond                              | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    354000 | PA      | $107260.40    | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                          | United Utilities Group PLC                                          | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |    719196 | NS      | $11173523.38  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc Term Loan B                                      | CP Atlas Buyer Inc Term Loan B                                      | CUSIP: N/A<br>LEI: 2549006ZZ07G0NDDCR36       | Long             | LON              | CORP              | US        |    164000 | PA      | $157358.00    | 0.01%             | 2030-07-01      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc Term Loan B                                 | Zayo Group Holdings Inc Term Loan B                                 | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |   2389000 | PA      | $2305385.00   | 0.09%             | 2027-03-09      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                     | Fraport AG Frankfurt Airport Services Worldwide                     | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |     26346 | NS      | $2257694.95   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                                            | Nippon Building Fund Inc                                            | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |      6600 | NS      | $6386041.21   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                    | TotalEnergies SE                                                    | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     33398 | NS      | $2096771.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $342251.29    | 0.01%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6290000 | PA      | $6228467.01   | 0.25%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vyaire Medical Inc                                                  | Vyaire Medical Inc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    286912 | PA      | $0.00         | 0.00%             | 2024-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Healthpeak Properties Inc                                           | Healthpeak Properties Inc                                           | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |    224433 | NS      | $4026328.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    107284 | OU      | $-272.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3204.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epicor Software Corp Term Loan B                                    | Epicor Software Corp Term Loan B                                    | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |   1048296 | PA      | $1050497.47   | 0.04%             | 2031-05-23      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co Term Loan B6                                    | Alterra Mountain Co Term Loan B6                                    | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |     95861 | PA      | $95741.15     | 0.00%             | 2028-08-18      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC Term Loan B                                    | INEOS US Finance LLC Term Loan B                                    | CUSIP: N/A<br>LEI: 5493008MHJ4R367SNK31       | Long             | LON              | CORP              | US        |     16852 | PA      | $15180.34     | 0.00%             | 2031-02-07      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Altice France SA Term Loan B11                                      | Altice France SA Term Loan B11                                      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    164193 | PA      | $144818.66    | 0.01%             | 2025-09-29      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $697538.22    | 0.03%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                 | Alexandria Real Estate Equities Inc                                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     53771 | NS      | $4432881.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7159308 | PA      | $7117674.50   | 0.29%             | 2026-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    200000 | OU      | $800.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    222600 | OU      | $-91.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust 2024-BOLT                                                 | LBA Trust 2024-BOLT                                                 | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $270252.91    | 0.01%             | 2039-06-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Ports Ltd                                            | COSCO SHIPPING Ports Ltd                                            | CUSIP: N/A<br>LEI: 5299008QX6KA3JHWK507       | Long             | EC               | CORP              | HK        |   1058000 | NS      | $768154.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                 | Dominion Energy Inc                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    183267 | NS      | $10977693.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Traverse Midstream Partners LLC Term Loan B                         | Traverse Midstream Partners LLC Term Loan B                         | CUSIP: N/A<br>LEI: 549300DHTM8B2X5QMJ22       | Long             | LON              | CORP              | US        |     37930 | PA      | $37898.62     | 0.00%             | 2028-02-16      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                             | Essential Utilities Inc                                             | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    245904 | NS      | $9715667.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                                  | Expand Energy Corp                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     68685 | NS      | $6647334.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SupplyOne Inc Term Loan B                                           | SupplyOne Inc Term Loan B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    232068 | PA      | $233616.27    | 0.01%             | 2031-03-27      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc Term Loan B5                                          | B&G Foods Inc Term Loan B5                                          | CUSIP: N/A<br>LEI: 549300TRW1LZMDJZAQ78       | Long             | LON              | CORP              | US        |     39000 | PA      | $36933.00     | 0.00%             | 2029-10-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERTEC Group LLC Term Loan B                                       | EVERTEC Group LLC Term Loan B                                       | CUSIP: N/A<br>LEI: 54930056CPTQSUNQYB82       | Long             | LON              | CORP              | PR        |    219500 | PA      | $219774.38    | 0.01%             | 2030-10-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                              | Colombia Government International Bond                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    201000 | PA      | $211351.50    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-DSC1                                  | JP Morgan Mortgage Trust 2023-DSC1                                  | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314907 | PA      | $309808.29    | 0.01%             | 2063-07-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                               | Mitsui Fudosan Co Ltd                                               | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |   2279500 | NS      | $24099407.30  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc Term Loan                                | Viant Medical Holdings Inc Term Loan                                | CUSIP: N/A<br>LEI: 549300E68YOWU15QSF58       | Long             | LON              | CORP              | US        |    262481 | PA      | $261890.44    | 0.01%             | 2031-10-17      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc Term Loan B                                    | Cengage Learning Inc Term Loan B                                    | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |    307276 | PA      | $307607.76    | 0.01%             | 2031-03-22      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Options                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5704.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                                  | Franco-Nevada Corp                                                  | CUSIP: N/A<br>LEI: 98450064C1B5D3E94864       | Long             | EC               | CORP              | CA        |      4883 | NS      | $920280.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                           | AGCO Corp                                                           | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     18211 | NS      | $1970248.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Commercial Lines Inc Preferred B - Warrants                | American Commercial Lines Inc Preferred B - Warrants                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1706 | NS      | $94683.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    248500 | OU      | $2597.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    510450 | OU      | $1773.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $55.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                          | Deere & Co                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3723 | NS      | $1781976.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                                             | Vale SA                                                             | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     90612 | NS      | $931491.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                             | Consolidated Edison Inc                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     20953 | NS      | $2058213.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4829.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-53.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    510450 | OU      | $-2729.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                 | Public Service Enterprise Group Inc                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    101599 | NS      | $8364645.67   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                              | Agnico Eagle Mines Ltd                                              | CUSIP: N/A<br>LEI: 254900BFJ2DOHPMEXN45       | Long             | EC               | CORP              | CA        |     12771 | NS      | $1841326.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                              | Diamondback Energy Inc                                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     57920 | NS      | $8616179.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                         | Corteva Inc                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     99065 | NS      | $7349632.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                                | Invitation Homes Inc                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117887 | NS      | $3688684.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gymboree Holding Corp                                               | Gymboree Holding Corp                                               | CUSIP: 403777402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48577 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Apple Bidco LLC Term Loan B                                         | Apple Bidco LLC Term Loan B                                         | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |    510265 | PA      | $510168.24    | 0.02%             | 2031-09-22      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53250000 | PA      | $52790506.28  | 2.16%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3686735 | PA      | $3708343.74   | 0.15%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                   | Iron Mountain Inc                                                   | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     38917 | NS      | $3593206.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                       | DBSG 2024-ALTA Mortgage Trust                                       | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $111777.60    | 0.00%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                             | NVR Inc                                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        55 | NS      | $446470.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                 | Talen Energy Supply LLC Term Loan B                                 | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |    915400 | PA      | $917688.50    | 0.04%             | 2031-12-11      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Coherent Corp Term Loan B2                                          | Coherent Corp Term Loan B2                                          | CUSIP: N/A<br>LEI: 549300O5C25A0MMHHU33       | Long             | LON              | CORP              | US        |     71184 | PA      | $71183.54     | 0.00%             | 2029-07-02      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc Term Loan B                                        | Cinemark USA Inc Term Loan B                                        | CUSIP: N/A<br>LEI: 54930008H2137JSCPQ09       | Long             | LON              | CORP              | US        |    243487 | PA      | $243609.10    | 0.01%             | 2030-05-24      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                     | Antofagasta PLC                                                     | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | CL        |      8862 | NS      | $257144.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc Term Loan B4                               | BroadStreet Partners Inc Term Loan B4                               | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |   1036307 | PA      | $1035602.49   | 0.04%             | 2031-06-14      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd                                       | China Resources Gas Group Ltd                                       | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | HK        |     53900 | NS      | $139120.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                       | Rio Tinto Ltd                                                       | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      9449 | NS      | $713750.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corp                                                   | Oji Holdings Corp                                                   | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |    328000 | NS      | $1807563.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cotiviti Inc Term Loan B                                            | Cotiviti Inc Term Loan B                                            | CUSIP: N/A<br>LEI: 254900YAQHVRTG4IFI64       | Long             | LON              | CORP              | US        |    588686 | PA      | $588321.49    | 0.02%             | 2031-05-01      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                            | Snam SpA                                                            | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |    662092 | NS      | $4030346.89   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                   | Ivanhoe Mines Ltd                                                   | CUSIP: N/A<br>LEI: 5299006XZISURYIA4G32       | Long             | EC               | CORP              | CA        |    192666 | NS      | $1703109.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                                    | Severn Trent PLC                                                    | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |    238109 | NS      | $8317625.02   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingevity Corp                                                       | Ingevity Corp                                                       | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     11040 | NS      | $644515.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiology Partners Inc Term Loan B                                  | Radiology Partners Inc Term Loan B                                  | CUSIP: N/A<br>LEI: 549300SFTAG2177WUZ08       | Long             | LON              | CORP              | US        |    329000 | PA      | $328861.82    | 0.01%             | 2032-06-25      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Kaman Corp Term Loan B                                              | Kaman Corp Term Loan B                                              | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |    571121 | PA      | $572194.40    | 0.02%             | 2032-01-30      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                            | Wilmar International Ltd                                            | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |    313200 | NS      | $719809.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC Term Loan B                              | Camelot US Acquisition LLC Term Loan B                              | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |      7933 | PA      | $7879.47      | 0.00%             | 2031-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         3 | NC      | $20574.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    250000 | OU      | $721.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                            | EQT Corp                                                            | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     19850 | NS      | $1029024.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                      | Halliburton Co                                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      5485 | NS      | $124674.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13345000 | PA      | $13345000.00  | 0.54%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF     | Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF     | CUSIP: 46090F100<br>LEI: 549300FMDZNC0BEIYQ10 | Long             | EC               | RF                | US        |    127395 | NS      | $1687983.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                                       | HONO 2021-LULU Mortgage Trust                                       | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99625.00     | 0.00%             | 2036-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd Term Loan B                               | AAdvantage Loyalty IP Ltd Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |    121011 | PA      | $120576.27    | 0.00%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Hutchison Port Holdings Trust                                       | Hutchison Port Holdings Trust                                       | CUSIP: N/A<br>LEI: 529900E8LS83XV4W6889       | Long             | EC               | CORP              | HK        |   4107200 | NS      | $882891.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Options                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1419.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority Term Loan B                         | Catawba Nation Gaming Authority Term Loan B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145000 | PA      | $147763.70    | 0.01%             | 2032-03-29      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $13657.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1170000 | OU      | $-8694.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Forest City Enterprises LLC Term Loan B                             | Forest City Enterprises LLC Term Loan B                             | CUSIP: N/A<br>LEI: 54930078MCT017XXRD21       | Long             | LON              | CORP              | US        |    397000 | PA      | $384816.07    | 0.02%             | 2025-12-07      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc Term Loan B                                     | Boxer Parent Co Inc Term Loan B                                     | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |   1183865 | PA      | $1181698.64   | 0.05%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies Inc Term Loan B                         | PointClickCare Technologies Inc Term Loan B                         | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |    223875 | PA      | $224295.89    | 0.01%             | 2031-11-03      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Plaze Inc Term Loan B                                               | Plaze Inc Term Loan B                                               | CUSIP: N/A<br>LEI: 54930069WJQSNERFIV02       | Long             | LON              | CORP              | US        |    134596 | PA      | $121683.16    | 0.00%             | 2026-08-03      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan C1                                   | Reworld Holding Corp Term Loan C1                                   | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |     14797 | PA      | $14819.11     | 0.00%             | 2028-11-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7858790 | PA      | $7367191.28   | 0.30%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    496000 | OU      | $323.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Catalina Marketing Corp                                             | Catalina Marketing Corp                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4112 | NS      | $133640.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                              | Safestore Holdings PLC                                              | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |    416227 | NS      | $3545510.76   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         3 | NC      | $-5856.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc Term Loan B                               | Caesars Entertainment Inc Term Loan B                               | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |    418892 | PA      | $417321.05    | 0.02%             | 2030-02-06      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  28573819 | OU      | $1931.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                           | Essity AB                                                           | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     34787 | NS      | $940529.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8103574 | PA      | $8312012.02   | 0.34%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                     | UPM-Kymmene Oyj                                                     | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |    117860 | NS      | $3356466.16   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-64.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1019913 | OU      | $-4590.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         1 | NC      | $169.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         5 | NC      | $265.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        25 | NC      | $24167.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIA Partners LLC Term Loan B                                      | OMNIA Partners LLC Term Loan B                                      | CUSIP: N/A<br>LEI: 254900ZD1P5CVG9GOS22       | Long             | LON              | CORP              | US        |    256374 | PA      | $256466.67    | 0.01%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2599000 | OU      | $6699.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                            | Vinci SA                                                            | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     43841 | NS      | $5946249.20   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6017749 | PA      | $6015394.52   | 0.25%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                          | Ventas Inc                                                          | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    339095 | NS      | $23085587.60  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4283.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                                 | Barrick Mining Corp                                                 | CUSIP: N/A<br>LEI: 0O4KBQCJZX82UKGCBV73       | Long             | EC               | CORP              | CA        |     43640 | NS      | $1163966.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                    | ArcelorMittal SA                                                    | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     11467 | NS      | $382022.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                         | Pacific Gas and Electric Co                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     91474 | PA      | $90921.12     | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL Term Loan B                                      | Connect Finco SARL Term Loan B                                      | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |    136654 | PA      | $134690.32    | 0.01%             | 2029-09-27      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc Term Loan B                                         | Spin Holdco Inc Term Loan B                                         | CUSIP: N/A<br>LEI: 549300QAS44U2GUXGK45       | Long             | LON              | CORP              | US        |    434211 | PA      | $366639.28    | 0.01%             | 2028-03-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                         | Polyus PJSC                                                         | CUSIP: N/A<br>LEI: 549300FUXVT7TF6ZKV71       | Long             | EC               | CORP              | RU        |    124590 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B3                                  | Quikrete Holdings Inc Term Loan B3                                  | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |    133665 | PA      | $133582.13    | 0.01%             | 2032-01-31      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Telesat LLC Term Loan B5                                            | Telesat LLC Term Loan B5                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    164000 | PA      | $124503.88    | 0.01%             | 2026-12-07      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    199000 | OU      | $2244.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp Term Loan B                               | Gainwell Acquisition Corp Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    327018 | PA      | $321049.97    | 0.01%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $118751.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group Inc Term Loan B6                          | Sinclair Television Group Inc Term Loan B6                          | CUSIP: N/A<br>LEI: 549300CQGEN0CH65UD62       | Long             | LON              | CORP              | US        |     86000 | PA      | $77271.00     | 0.00%             | 2029-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 460140098 | OU      | $-3824.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The Term Loan                                      | Michaels Cos Inc/The Term Loan                                      | CUSIP: N/A<br>LEI: 549300H9LWMBP7HYLR98       | Long             | LON              | CORP              | US        |    210670 | PA      | $175766.30    | 0.01%             | 2028-04-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       167 | NC      | $249683.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ditech Holding Corp                                                 | Ditech Holding Corp                                                 | CUSIP: N/A<br>LEI: Z4TM9IUZR644E7BFXU45       | Long             | LON              | CORP              | US        |    791970 | PA      | $21779.17     | 0.00%             | 2022-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc Term Loan B                                    | Fiesta Purchaser Inc Term Loan B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    240759 | PA      | $240595.68    | 0.01%             | 2031-02-12      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $57.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                     | OGE Energy Corp                                                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    137330 | NS      | $6133157.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                      | Public Storage                                                      | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |     13086 | NS      | $3855004.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-99.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5238480 | PA      | $5224738.22   | 0.21%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp Term Loan B                                     | CNT Holdings I Corp Term Loan B                                     | CUSIP: N/A<br>LEI: 254900SYIEHMSB69WT08       | Long             | LON              | CORP              | US        |    485972 | PA      | $485699.58    | 0.02%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2023-NQM3                           | BRAVO Residential Funding Trust 2023-NQM3                           | CUSIP: 10568EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572659 | PA      | $568060.19    | 0.02%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                                           | Ultrapar Participacoes SA                                           | CUSIP: 90400P101<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |     52102 | NS      | $190172.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 202964182 | OU      | $-1400.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Icon Parent Inc                                                     | Icon Parent Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    711218 | PA      | $711388.19    | 0.03%             | 2031-11-13      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC Term Loan B                                     | Conair Holdings LLC Term Loan B                                     | CUSIP: N/A<br>LEI: 549300804G00T34FLV17       | Long             | LON              | CORP              | US        |     55711 | PA      | $36490.44     | 0.00%             | 2028-05-17      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                         | Keyera Corp                                                         | CUSIP: N/A<br>LEI: 254900LXI62FUHZGH122       | Long             | EC               | CORP              | CA        |     16468 | NS      | $530606.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                             | Marathon Petroleum Corp                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     44366 | NS      | $7973013.86   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        15 | NC      | $-2239.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc Term Loan M                                           | TransDigm Inc Term Loan M                                           | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |    350000 | PA      | $350080.50    | 0.01%             | 2032-08-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                        | Enbridge Inc                                                        | CUSIP: N/A<br>LEI: 98TPTUM4IVMFCZBCUR27       | Long             | EC               | CORP              | CA        |    688477 | NS      | $33312190.37  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2967303 | PA      | $2204076.45   | 0.09%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc Term Loan B                            | National Mentor Holdings Inc Term Loan B                            | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |    300283 | PA      | $296100.50    | 0.01%             | 2028-03-02      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   3387000 | OU      | $-9201.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc Term Loan B2                                                | WEX Inc Term Loan B2                                                | CUSIP: N/A<br>LEI: T9M5IGROL1TL1G5OV478       | Long             | LON              | CORP              | US        |     81014 | PA      | $80872.84     | 0.00%             | 2028-03-31      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10925000 | PA      | $10869519.24  | 0.44%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc Term Loan B                                      | Orion US Finco Inc Term Loan B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56000 | PA      | $56370.16     | 0.00%             | 2032-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan J                                           | TransDigm Inc Term Loan J                                           | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |    894484 | PA      | $895047.46    | 0.04%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2758936.07   | 0.11%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                                      | Cia Energetica de Minas Gerais                                      | CUSIP: 204409601<br>LEI: 254900W703PXLDSEM056 | Long             | EC               | CORP              | BR        |    113791 | NS      | $230995.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    186375 | OU      | $2146.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                     | Clydesdale Acquisition Holdings Inc Term Loan B                     | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |    334719 | PA      | $334257.40    | 0.01%             | 2029-04-13      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC Term Loan B                                    | INEOS US Finance LLC Term Loan B                                    | CUSIP: N/A<br>LEI: 5493008MHJ4R367SNK31       | Long             | LON              | CORP              | US        |    164528 | PA      | $150679.81    | 0.01%             | 2030-02-18      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    499000 | OU      | $569.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        15 | NC      | $-12498.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    444770 | OU      | $-346.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $-193318.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHG PPC Parent LLC Term Loan B                                      | CHG PPC Parent LLC Term Loan B                                      | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |    224485 | PA      | $224765.34    | 0.01%             | 2028-12-08      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                    | Terna - Rete Elettrica Nazionale                                    | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |    610913 | NS      | $6141006.08   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc Term Loan B                                       | Phoenix Newco Inc Term Loan B                                       | CUSIP: N/A<br>LEI: 254900PHGVI5379Z9791       | Long             | LON              | CORP              | US        |   1028945 | PA      | $1029480.08   | 0.04%             | 2028-11-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2546.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        13 | NC      | $36273.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                 | United Kingdom Gilt                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    603451 | PA      | $824756.91    | 0.03%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc Term Loan B                         | Cornerstone Building Brands Inc Term Loan B                         | CUSIP: N/A<br>LEI: 549300IW41QEWQ6T0H29       | Long             | LON              | CORP              | US        |    503728 | PA      | $476652.93    | 0.02%             | 2028-04-12      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ADMI Corp Term Loan B1                                              | ADMI Corp Term Loan B1                                              | CUSIP: N/A<br>LEI: 5493008U1LYGMQWO7N12       | Long             | LON              | CORP              | US        |    177173 | PA      | $165214.18    | 0.01%             | 2027-12-23      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc Term Loan B                      | Klockner Pentaplast of America Inc Term Loan B                      | CUSIP: N/A<br>LEI: 5299004QDA11QZOG5N31       | Long             | LON              | CORP              | US        |    347198 | PA      | $207162.71    | 0.01%             | 2026-02-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co                                                    | Boise Cascade Co                                                    | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1989 | NS      | $173043.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp Term Loan B                                         | NCR Atleos Corp Term Loan B                                         | CUSIP: N/A<br>LEI: 9845005FC3S0VA714741       | Long             | LON              | CORP              | US        |     96000 | PA      | $96559.68     | 0.00%             | 2029-03-27      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         2 | NC      | $615.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USI Inc/NY Term Loan D                                              | USI Inc/NY Term Loan D                                              | CUSIP: N/A<br>LEI: 2549006D7UF7072T7I27       | Long             | LON              | CORP              | US        |    227763 | PA      | $227407.70    | 0.01%             | 2029-11-22      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    250000 | OU      | $-2175.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Billerud Aktiebolag                                                 | Billerud Aktiebolag                                                 | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        |     73686 | NS      | $704071.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        95 | NC      | $1419500.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                              | BX Commercial Mortgage Trust 2024-MDHS                              | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250937 | PA      | $251564.37    | 0.01%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC Term Loan B                                 | Kestrel Acquisition LLC Term Loan B                                 | CUSIP: N/A<br>LEI: 549300ER0JUHJLPPMH08       | Long             | LON              | CORP              | US        |    196318 | PA      | $196604.80    | 0.01%             | 2031-10-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd               | HK Electric Investments & HK Electric Investments Ltd               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   2135000 | NS      | $1643458.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC Term Loan B                       | Ecovyst Catalyst Technologies LLC Term Loan B                       | CUSIP: N/A<br>LEI: 254900NH3N3I82Z6Q744       | Long             | LON              | CORP              | US        |    262039 | PA      | $262225.19    | 0.01%             | 2031-06-12      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| abrdn Bloomberg All Commodity Strategy K-1 Free ETF                 | abrdn Bloomberg All Commodity Strategy K-1 Free ETF                 | CUSIP: 003261104<br>LEI: 549300PWXO8WGDSMS419 | Long             | EC               | RF                | US        |    321775 | NS      | $6773363.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        72 | NC      | $44789.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varsity Brands Inc Term Loan B                                      | Varsity Brands Inc Term Loan B                                      | CUSIP: N/A<br>LEI: 254900PLBJA0I5NSTT38       | Long             | LON              | CORP              | US        |    309225 | PA      | $310192.87    | 0.01%             | 2031-08-26      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                                                   | MP Materials Corp                                                   | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     13997 | NS      | $995746.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Global Natural Resources ETF                               | SPDR S&P Global Natural Resources ETF                               | CUSIP: 78463X541<br>LEI: 549300TY1RVQ2C1UO359 | Long             | EC               | RF                | US        |    124022 | NS      | $7201957.54   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Boots Group PLC                                                     | Boots Group PLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     50000 | PA      | $50104.00     | 0.00%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL4                               | BX Commercial Mortgage Trust 2024-XL4                               | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236742 | PA      | $237408.23    | 0.01%             | 2039-02-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Options                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5704.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oregon Tool Lux LP Term Loan                                        | Oregon Tool Lux LP Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    103794 | PA      | $81478.67     | 0.00%             | 2029-10-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc PIK Term Loan B                         | Global Medical Response Inc PIK Term Loan B                         | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |    264832 | PA      | $264720.63    | 0.01%             | 2028-10-31      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc Term Loan B                                   | Ellucian Holdings Inc Term Loan B                                   | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |    277521 | PA      | $277696.20    | 0.01%             | 2029-10-09      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       111 | NC      | $-1336.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc Term Loan                            | AMC Entertainment Holdings Inc Term Loan                            | CUSIP: N/A<br>LEI: 549300ZO77UNR6NRBR11       | Long             | LON              | CORP              | US        |    877202 | PA      | $878202.32    | 0.04%             | 2029-01-04      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-SFR2                       | New Residential Mortgage Loan Trust 2022-SFR2                       | CUSIP: 64830RAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $542969.06    | 0.02%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                            | Simon Property Group Inc                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     61655 | NS      | $11138592.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7471833 | PA      | $7045439.01   | 0.29%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5983540 | PA      | $5831078.65   | 0.24%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc Term Loan B                                        | Azalea Topco Inc Term Loan B                                        | CUSIP: N/A<br>LEI: 549300HC42NZULO53062       | Long             | LON              | CORP              | US        |    316608 | PA      | $316145.25    | 0.01%             | 2031-04-30      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        97 | NC      | $802928.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                                                  | POSCO Holdings Inc                                                  | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |      1886 | NS      | $384978.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         6 | NC      | $931.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                        | Newmont Corp                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     28904 | NS      | $2150457.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  70304000 | OU      | $-3236.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc Term Loan B                                | Restoration Hardware Inc Term Loan B                                | CUSIP: N/A<br>LEI: 549300H9H1H3OC7C3H47       | Long             | LON              | CORP              | US        |    213269 | PA      | $204371.21    | 0.01%             | 2028-10-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                      | Stora Enso Oyj                                                      | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |    266918 | NS      | $3117954.93   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Expressway Co Ltd                                          | Zhejiang Expressway Co Ltd                                          | CUSIP: N/A<br>LEI: 213800X1ZRKM85U9H438       | Long             | EC               | CORP              | CN        |   1342000 | NS      | $1185991.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyborg Oldco DC Holdings Inc                                        | Cyborg Oldco DC Holdings Inc                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    277181 | PA      | $0.00         | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mexico Government International Bond                                | Mexico Government International Bond                                | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    176000 | PA      | $181834.40    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                              | CapitaLand Integrated Commercial Trust                              | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |   5372015 | NS      | $9545364.35   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         6 | NC      | $-3317.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                                  | Teck Resources Ltd                                                  | CUSIP: N/A<br>LEI: T8KI5SQ2JRWHL7XY0E11       | Long             | EC               | CORP              | CA        |     11440 | NS      | $391176.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Accommodations Fund Inc                              | Mitsui Fudosan Accommodations Fund Inc                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6300 | NS      | $5288134.05   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc Term Loan B                                 | Zayo Group Holdings Inc Term Loan B                                 | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |     48000 | PA      | $46966.56     | 0.00%             | 2027-03-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC Term Loan B2                               | Boost Newco Borrower LLC Term Loan B2                               | CUSIP: N/A<br>LEI: 254900S8RE1OL7TTCU64       | Long             | LON              | CORP              | US        |    455521 | PA      | $455634.72    | 0.02%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc Term Loan B                              | Mitchell International Inc Term Loan B                              | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |    491969 | PA      | $492529.91    | 0.02%             | 2031-06-17      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                  | Teck Resources Ltd                                                  | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    122264 | NS      | $4180206.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        26 | NC      | $370045.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                           | Spire Inc                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     33219 | NS      | $2544575.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    461000 | OU      | $43463.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Borrower LLC Term Loan B                                         | WH Borrower LLC Term Loan B                                         | CUSIP: N/A<br>LEI: 2549009H920CQUE3R944       | Long             | LON              | CORP              | US        |    105000 | PA      | $105229.95    | 0.00%             | 2032-02-12      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC PIK Term Loan B                                | Eyecare Partners LLC PIK Term Loan B                                | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |    178288 | PA      | $137091.32    | 0.01%             | 2028-11-30      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| American Commercial Lines Inc                                       | American Commercial Lines Inc                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       573 | NS      | $26644.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    444757 | OU      | $2501.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5507.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc Term Loan B                                     | Gulfside Supply Inc Term Loan B                                     | CUSIP: N/A<br>LEI: 5493009BEGVKVXE2HW08       | Long             | LON              | CORP              | US        |    211593 | PA      | $211895.53    | 0.01%             | 2031-05-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                                         | Cameco Corp                                                         | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     26728 | NS      | $2068479.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA Term Loan B13                                      | Altice France SA Term Loan B13                                      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    394575 | PA      | $348871.68    | 0.01%             | 2026-08-14      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                | Williams Cos Inc/The                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    173779 | NS      | $10058328.52  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                                                           | Suzano SA                                                           | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |     82401 | NS      | $801761.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    371434 | OU      | $-1198.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         9 | NC      | $-2014.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                   | EOG Resources Inc                                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3609 | NS      | $450475.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Timber Corp                                                 | Acadian Timber Corp                                                 | CUSIP: N/A<br>LEI: 529900R43U08MDP0X910       | Long             | EC               | CORP              | CA        |     41965 | NS      | $543297.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                               | Camden Property Trust                                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     33452 | NS      | $3745954.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         8 | NC      | $111103.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp                                                | Capstone Copper Corp                                                | CUSIP: N/A<br>LEI: 549300III6KGKKC42W63       | Long             | EC               | CORP              | CA        |   1137066 | NS      | $8130475.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                                  | Cellnex Telecom SA                                                  | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |    329585 | NS      | $11732327.98  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                      | Lowe's Cos Inc                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2284 | NS      | $589409.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2226880 | PA      | $1668475.86   | 0.07%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR6 Trust                                | Progress Residential 2022-SFR6 Trust                                | CUSIP: 74334DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $642851.39    | 0.03%             | 2039-07-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12947.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qualitas Ltd                                                        | Qualitas Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   1515269 | NS      | $3666747.69   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| BCPE Pequod Buyer Inc Term Loan B                                   | BCPE Pequod Buyer Inc Term Loan B                                   | CUSIP: N/A<br>LEI: 254900HEEOS2IWC84V94       | Long             | LON              | CORP              | US        |    209475 | PA      | $209661.43    | 0.01%             | 2031-09-19      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC Term Loan B                                   | Rackspace Finance LLC Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    372805 | PA      | $187521.14    | 0.01%             | 2028-05-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         9 | NC      | $11703.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOS US Finco LLC Term Loan                                          | EOS US Finco LLC Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $330.44       | 0.00%             | 2029-10-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B13                                           | Asurion LLC Term Loan B13                                           | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    375000 | PA      | $370500.00    | 0.02%             | 2030-09-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1263.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                   | BlackRock Liquidity FedFund - Institutional Class                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2194930 | NS      | $2194930.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 496691048 | OU      | $-4396.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        24 | NC      | $-25684.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dalrymple Bay Infrastructure Ltd                                    | Dalrymple Bay Infrastructure Ltd                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    209143 | NS      | $597858.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                            | China Hongqiao Group Ltd                                            | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | CN        |     58500 | NS      | $192556.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3445.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        28 | NC      | $-21435.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Reit Inc                                              | Sekisui House Reit Inc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6000 | NS      | $3296190.35   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Expressway Corp Ltd                                        | Shenzhen Expressway Corp Ltd                                        | CUSIP: N/A<br>LEI: 300300TWTZYZK4ZONP37       | Long             | EC               | CORP              | CN        |    508000 | NS      | $466725.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                                     | Gold Fields Ltd                                                     | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     22804 | NS      | $763477.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5379165 | PA      | $3898203.60   | 0.16%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |     37186 | NC      | $453813.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    337080 | OU      | $32359.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                           | AvalonBay Communities Inc                                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     99988 | NS      | $19582649.80  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                | WEC Energy Group Inc                                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     62930 | NS      | $6702674.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                          | Kadant Inc                                                          | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       859 | NS      | $277697.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                                                              | CTP NV                                                              | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |     55900 | NS      | $1202020.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alterra Mountain Co Term Loan B                                     | Alterra Mountain Co Term Loan B                                     | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |    539367 | PA      | $539707.23    | 0.02%             | 2030-05-31      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc Term Loan B                      | Clear Channel Outdoor Holdings Inc Term Loan B                      | CUSIP: N/A<br>LEI: 254900XBEE6V1ENYS150       | Long             | LON              | CORP              | US        |    708326 | PA      | $708149.23    | 0.03%             | 2028-08-23      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    371434 | OU      | $1834.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Expressway Co Ltd                                             | Anhui Expressway Co Ltd                                             | CUSIP: N/A<br>LEI: 529900UGCN9D11VHIL29       | Long             | EC               | CORP              | CN        |    330000 | NS      | $498132.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Inc Term Loan B                                     | United Airlines Inc Term Loan B                                     | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |    190815 | PA      | $190910.08    | 0.01%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                | Fastighets AB Balder                                                | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |    492800 | NS      | $3508403.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT Inc                                            | Nippon Prologis REIT Inc                                            | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |      5501 | NS      | $3196368.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                       | Fortescue Ltd                                                       | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     42720 | NS      | $538835.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc Term Loan B2                                 | Lumen Technologies Inc Term Loan B2                                 | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | LON              | CORP              | US        |    707992 | PA      | $702979.52    | 0.03%             | 2030-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                  | Steel Dynamics Inc                                                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3564 | NS      | $466598.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vision Solutions Inc Term Loan B                                    | Vision Solutions Inc Term Loan B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    276043 | PA      | $256719.69    | 0.01%             | 2028-04-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        15 | NC      | $10151.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada Term Loan B                                              | Air Canada Term Loan B                                              | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    348401 | PA      | $348073.31    | 0.01%             | 2031-03-21      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    520659 | OU      | $1457.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP              | Cia de Saneamento Basico do Estado de Sao Paulo SABESP              | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |     27352 | NS      | $619522.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                           | Packaging Corp of America                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     33453 | NS      | $7291415.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                     | Federal Realty Investment Trust                                     | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |     40720 | NS      | $4094396.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesys Cloud Services Inc Term Loan B                              | Genesys Cloud Services Inc Term Loan B                              | CUSIP: N/A<br>LEI: 254900CRMBG6WX4HX396       | Long             | LON              | CORP              | US        |    614103 | PA      | $614103.28    | 0.03%             | 2032-01-23      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        84 | NC      | $-266825.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                                      | PulteGroup Inc                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6770 | NS      | $893775.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westshore Terminals Investment Corp                                 | Westshore Terminals Investment Corp                                 | CUSIP: N/A<br>LEI: 549300IERWRM7D8GK487       | Long             | EC               | CORP              | CA        |     26569 | NS      | $497969.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                       | COMM 2024-WCL1 MORTGAGE TRUST                                       | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179379.23    | 0.01%             | 2041-06-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings Inc Term Loan B                                   | Ascensus Holdings Inc Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84550 | PA      | $84568.24     | 0.00%             | 2028-08-02      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                               | Long Ridge Energy LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49875 | PA      | $49230.62     | 0.00%             | 2032-02-07      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                                      | Keppel DC REIT                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |   2991600 | NS      | $5500405.52   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd                                                | Kunlun Energy Co Ltd                                                | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | HK        |    218000 | NS      | $202927.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    405000 | OU      | $105.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        14 | NC      | $1382.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                     | Caterpillar Inc                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      4853 | NS      | $2033601.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    851746 | OU      | $-3185.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-769.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc Term Loan B                                    | Amentum Holdings Inc Term Loan B                                    | CUSIP: N/A<br>LEI: 2549009FJIBLW40CU216       | Long             | LON              | CORP              | US        |    111442 | PA      | $111393.47    | 0.00%             | 2031-07-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                                              | Cousins Properties Inc                                              | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    225112 | NS      | $6638552.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Hotel REIT Investment Corp                                    | Japan Hotel REIT Investment Corp                                    | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |      5738 | NS      | $3367998.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Riverbed Technology Inc                                             | Riverbed Technology Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15335 | NS      | $15.34        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2636292 | PA      | $2819420.87   | 0.12%             | 2028-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc Term Loan                        | Win Waste Innovations Holdings Inc Term Loan                        | CUSIP: N/A<br>LEI: 549300DJBUN7Z75R2S83       | Long             | LON              | CORP              | US        |    590212 | PA      | $589580.06    | 0.02%             | 2028-03-24      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP Term Loan B                                       | Clarios Global LP Term Loan B                                       | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    279000 | PA      | $279000.00    | 0.01%             | 2032-01-14      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Stockland                                                           | Stockland                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   1720300 | NS      | $6967490.83   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                  | Valero Energy Corp                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     18365 | NS      | $2791663.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                            | Bundesrepublik Deutschland Bundesanleihe                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    172000 | PA      | $184926.61    | 0.01%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc Term Loan B1                      | Foundation Building Materials Inc Term Loan B1                      | CUSIP: N/A<br>LEI: 549300ZVE6MONHB01I28       | Long             | LON              | CORP              | US        |     54899 | PA      | $54973.09     | 0.00%             | 2028-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC Term Loan B6                                         | 1011778 BC ULC Term Loan B6                                         | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |    324480 | PA      | $323062.33    | 0.01%             | 2030-09-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc Term Loan B2                                       | Wand NewCo 3 Inc Term Loan B2                                       | CUSIP: N/A<br>LEI: 549300Y3VZEWMSQW8494       | Long             | LON              | CORP              | US        |    425350 | PA      | $424341.67    | 0.02%             | 2031-01-30      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                            | Brazil Notas do Tesouro Nacional Serie F                            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   7990000 | PA      | $1195243.36   | 0.05%             | 2035-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC Term Loan B1                                  | Tempo Acquisition LLC Term Loan B1                                  | CUSIP: N/A<br>LEI: 549300VV0B2RPMHQGA61       | Long             | LON              | CORP              | US        |    134598 | PA      | $133756.96    | 0.01%             | 2028-08-31      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| McAfee Corp Term Loan B1                                            | McAfee Corp Term Loan B1                                            | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |    432669 | PA      | $411576.30    | 0.02%             | 2029-03-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                  | Freddie Mac REMICS                                                  | CUSIP: 3137HHLU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1354266 | PA      | $1366766.22   | 0.06%             | 2054-12-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Avalara Inc Term Loan B                                             | Avalara Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 549300Q16CMW239SS315       | Long             | LON              | CORP              | US        |    275000 | PA      | $276529.00    | 0.01%             | 2032-03-19      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Options                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9706.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc Term Loan B                                | Team Health Holdings Inc Term Loan B                                | CUSIP: N/A<br>LEI: 549300PVTQ4UDTTMQT11       | Long             | LON              | CORP              | US        |    625000 | PA      | $622137.50    | 0.03%             | 2028-06-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Windstream                                                          | Windstream                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26873 | NS      | $510587.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    500232 | OU      | $-785.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                                       | Severstal PAO                                                       | CUSIP: N/A<br>LEI: 213800OKDPTV6K4ONO53       | Long             | EC               | CORP              | RU        |    149085 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                                          | Valmet Oyj                                                          | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |     16392 | NS      | $569749.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                                        | Sumitomo Metal Mining Co Ltd                                        | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |      6800 | NS      | $184007.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC Term Loan B                                         | Madison IAQ LLC Term Loan B                                         | CUSIP: N/A<br>LEI: 549300IXDNBXNHUPBU73       | Long             | LON              | CORP              | US        |    142547 | PA      | $142701.43    | 0.01%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        49 | NC      | $-75460.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1145000 | OU      | $772.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        23 | NC      | $-5321.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VC GB Holdings I Corp Term Loan B                                   | VC GB Holdings I Corp Term Loan B                                   | CUSIP: N/A<br>LEI: 549300K4B21TSY42LF51       | Long             | LON              | CORP              | US        |     80791 | PA      | $80613.77     | 0.00%             | 2028-06-30      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| COSCO SHIPPING International Hong Kong Co Ltd                       | COSCO SHIPPING International Hong Kong Co Ltd                       | CUSIP: N/A<br>LEI: 5299006WPMBG8600YI62       | Long             | EC               | CORP              | HK        |    340000 | NS      | $283171.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sylvamo Corp                                                        | Sylvamo Corp                                                        | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      8549 | NS      | $394365.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA TERM B14-Exit                                      | Altice France SA TERM B14-Exit                                      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    178858 | PA      | $163565.19    | 0.01%             | 2028-08-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                   | Japan Government Thirty Year Bond                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  61300000 | PA      | $351498.38    | 0.01%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC Term Loan B                             | Pacific Dental Services LLC Term Loan B                             | CUSIP: N/A<br>LEI: 549300SDH1NQDOZ2M105       | Long             | LON              | CORP              | US        |    264763 | PA      | $265093.50    | 0.01%             | 2031-03-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Airports of Thailand PCL                                            | Airports of Thailand PCL                                            | CUSIP: N/A<br>LEI: 5299006VS4CU6LW0TY22       | Long             | EC               | CORP              | TH        |   2090600 | NS      | $2339855.47   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                       | Rio Tinto PLC                                                       | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    113250 | NS      | $7079506.45   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                  | NextEra Energy Inc                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    445450 | NS      | $32094672.50  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp America Airports SA                                            | Corp America Airports SA                                            | CUSIP: L1995B107<br>LEI: 959800AWF26KMY2SXF71 | Long             | EC               | CORP              | AR        |     23967 | NS      | $515530.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    325000 | OU      | $-4341.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya Inc Term Loan B                                              | Kaseya Inc Term Loan B                                              | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |    316208 | PA      | $316691.30    | 0.01%             | 2032-03-06      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co/The                                           | Scotts Miracle-Gro Co/The                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1283 | NS      | $78545.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIC Crude Services LP Term Loan B                                  | EPIC Crude Services LP Term Loan B                                  | CUSIP: N/A<br>LEI: 549300FRS682IQ7J9S42       | Long             | LON              | CORP              | US        |    232708 | PA      | $233362.24    | 0.01%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                   | Gibson Energy Inc                                                   | CUSIP: N/A<br>LEI: 549300WYW5D9I3FR0643       | Long             | EC               | CORP              | CA        |    301866 | NS      | $5721463.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet US Buyer LLC Term Loan B                                     | Planet US Buyer LLC Term Loan B                                     | CUSIP: N/A<br>LEI: 254900ZE51SEX2EFFH74       | Long             | LON              | CORP              | US        |    411493 | PA      | $413447.96    | 0.02%             | 2031-02-07      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership Term Loan I                             | Ziggo Financing Partnership Term Loan I                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    611258 | PA      | $590694.92    | 0.02%             | 2028-04-28      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc Term Loan B                                     | Rocket Software Inc Term Loan B                                     | CUSIP: N/A<br>LEI: 549300PVG26ISP5X1556       | Long             | LON              | CORP              | US        |    513467 | PA      | $514493.63    | 0.02%             | 2028-11-28      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| CPFL Energia SA                                                     | CPFL Energia SA                                                     | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |    408817 | NS      | $2961780.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Finance LLC Term Loan B                                   | Rackspace Finance LLC Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    229656 | PA      | $231870.18    | 0.01%             | 2028-05-15      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $826610.84    | 0.03%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                            | Svenska Cellulosa AB SCA                                            | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |    239864 | NS      | $3263326.11   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   3387000 | OU      | $9412.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    255000 | OU      | $2083.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    399000 | OU      | $818.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1671330 | PA      | $1580352.04   | 0.06%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                 | United Kingdom Gilt                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    488046 | PA      | $544637.07    | 0.02%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    825000 | OU      | $1026.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONE Trust 2024-DFW1                                                | CONE Trust 2024-DFW1                                                | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69956.26     | 0.00%             | 2041-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                  | Home Depot Inc/The                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1530 | NS      | $622358.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ES US LLC Term Loan B                                           | GFL ES US LLC Term Loan B                                           | CUSIP: N/A<br>LEI: 254900PGDQWC19PRP053       | Long             | LON              | CORP              | US        |    220000 | PA      | $219656.80    | 0.01%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-107.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                    | Duke Energy Corp                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     46929 | NS      | $5748333.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1774.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                      | American Electric Power Co Inc                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    109790 | NS      | $12188885.80  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2839823 | PA      | $2897031.96   | 0.12%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                  | Coterra Energy Inc                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      4653 | NS      | $113719.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                                        | Reliance Inc                                                        | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1366 | NS      | $403871.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SATS Ltd                                                            | SATS Ltd                                                            | CUSIP: N/A<br>LEI: 529900SEP1R0K8049D51       | Long             | EC               | CORP              | SG        |    752000 | NS      | $1939151.94   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC Term Loan B                                | Proampac PG Borrower LLC Term Loan B                                | CUSIP: N/A<br>LEI: 549300ZI6LTXYFEY1578       | Long             | LON              | CORP              | US        |    372765 | PA      | $372299.07    | 0.02%             | 2028-09-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 155483773 | OU      | $2535.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                    | Exxon Mobil Corp                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     92554 | NS      | $10577996.66  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain Holdings Gibraltar Ltd Term Loan B3                          | Entain Holdings Gibraltar Ltd Term Loan B3                          | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |    548357 | PA      | $547671.78    | 0.02%             | 2029-10-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B1                                  | Quikrete Holdings Inc Term Loan B1                                  | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |    118504 | PA      | $118431.03    | 0.00%             | 2031-04-14      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                        | Ecopetrol SA                                                        | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |      3618 | NS      | $34009.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Millennium Health LLC                                               | Millennium Health LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20580 | NS      | $1873.14      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        30 | NC      | $46341.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corp Term Loan B                               | Garda World Security Corp Term Loan B                               | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |    593242 | PA      | $592500.16    | 0.02%             | 2029-02-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                            | Republic of South Africa Government Bond                            | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   2590000 | PA      | $130718.32    | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Canfor Corp                                                         | Canfor Corp                                                         | CUSIP: N/A<br>LEI: 549300DRE7WBHY02BD70       | Long             | EC               | CORP              | CA        |     60166 | NS      | $570401.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc Term Loan B                            | Somnigroup International Inc Term Loan B                            | CUSIP: N/A<br>LEI: 549300HFEKVR3US71V91       | Long             | LON              | CORP              | US        |    217541 | PA      | $217812.55    | 0.01%             | 2031-10-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $111.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                                  | Auckland International Airport Ltd                                  | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |   3610999 | NS      | $16082956.59  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC Term Loan B2                    | Cushman & Wakefield US Borrower LLC Term Loan B2                    | CUSIP: N/A<br>LEI: 549300870CMN3WI5IF97       | Long             | LON              | CORP              | US        |    358656 | PA      | $359402.21    | 0.01%             | 2030-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC Term Loan B6                                           | Acrisure LLC Term Loan B6                                           | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | LON              | CORP              | US        |    436507 | PA      | $435825.71    | 0.02%             | 2030-11-06      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                         | Exelon Corp                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    276800 | NS      | $12090624.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab US TIPS ETF                                                  | Schwab US TIPS ETF                                                  | CUSIP: 808524870<br>LEI: 5493001H0ESLTZTZWE77 | Long             | EC               | RF                | US        |    260679 | NS      | $7020085.47   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    620000 | OU      | $4994.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A Inc Term Loan B                  | Kestra Advisor Services Holdings A Inc Term Loan B                  | CUSIP: N/A<br>LEI: 254900WH55RU999OY504       | Long             | LON              | CORP              | US        |    239877 | PA      | $239833.91    | 0.01%             | 2031-03-22      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 140740370 | OU      | $-13264.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    345000 | OU      | $1057.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                      | Canadian Natural Resources Ltd                                      | CUSIP: N/A<br>LEI: 549300T15RIMIKZC5Q38       | Long             | EC               | CORP              | CA        |    275530 | NS      | $8725233.69   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Solutions Holdings Inc Term Loan B                          | Medical Solutions Holdings Inc Term Loan B                          | CUSIP: N/A<br>LEI: 549300JH2XHZ7TIKYR39       | Long             | LON              | CORP              | US        |    229239 | PA      | $80233.66     | 0.00%             | 2028-10-06      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Vyaire Medical Inc                                                  | Vyaire Medical Inc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    510184 | PA      | $0.00         | 0.00%             | 2025-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                 | Options                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $27391.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                           | Holmen AB                                                           | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |     29163 | NS      | $1135467.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        53 | NC      | $-29793.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                           | Fannie Mae or Freddie Mac                                           | CUSIP: 01F052698<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11244000 | PA      | $11307300.80  | 0.46%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Commercial Lines Inc Preferred B - Anti-Dilution Warrants  | American Commercial Lines Inc Preferred B - Anti-Dilution Warrants  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     15354 | NS      | $5373.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens US Holdco Corp Term Loan B                                   | Herens US Holdco Corp Term Loan B                                   | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    106660 | PA      | $93794.90     | 0.00%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc Term Loan B                                   | Perforce Software Inc Term Loan B                                   | CUSIP: N/A<br>LEI: 549300322GBMUSL1VG17       | Long             | LON              | CORP              | US        |    203940 | PA      | $191577.16    | 0.01%             | 2031-03-21      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                             | E.ON SE                                                             | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    463238 | NS      | $8260198.99   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                     | Bunge Global SA                                                     | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |      4058 | NS      | $341764.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    307080 | OU      | $30566.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nouryon Finance BV Term Loan B                                      | Nouryon Finance BV Term Loan B                                      | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |    733284 | PA      | $734200.28    | 0.03%             | 2028-04-03      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC Term Loan B6                                       | CSC Holdings LLC Term Loan B6                                       | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |    768827 | PA      | $765820.94    | 0.03%             | 2028-01-18      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  28402530 | OU      | $1906.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                        | Iberdrola SA                                                        | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    686294 | NS      | $12937328.77  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc Term Loan B                                   | Qnity Electronics Inc Term Loan B                                   | CUSIP: N/A<br>LEI: 254900RSUG4J9TFFZX53       | Long             | LON              | CORP              | US        |    326000 | PA      | $324982.88    | 0.01%             | 2032-08-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        49 | NC      | $-127975.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    250000 | OU      | $1917.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                               | Valterra Platinum Ltd                                               | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |     21770 | NS      | $989495.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        15 | NC      | $-1998.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |     47123 | NC      | $-10950.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                            | Team Health Holdings Inc                                            | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    354382 | PA      | $381864.47    | 0.02%             | 2028-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc Term Loan                                | Acuren Delaware Holdco Inc Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65000 | PA      | $65000.00     | 0.00%             | 2031-07-30      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC Term Loan                                           | Naked Juice LLC Term Loan                                           | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |    109000 | PA      | $108727.50    | 0.00%             | 2029-01-24      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC Term Loan B1                                         | GBT US III LLC Term Loan B1                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    151070 | PA      | $151259.27    | 0.01%             | 2031-07-28      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7812636 | PA      | $7875281.32   | 0.32%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  41984000 | OU      | $-3557.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo LLC Term Loan B                                            | ZoomInfo LLC Term Loan B                                            | CUSIP: N/A<br>LEI: 549300XF0FRWD2286I33       | Long             | LON              | CORP              | US        |    157532 | PA      | $156449.81    | 0.01%             | 2030-02-28      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co LLC Term Loan                            | Herschend Entertainment Co LLC Term Loan                            | CUSIP: N/A<br>LEI: 54930087KQ7RPDXK0716       | Long             | LON              | CORP              | US        |    125000 | PA      | $125742.50    | 0.01%             | 2032-05-14      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  15850651 | OU      | $1132.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP Term Loan B                                     | Medline Borrower LP Term Loan B                                     | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |   1217459 | PA      | $1217337.03   | 0.05%             | 2028-10-23      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     73000 | OU      | $-12519.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                          | Sabra Health Care REIT Inc                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    286517 | NS      | $5475339.87   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        41 | NC      | $51335.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The Term Loan B3                                      | EW Scripps Co/The Term Loan B3                                      | CUSIP: N/A<br>LEI: 549300U1OW41QPKYW028       | Long             | LON              | CORP              | US        |     42000 | PA      | $40425.00     | 0.00%             | 2029-11-30      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan L                                           | TransDigm Inc Term Loan L                                           | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |    306682 | PA      | $306875.71    | 0.01%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC Term Loan B                                            | PetSmart LLC Term Loan B                                            | CUSIP: N/A<br>LEI: 894500NGJMHSFNESGA67       | Long             | LON              | CORP              | US        |    100000 | PA      | $98938.00     | 0.00%             | 2032-08-06      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                     | Norsk Hydro ASA                                                     | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |     32923 | NS      | $213399.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc Term Loan B1                              | Caesars Entertainment Inc Term Loan B1                              | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |    221567 | PA      | $220736.33    | 0.01%             | 2031-02-06      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88700000 | PA      | $88679130.66  | 3.62%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc Term Loan B                                         | Delta Topco Inc Term Loan B                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    859924 | PA      | $856458.60    | 0.03%             | 2029-11-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties Inc                                    | Ryman Hospitality Properties Inc                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |    106900 | NS      | $10560651.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc Term Loan B                                              | Viasat Inc Term Loan B                                              | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |     22941 | PA      | $22765.60     | 0.00%             | 2029-03-04      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                     | Weyerhaeuser Co                                                     | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    271614 | NS      | $7026654.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Gold MiniShares Trust                                          | SPDR Gold MiniShares Trust                                          | CUSIP: 98149E303<br>LEI: 5493002IEEMEY6LRJ932 | Long             | EC               | RF                | US        |   1480945 | NS      | $101296638.00 | 4.14%             |  |  |  | No            |                  1 | On Loan: No      |
| China Gas Holdings Ltd                                              | China Gas Holdings Ltd                                              | CUSIP: N/A<br>LEI: 254900KTSZLZ21VV8T33       | Long             | EC               | CORP              | HK        |   2905400 | NS      | $2909686.44   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   3305000 | OU      | $3137.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC Term Loan B                                     | LBM Acquisition LLC Term Loan B                                     | CUSIP: N/A<br>LEI: 549300FAEB3VWZL4NI86       | Long             | LON              | CORP              | US        |    308790 | PA      | $299470.56    | 0.01%             | 2031-06-06      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Bloom Parent Inc                                                    | Bloom Parent Inc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       103 | NS      | $103212.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Koninklijke Vopak NV                                                | Koninklijke Vopak NV                                                | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |    104576 | NS      | $5056934.91   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        84 | NC      | $-410266.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       289 | NC      | $217850.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        44 | NC      | $8219.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals LLC Term Loan B                              | Amneal Pharmaceuticals LLC Term Loan B                              | CUSIP: N/A<br>LEI: 54930037VIXE7LRZ1M66       | Long             | LON              | CORP              | US        |    125000 | PA      | $125625.00    | 0.01%             | 2032-07-23      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |     45107 | NC      | $550477.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chartwell Retirement Residences                                     | Chartwell Retirement Residences                                     | CUSIP: N/A<br>LEI: 549300M7UBEIZBWP4069       | Long             | EC               | CORP              | CA        |    220000 | NS      | $2966760.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                     | Schlumberger NV                                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      9066 | NS      | $333991.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi SA                                         | Merlin Properties Socimi SA                                         | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |    301600 | NS      | $4496582.65   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Aragorn Parent Corp Term Loan B                                     | Aragorn Parent Corp Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    261434 | PA      | $263013.44    | 0.01%             | 2028-12-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         3 | NC      | $-293.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp Term Loan B                                            | Insulet Corp Term Loan B                                            | CUSIP: N/A<br>LEI: 549300TZTYD2PYN92D43       | Long             | LON              | CORP              | US        |    178144 | PA      | $179072.45    | 0.01%             | 2031-08-04      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    200000 | OU      | $791.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl Term Loan B2                                | Jazz Financing Lux Sarl Term Loan B2                                | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    470557 | PA      | $471535.42    | 0.02%             | 2028-05-05      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $-20924.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Belron Finance 2019 LLC Term Loan B                                 | Belron Finance 2019 LLC Term Loan B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    174680 | PA      | $175422.39    | 0.01%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Viasat Inc Term Loan B                                              | Viasat Inc Term Loan B                                              | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |    354099 | PA      | $350834.20    | 0.01%             | 2030-05-30      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc - Class C                                       | Clearway Energy Inc - Class C                                       | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    130047 | NS      | $3876701.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                            | FMC Corp                                                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3710 | NS      | $145061.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber-Stephen Products LLC Term Loan B                              | Weber-Stephen Products LLC Term Loan B                              | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |    247957 | PA      | $247116.01    | 0.01%             | 2027-10-30      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust 2024-BHP                                                | BAMLL Trust 2024-BHP                                                | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120343.84    | 0.00%             | 2039-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                           | Segro PLC                                                           | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |    484871 | NS      | $4114686.77   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         7 | NC      | $250530.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International Inc Term Loan B2                       | Light & Wonder International Inc Term Loan B2                       | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |    123225 | PA      | $123263.51    | 0.01%             | 2029-04-14      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                             | UDR Inc                                                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     94688 | NS      | $3746804.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   9959215 | OU      | $-1368.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                           | Host Hotels & Resorts Inc                                           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    245936 | NS      | $4232558.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dechra Finance US LLC Term Loan B                                   | Dechra Finance US LLC Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    124688 | PA      | $124999.22    | 0.01%             | 2031-12-04      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp Term Loan B                            | Topgolf Callaway Brands Corp Term Loan B                            | CUSIP: N/A<br>LEI: 5493005UB0KFRKBPCU72       | Long             | LON              | CORP              | US        |    136796 | PA      | $134402.35    | 0.01%             | 2030-03-16      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                | Targa Resources Corp                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     15781 | NS      | $2647420.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cotiviti Inc Term Loan                                              | Cotiviti Inc Term Loan                                              | CUSIP: N/A<br>LEI: 254900YAQHVRTG4IFI64       | Long             | LON              | CORP              | US        |    250000 | PA      | $249582.50    | 0.01%             | 2032-02-13      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    535000 | OU      | $-3093.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    249000 | OU      | $724.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD 2024-VICT Mortgage Trust                                       | BFLD 2024-VICT Mortgage Trust                                       | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120450.00    | 0.00%             | 2041-07-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                        | Klepierre SA                                                        | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |    402924 | NS      | $15733029.90  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| UFP Industries Inc                                                  | UFP Industries Inc                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      6240 | NS      | $630052.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                    | ArcelorMittal SA                                                    | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |    241729 | NS      | $8064079.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                                  | Anglo American PLC                                                  | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    299914 | NS      | $9235886.61   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   3125000 | OU      | $2298.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alera Group Inc Term Loan B                                         | Alera Group Inc Term Loan B                                         | CUSIP: N/A<br>LEI: 2549003D76KZAKICNX26       | Long             | LON              | CORP              | US        |    280000 | PA      | $280985.60    | 0.01%             | 2032-05-21      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                      | ConocoPhillips                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     68745 | NS      | $6803692.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin SA                                                           | Klabin SA                                                           | CUSIP: N/A<br>LEI: 254900C8UYA6YUPSDU10       | Long             | EC               | CORP              | BR        |    223090 | NS      | $759975.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Property Mexico SA de CV                                   | Prologis Property Mexico SA de CV                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    627221 | NS      | $2309337.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PODS LLC Term Loan B                                                | PODS LLC Term Loan B                                                | CUSIP: N/A<br>LEI: 984500EC4ZCD5U1SDF04       | Long             | LON              | CORP              | US        |    143627 | PA      | $138525.31    | 0.01%             | 2028-03-31      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2766038 | PA      | $1981564.81   | 0.08%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        24 | NC      | $3894.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp                                       | Olympus Water US Holding Corp                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80000 | PA      | $79733.60     | 0.00%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Holdings II Inc                                    | Cengage Learning Holdings II Inc                                    | CUSIP: 15136X102<br>LEI: 5493003VGPEJMW28UG24 | Long             | EC               | CORP              | US        |      2772 | NS      | $65488.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $547.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                          | Boliden AB                                                          | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      7025 | NS      | $242137.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC Term Loan Non-Extended                        | Directv Financing LLC Term Loan Non-Extended                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100441 | PA      | $100535.69    | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1170000 | OU      | $-7902.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                           | Mondi PLC                                                           | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |    136752 | NS      | $1925111.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC Term Loan B3                           | First Advantage Holdings LLC Term Loan B3                           | CUSIP: N/A<br>LEI: 549300MRQE5MQEH3BI02       | Long             | LON              | CORP              | US        |    297675 | PA      | $298234.41    | 0.01%             | 2031-10-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC Term Loan B                                       | Chariot Buyer LLC Term Loan B                                       | CUSIP: N/A<br>LEI: 25490092IFNOZBRVE539       | Long             | LON              | CORP              | US        |    632268 | PA      | $632047.20    | 0.03%             | 2028-10-22      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC Term Loan B                                            | XPLOR T1 LLC Term Loan B                                            | CUSIP: N/A<br>LEI: 254900GF3CVSREM2EJ05       | Long             | LON              | CORP              | US        |    178650 | PA      | $179096.63    | 0.01%             | 2031-06-24      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    399000 | OU      | $1528.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informatica LLC Term Loan B                                         | Informatica LLC Term Loan B                                         | CUSIP: N/A<br>LEI: 5493007SV33RZV7RPS40       | Long             | LON              | CORP              | US        |    450572 | PA      | $451135.55    | 0.02%             | 2028-10-27      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc Term Loan B3                                  | Level 3 Financing Inc Term Loan B3                                  | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |    983000 | PA      | $986892.68    | 0.04%             | 2032-03-22      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| American Commercial Lines Inc Preferred B                           | American Commercial Lines Inc Preferred B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2428 | NS      | $134754.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                                   | Gaming and Leisure Properties Inc                                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    129700 | NS      | $6226897.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc Term Loan A                                  | Lumen Technologies Inc Term Loan A                                  | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | LON              | CORP              | US        |    399019 | PA      | $406101.96    | 0.02%             | 2028-06-01      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                     | CMS Energy Corp                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    108681 | NS      | $7778299.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         8 | NC      | $12115.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8714913 | PA      | $8273268.14   | 0.34%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc Term Loan C                            | National Mentor Holdings Inc Term Loan C                            | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |     12247 | PA      | $12076.67     | 0.00%             | 2028-03-02      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| USALCO LLC Term Loan B                                              | USALCO LLC Term Loan B                                              | CUSIP: N/A<br>LEI: 5493006WBYB0CYPCSG20       | Long             | LON              | CORP              | US        |    202964 | PA      | $202584.05    | 0.01%             | 2031-09-30      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                         | Equinor ASA                                                         | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     11752 | NS      | $290025.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  34161000 | OU      | $-830.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                              | Permian Resources Corp                                              | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    436727 | NS      | $6240828.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        15 | NC      | $5501.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc Term Loan B3                     | SeaWorld Parks & Entertainment Inc Term Loan B3                     | CUSIP: N/A<br>LEI: 549300UZV72O3371JJ53       | Long             | LON              | CORP              | US        |    102408 | PA      | $102195.02    | 0.00%             | 2031-12-04      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC PIK Term Loan                                   | BrewCo Borrower LLC PIK Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9222 | PA      | $8668.36      | 0.00%             | 2026-01-05      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| WideOpenWest Finance LLC Term Loan                                  | WideOpenWest Finance LLC Term Loan                                  | CUSIP: N/A<br>LEI: 54930045JY28O5B5WE54       | Long             | LON              | CORP              | US        |    203773 | PA      | $188999.81    | 0.01%             | 2028-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                 | VICI Properties Inc                                                 | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    647333 | NS      | $21866908.74  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    540000 | OU      | $3800.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Proofpoint Inc Term Loan B                                          | Proofpoint Inc Term Loan B                                          | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |    466405 | PA      | $468508.56    | 0.02%             | 2028-08-31      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| KB Home                                                             | KB Home                                                             | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      5351 | NS      | $340056.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Center Holdings Inc Term Loan                               | Surgery Center Holdings Inc Term Loan                               | CUSIP: N/A<br>LEI: 54930054EVI5HWPPW113       | Long             | LON              | CORP              | US        |    952020 | PA      | $952343.86    | 0.04%             | 2030-12-19      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC Term Loan                                | Weber-Stephen Products LLC Term Loan                                | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |     24744 | PA      | $24643.78     | 0.00%             | 2027-10-30      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc Term Loan B                                        | AmWINS Group Inc Term Loan B                                        | CUSIP: N/A<br>LEI: 549300SJE7MUB8NMRG61       | Long             | LON              | CORP              | US        |    311692 | PA      | $311445.62    | 0.01%             | 2032-01-23      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                   | Devon Energy Corp                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4151 | NS      | $149851.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huaneng Power International Inc                                     | Huaneng Power International Inc                                     | CUSIP: N/A<br>LEI: 529900WU0SMVKMPG4V21       | Long             | EC               | CORP              | CN        |    244000 | NS      | $175321.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $-90766.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    370000 | OU      | $57737.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                   | Kinder Morgan Inc                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    360008 | NS      | $9713015.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                 | American Tower Corp                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     44006 | NS      | $8970623.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Bell Inc Term Loan B4                                    | Cincinnati Bell Inc Term Loan B4                                    | CUSIP: N/A<br>LEI: 549300JYVZOCUJOHL272       | Long             | LON              | CORP              | US        |    363361 | PA      | $364346.10    | 0.01%             | 2028-11-22      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC Term Loan                          | Trucordia Insurance Holdings LLC Term Loan                          | CUSIP: N/A<br>LEI: 254900KYYP47CV7DMK95       | Long             | LON              | CORP              | US        |    170000 | PA      | $170532.10    | 0.01%             | 2032-06-14      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaptions                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2598000 | OU      | $11747.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc Term Loan                                  | TricorBraun Holdings Inc Term Loan                                  | CUSIP: N/A<br>LEI: 2549009AB5YVVW5J1U62       | Long             | LON              | CORP              | US        |     96499 | PA      | $95917.78     | 0.00%             | 2031-03-03      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Delayed Draw Term Loan B-DD     | Clydesdale Acquisition Holdings Inc Delayed Draw Term Loan B-DD     | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |       290 | PA      | $289.84       | 0.00%             | 2032-04-01      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Vanguard Real Estate ETF                                            | Vanguard Real Estate ETF                                            | CUSIP: 922908553<br>LEI: N/A                  | Long             | EC               | RF                | US        |    125533 | NS      | $11579163.92  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1637006.67   | 0.07%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2047098 | PA      | $1485844.95   | 0.06%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                     | Baker Hughes Co                                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6316 | NS      | $286746.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                                   | National Grid PLC                                                   | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |   1259682 | NS      | $17693696.74  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $156.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP Inc                                                             | BXP Inc                                                             | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     53625 | NS      | $3888348.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Impala Platinum Holdings Ltd                                        | Impala Platinum Holdings Ltd                                        | CUSIP: 452553308<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |    214335 | NS      | $1942946.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                                | Regency Centers Corp                                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |    149616 | NS      | $10847160.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC Term Loan B                    | Frontier Communications Holdings LLC Term Loan B                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    943326 | PA      | $941750.43    | 0.04%             | 2031-07-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    398000 | OU      | $34790.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc Term Loan B1                     | Win Waste Innovations Holdings Inc Term Loan B1                     | CUSIP: N/A<br>LEI: 549300DJBUN7Z75R2S83       | Long             | LON              | CORP              | US        |     69825 | PA      | $70086.84     | 0.00%             | 2028-03-24      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                      | Grupo Aeroportuario del Centro Norte SAB de CV                      | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |     28694 | NS      | $2932813.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen International Holdings Ltd                                 | Shenzhen International Holdings Ltd                                 | CUSIP: N/A<br>LEI: 5493002NKD14ZZMEJF98       | Long             | EC               | CORP              | HK        |   1116000 | NS      | $1125904.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                              | Novolipetsk Steel PJSC                                              | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |   1124750 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                                   | Toll Brothers Inc                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      4453 | NS      | $618967.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Holdings LLC Term Loan B                                   | Priority Holdings LLC Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125000 | PA      | $125038.75    | 0.01%             | 2032-07-23      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                                            | Pan American Silver Corp                                            | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    144098 | NS      | $4887804.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp Term Loan B                                       | Primo Brands Corp Term Loan B                                       | CUSIP: N/A<br>LEI: 254900J0WS4AXV2LAX55       | Long             | LON              | CORP              | US        |    523835 | PA      | $524269.65    | 0.02%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7671906 | PA      | $8035852.15   | 0.33%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership Term Loan AAA                         | Sunrise Financing Partnership Term Loan AAA                         | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | LON              | CORP              | US        |    135394 | PA      | $135140.98    | 0.01%             | 2032-01-31      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    449250 | OU      | $3104.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       201 | NC      | $11829.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       266 | NC      | $-1155678.03  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ERG SpA                                                             | ERG SpA                                                             | CUSIP: N/A<br>LEI: 8156004604684CA44A90       | Long             | EC               | CORP              | IT        |    209237 | NS      | $5057655.85   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc Term Loan                                      | VeriFone Systems Inc Term Loan                                      | CUSIP: N/A<br>LEI: 254900LTTVM8MM9RKV75       | Long             | LON              | CORP              | US        |    399608 | PA      | $379627.15    | 0.02%             | 2028-08-18      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    399000 | OU      | $2444.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIC Acquisition Corp Term Loan B                                    | NIC Acquisition Corp Term Loan B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113000 | PA      | $95598.00     | 0.00%             | 2027-12-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3325555 | PA      | $1728766.27   | 0.07%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NCMF Trust 2025-MFS                                                 | NCMF Trust 2025-MFS                                                 | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209000 | PA      | $209636.70    | 0.01%             | 2033-06-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        24 | NC      | $-5284.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                                | Freeport-McMoRan Inc                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    223471 | NS      | $9922112.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC Term Loan B                           | White Cap Supply Holdings LLC Term Loan B                           | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |    142920 | PA      | $142934.29    | 0.01%             | 2029-10-19      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                              | Peruvian Government International Bond                              | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    439000 | PA      | $129128.44    | 0.01%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                       | DR Horton Inc                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      5276 | NS      | $894176.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                   | Centrais Eletricas Brasileiras SA                                   | CUSIP: 15234Q207<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     54480 | NS      | $448915.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synechron Inc Term Loan B                                           | Synechron Inc Term Loan B                                           | CUSIP: N/A<br>LEI: 549300MUU3E8J6UT8E60       | Long             | LON              | CORP              | US        |    249375 | PA      | $249375.00    | 0.01%             | 2031-10-03      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        11 | NC      | $4759.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    381000 | OU      | $272.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaman Corp                                                          | Kaman Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5172 | PA      | $5182.13      | 0.00%             | 2032-02-26      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       235 | NC      | $260945.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                     | Xcel Energy Inc                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     88974 | NS      | $6440827.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan A                      | Sound Inpatient Physicians Inc PIK Term Loan A                      | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |     25000 | PA      | $25984.50     | 0.00%             | 2028-06-28      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| CommScope LLC                                                       | CommScope LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1829576 | PA      | $1859873.47   | 0.08%             | 2029-12-18      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Empresas Copec SA                                                   | Empresas Copec SA                                                   | CUSIP: N/A<br>LEI: 549300Q3IDJYG6Z7PA50       | Long             | EC               | CORP              | CL        |     77293 | NS      | $575596.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                | Southern Copper Corp                                                | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      2221 | NS      | $213415.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                                         | Makita Corp                                                         | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |     13700 | NS      | $462531.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                           | Fannie Mae or Freddie Mac                                           | CUSIP: 01F050692<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1423000 | PA      | $1403259.40   | 0.06%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                       | ICL Group Ltd                                                       | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |     86298 | NS      | $560953.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                             | Darling Ingredients Inc                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    197655 | NS      | $6712363.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                                                | Smurfit WestRock PLC                                                | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |    159080 | NS      | $7534028.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                       | Welltower Inc                                                       | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    268087 | NS      | $45113680.36  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| EG America LLC Term Loan B                                          | EG America LLC Term Loan B                                          | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    231042 | PA      | $231928.95    | 0.01%             | 2028-02-07      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc Term Loan B6                                         | Froneri US Inc Term Loan B6                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    194000 | PA      | $193612.00    | 0.01%             | 2032-07-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc Term Loan B                                     | Resideo Funding Inc Term Loan B                                     | CUSIP: N/A<br>LEI: 5493000IFJ6XJKH66598       | Long             | LON              | CORP              | US        |    155000 | PA      | $154612.50    | 0.01%             | 2032-08-09      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                        | Chevron Corp                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10771 | NS      | $1729822.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                | Mexico Government International Bond                                | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    240000 | PA      | $203472.00    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd Term Loan B                     | Husky Injection Molding Systems Ltd Term Loan B                     | CUSIP: N/A<br>LEI: 5493003ZDHRVP2N4C109       | Long             | LON              | CORP              | CA        |    372154 | PA      | $373144.40    | 0.02%             | 2029-02-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC Term Loan B2                                | Brown Group Holding LLC Term Loan B2                                | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |    148018 | PA      | $147990.24    | 0.01%             | 2031-07-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC Term Loan B6                             | BCP Renaissance Parent LLC Term Loan B6                             | CUSIP: N/A<br>LEI: 549300GVXMQFQZDSJR97       | Long             | LON              | CORP              | US        |    268069 | PA      | $268020.69    | 0.01%             | 2028-10-31      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 Trust                                                | PRPM 2025-NQM2 Trust                                                | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237795 | PA      | $239720.01    | 0.01%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2744097 | PA      | $2883842.00   | 0.12%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc Term Loan B2                        | Advantage Sales & Marketing Inc Term Loan B2                        | CUSIP: N/A<br>LEI: 549300T4O24KQDED1182       | Long             | LON              | CORP              | US        |    123191 | PA      | $104404.41    | 0.00%             | 2027-10-28      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                      | CBRE Group Inc                                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     29403 | NS      | $4766814.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     71522 | OU      | $-232.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8475398 | PA      | $8357009.80   | 0.34%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enav SpA                                                            | Enav SpA                                                            | CUSIP: N/A<br>LEI: 81560048ECF8D2059980       | Long             | EC               | CORP              | IT        |   2320736 | NS      | $11423124.31  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    355000 | OU      | $2642.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6                  | Principal Government Money Market Fund - Class R-6                  | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  51139396 | NS      | $51139396.38  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC Term Loan B                                  | Arsenal AIC Parent LLC Term Loan B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    352322 | PA      | $352212.73    | 0.01%             | 2030-08-18      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        53 | NC      | $242531.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tower Corp Ltd                                                | China Tower Corp Ltd                                                | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |   2127329 | NS      | $3213677.91   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Ltd                                                      | Transocean Ltd                                                      | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     54446 | NS      | $164971.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        28 | NC      | $2260.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-775.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         9 | NC      | $-6230.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USI Inc/NY Term Loan C                                              | USI Inc/NY Term Loan C                                              | CUSIP: N/A<br>LEI: 2549006D7UF7072T7I27       | Long             | LON              | CORP              | US        |     97593 | PA      | $97455.64     | 0.00%             | 2030-09-27      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2590000 | PA      | $2578833.14   | 0.11%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd                                                   | Atlas Arteria Ltd                                                   | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |   3023997 | NS      | $10532173.86  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         5 | NC      | $58786.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                       | BHP Group Ltd                                                       | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    117299 | NS      | $3269476.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                 | Avery Dennison Corp                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2425 | NS      | $416251.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                           | Unibail-Rodamco-Westfield                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |     79400 | NS      | $8260794.04   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspire Bakeries Hldgs LLC                                           | Aspire Bakeries Hldgs LLC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139296 | PA      | $139732.48    | 0.01%             | 2030-12-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc Term Loan B                                    | Crown Finance US Inc Term Loan B                                    | CUSIP: N/A<br>LEI: 254900ABTWPQTCKKR839       | Long             | LON              | CORP              | US        |    608940 | PA      | $608178.83    | 0.02%             | 2031-12-02      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $-86735.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Corp Term Loan B2                                    | Select Medical Corp Term Loan B2                                    | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | LON              | CORP              | US        |    153410 | PA      | $153601.67    | 0.01%             | 2031-11-18      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer Inc Term Loan B                                       | Jupiter Buyer Inc Term Loan B                                       | CUSIP: N/A<br>LEI: 254900FACU3AJQKAQ270       | Long             | LON              | CORP              | US        |    272765 | PA      | $275492.32    | 0.01%             | 2031-10-10      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                            | Enel SpA                                                            | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |   2154725 | NS      | $19884216.83  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    520659 | OU      | $-2513.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC Term Loan B                             | Allied Universal Holdco LLC Term Loan B                             | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | LON              | CORP              | US        |    500000 | PA      | $501420.00    | 0.02%             | 2032-08-06      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC Term Loan B                                 | CRC Insurance Group LLC Term Loan B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    353024 | PA      | $353024.19    | 0.01%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc Term Loan B                                          | DTI Holdco Inc Term Loan B                                          | CUSIP: N/A<br>LEI: 549300QQVMUL3P8XVJ27       | Long             | LON              | CORP              | US        |    132437 | PA      | $125759.61    | 0.01%             | 2029-04-26      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC Term Loan B7                                   | Berlin Packaging LLC Term Loan B7                                   | CUSIP: N/A<br>LEI: 549300L1HNHO6QOXHH42       | Long             | LON              | CORP              | US        |    328575 | PA      | $329344.05    | 0.01%             | 2031-06-07      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc Term Loan B                                  | AI Aqua Merger Sub Inc Term Loan B                                  | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |    702855 | PA      | $702890.54    | 0.03%             | 2028-07-31      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                           | ONEOK Inc                                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    163808 | NS      | $12511655.04  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                           | APA Group                                                           | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |   1239322 | NS      | $7137391.66   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B4                                            | Asurion LLC Term Loan B4                                            | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    139000 | PA      | $131680.26    | 0.01%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 194704906 | OU      | $3176.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                 | Talen Energy Supply LLC Term Loan B                                 | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |   1152103 | PA      | $1154499.09   | 0.05%             | 2030-05-17      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    433982 | PA      | $430974.25    | 0.02%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                  | Freddie Mac REMICS                                                  | CUSIP: 3137HJX51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    333377 | PA      | $335944.67    | 0.01%             | 2055-02-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                            | Sumitomo Forestry Co Ltd                                            | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Long             | EC               | CORP              | JP        |    111800 | NS      | $1267956.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                  | Crown Holdings Inc                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     21123 | NS      | $2099203.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Commercial Lines Inc Preferred A - Anti-Dilution Warrants  | American Commercial Lines Inc Preferred A - Anti-Dilution Warrants  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      6729 | NS      | $1682.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        41 | NC      | $-17296.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMG Media Corp Term Loan B2                                         | CMG Media Corp Term Loan B2                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    107244 | PA      | $102900.75    | 0.00%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                     | Clydesdale Acquisition Holdings Inc Term Loan B                     | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |    553326 | PA      | $552612.67    | 0.02%             | 2032-03-26      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                                                 | Avaya Holdings Corp                                                 | CUSIP: 05351X309<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      7612 | NS      | $56458.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    107284 | OU      | $-226.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |     19085 | NC      | $-6264.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10864923 | PA      | $11166407.56  | 0.46%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Opal US LLC Term Loan B                                             | Opal US LLC Term Loan B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    330000 | PA      | $331650.00    | 0.01%             | 2032-03-31      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                           | Grupo Aeroportuario del Sureste SAB de CV                           | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |     35001 | NS      | $11400175.71  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         7 | NC      | $2544.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                           | Occidental Petroleum Corp                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      4269 | NS      | $203247.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC Term Loan B3                                            | Asurion LLC Term Loan B3                                            | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    245000 | PA      | $238032.20    | 0.01%             | 2028-01-31      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Fortis 333 Inc Term Loan B                                          | Fortis 333 Inc Term Loan B                                          | CUSIP: N/A<br>LEI: 254900SLITS19RU1VB55       | Long             | LON              | CORP              | US        |    110000 | PA      | $109244.30    | 0.00%             | 2032-02-06      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                 | Hudbay Minerals Inc                                                 | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |    159801 | NS      | $1917612.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Group Inc Term Loan B                                       | Centuri Group Inc Term Loan B                                       | CUSIP: N/A<br>LEI: 254900H4HY0IHK5J9N53       | Long             | LON              | CORP              | US        |    140000 | PA      | $140263.20    | 0.01%             | 2032-07-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2336083 | PA      | $2296374.43   | 0.09%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                       | GWT 2024-WLF2                                                       | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $351529.47    | 0.01%             | 2041-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| West Technology Group LLC Term Loan B3                              | West Technology Group LLC Term Loan B3                              | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |    252328 | PA      | $130055.15    | 0.01%             | 2027-04-09      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                  | Union Pacific Corp                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     16717 | NS      | $3737419.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                   | Suncor Energy Inc                                                   | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |    210131 | NS      | $8678410.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| European Union                                                      | European Union                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |    455000 | PA      | $398315.70    | 0.02%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barentz International BV                                            | Barentz International BV                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    226293 | PA      | $224217.74    | 0.01%             | 2031-03-03      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        37 | NC      | $121992.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4822.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1700.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC Term Loan Y                                | Virgin Media Bristol LLC Term Loan Y                                | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    219000 | PA      | $214620.00    | 0.01%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                           | Constellation Energy Corp                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     31358 | NS      | $9657636.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2713279 | PA      | $1445004.60   | 0.06%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC Term Loan B                              | Cornerstone Generation LLC Term Loan B                              | CUSIP: N/A<br>LEI: 254900JBGAU2N55LVN75       | Long             | LON              | CORP              | US        |    359000 | PA      | $361154.00    | 0.01%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    227052 | OU      | $-148.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                         | Phillips 66                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     71993 | NS      | $9616824.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5817261 | PA      | $5579827.73   | 0.23%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                             | Extra Space Storage Inc                                             | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133667 | NS      | $19191907.86  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3 Inc Term Loan B                             | Fortress Intermediate 3 Inc Term Loan B                             | CUSIP: N/A<br>LEI: 254900NLAZ3JQJW5JP75       | Long             | LON              | CORP              | US        |    261524 | PA      | $261850.65    | 0.01%             | 2031-06-27      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Global X MLP & Energy Infrastructure ETF                            | Global X MLP & Energy Infrastructure ETF                            | CUSIP: 37954Y293<br>LEI: 549300R7DURR92Q63054 | Long             | EC               | RF                | US        |    402400 | NS      | $24767720.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anticimex Global AB Term Loan B1                                    | Anticimex Global AB Term Loan B1                                    | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |    592964 | PA      | $593426.29    | 0.02%             | 2028-11-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                           | Zijin Mining Group Co Ltd                                           | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |    152000 | NS      | $504711.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC Term Loan B                                   | Tiger Acquisition LLC Term Loan B                                   | CUSIP: N/A<br>LEI: 25490011XE2GWJKY5N51       | Long             | LON              | CORP              | US        |     31000 | PA      | $30992.25     | 0.00%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4867.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                       | Mosaic Co/The                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    177745 | NS      | $5936683.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bill                                         | United States Treasury Bill                                         | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1485927.38   | 0.06%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                   | Invenergy Thermal Operating I LLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7188 | PA      | $7252.19      | 0.00%             | 2032-05-06      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Pennon Group PLC                                                    | Pennon Group PLC                                                    | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |   1619456 | NS      | $10361447.42  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | Crown Castle Inc                                                    | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    163844 | NS      | $16243494.16  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Port Holdings Co Ltd                                | China Merchants Port Holdings Co Ltd                                | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               | CORP              | HK        |    984000 | NS      | $1893302.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO Building Products Inc Term Loan B                               | QXO Building Products Inc Term Loan B                               | CUSIP: N/A<br>LEI: 549300HDXQWWCBOYXP31       | Long             | LON              | CORP              | US        |     85000 | PA      | $85703.80     | 0.00%             | 2032-04-23      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| China Longyuan Power Group Corp Ltd                                 | China Longyuan Power Group Corp Ltd                                 | CUSIP: N/A<br>LEI: 5299008UYLF3O6V9T464       | Long             | EC               | CORP              | CN        |    198000 | NS      | $171285.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                       | Goodman Group                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    846968 | NS      | $18953779.16  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Expressway Co Ltd                                           | Jiangsu Expressway Co Ltd                                           | CUSIP: N/A<br>LEI: 529900UWWTWZ6AKLYD43       | Long             | EC               | CORP              | CN        |   1010000 | NS      | $1192249.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3136055 | PA      | $2424935.81   | 0.10%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sacyr SA                                                            | Sacyr SA                                                            | CUSIP: N/A<br>LEI: 959800XKAB9VNAVN9425       | Long             | EC               | CORP              | ES        |   1793106 | NS      | $7568066.54   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC Term Loan B                               | Stonepeak Nile Parent LLC Term Loan B                               | CUSIP: N/A<br>LEI: 254900TJV3VAFZD0GU41       | Long             | LON              | CORP              | US        |    156000 | PA      | $156390.00    | 0.01%             | 2032-02-04      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc Term Loan B                                | Zelis Payments Buyer Inc Term Loan B                                | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |    607333 | PA      | $605134.54    | 0.02%             | 2029-09-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Motiva Infraestrutura de Mobilidade SA                              | Motiva Infraestrutura de Mobilidade SA                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    946138 | NS      | $2519847.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp Term Loan B1                                                 | X Corp Term Loan B1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    680275 | PA      | $664485.36    | 0.03%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    227052 | OU      | $780.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boardwalk Real Estate Investment Trust                              | Boardwalk Real Estate Investment Trust                              | CUSIP: N/A<br>LEI: 549300RMNRTTJRCOYW23       | Long             | EC               | CORP              | CA        |     52200 | NS      | $2676611.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goat Holdco LLC Term Loan B                                         | Goat Holdco LLC Term Loan B                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    344138 | PA      | $344423.13    | 0.01%             | 2031-12-10      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                        | Canadian National Railway Co                                        | CUSIP: N/A<br>LEI: 3SU7BEP7TH9YEQOZCS77       | Long             | EC               | CORP              | CA        |     79549 | NS      | $7700906.21   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Commercial Mortgage Trust 2025-P11                             | PENN Commercial Mortgage Trust 2025-P11                             | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $145510.24    | 0.01%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co Ltd                                       | Japan Airport Terminal Co Ltd                                       | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |     77700 | NS      | $2662949.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas CMPC SA                                                    | Empresas CMPC SA                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CL        |    308327 | NS      | $483455.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc Term Loan                                         | Javelin Buyer Inc Term Loan                                         | CUSIP: N/A<br>LEI: 254900GL30A9G6Z7OW50       | Long             | LON              | CORP              | US        |    431918 | PA      | $430431.70    | 0.02%             | 2031-12-05      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                             | COPT Defense Properties                                             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    180200 | NS      | $5186156.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDC Ltd                                                          | NEXTDC Ltd                                                          | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |    491588 | NS      | $5281962.81   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   8390000 | OU      | $84797.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                            | Brazil Notas do Tesouro Nacional Serie F                            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   1700000 | PA      | $288097.30    | 0.01%             | 2029-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc Term Loan B                               | McGraw-Hill Education Inc Term Loan B                               | CUSIP: N/A<br>LEI: 254900U6YJ9QZ4IQOR26       | Long             | LON              | CORP              | US        |    171789 | PA      | $172352.44    | 0.01%             | 2031-08-06      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc Term Loan B               | DG Investment Intermediate Holdings 2 Inc Term Loan B               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42000 | PA      | $42105.00     | 0.00%             | 2032-07-02      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $-23694.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Global Infrastructure ETF                                   | iShares Global Infrastructure ETF                                   | CUSIP: 464288372<br>LEI: 549300ZC2N3HUK3DTK30 | Long             | EC               | RF                | US        |    221791 | NS      | $13385086.85  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Bidco - 4A2 Shares                                           | Bright Bidco - 4A2 Shares                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |     15092 | NS      | $3531.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Finance US Inc - 4A2 Shares                                   | Crown Finance US Inc - 4A2 Shares                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     52533 | NS      | $1156671.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    222600 | OU      | $908.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    262000 | OU      | $1236.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-7                                   | Verus Securitization Trust 2022-7                                   | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351499 | PA      | $350214.49    | 0.01%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                           | Neste Oyj                                                           | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |      6315 | NS      | $116060.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    140910 | OU      | $-178.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                                  | Equity Residential                                                  | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    191406 | NS      | $12655764.72  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                              | Sempra                                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    164291 | NS      | $13563864.96  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    231000 | OU      | $2708.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                 | UNITE Group PLC/The                                                 | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |    925015 | NS      | $8731269.67   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Options                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9733.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        56 | NC      | $-6309.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6585607 | PA      | $6527156.49   | 0.27%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    462000 | OU      | $3106.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                 | Meritage Homes Corp                                                 | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      4313 | NS      | $335076.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1019913 | OU      | $2580.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC Term Loan B1                           | LS Group OpCo Acquistion LLC Term Loan B1                           | CUSIP: N/A<br>LEI: 549300GJM1TKHPYFPF83       | Long             | LON              | CORP              | US        |    207392 | PA      | $207004.03    | 0.01%             | 2031-04-23      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2675000 | OU      | $15822.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                         | Nutrien Ltd                                                         | CUSIP: N/A<br>LEI: 5493002QQ7GD21OWF963       | Long             | EC               | CORP              | CA        |     48950 | NS      | $2821125.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    218144 | OU      | $666.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella-Jones Inc                                                    | Stella-Jones Inc                                                    | CUSIP: N/A<br>LEI: 5493007LOVNNLYJ6KZ35       | Long             | EC               | CORP              | CA        |      9237 | NS      | $526099.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $802.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    480000 | OU      | $4818.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                             | Reliance Industries Ltd                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     25852 | NS      | $1553766.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                           | Ellington Financial Mortgage Trust 2021-3                           | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711230 | PA      | $595066.84    | 0.02%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC Term Loan                                       | BrewCo Borrower LLC Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     91282 | PA      | $22820.59     | 0.00%             | 2028-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    645000 | OU      | $63.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3513530 | PA      | $2733680.44   | 0.11%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-INV2                                | Verus Securitization Trust 2022-INV2                                | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199339 | PA      | $198843.55    | 0.01%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                   | Invenergy Thermal Operating I LLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    107812 | PA      | $108782.81    | 0.00%             | 2032-05-06      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Kodiak BP LLC Term Loan B                                           | Kodiak BP LLC Term Loan B                                           | CUSIP: N/A<br>LEI: 549300Y1Q6ZUH0EXO182       | Long             | LON              | CORP              | US        |     47327 | PA      | $47021.39     | 0.00%             | 2031-12-04      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                                 | Flughafen Zurich AG                                                 | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |     15946 | NS      | $4872194.76   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC2 Trust                                               | HOMES 2025-AFC2 Trust                                               | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289544 | PA      | $291882.74    | 0.01%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                               | Mid-America Apartment Communities Inc                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     26123 | NS      | $3809255.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Acquisition Holdings Inc Term Loan B                         | Kronos Acquisition Holdings Inc Term Loan B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78560 | PA      | $57859.66     | 0.00%             | 2031-06-27      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc                                        | American Healthcare REIT Inc                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |    494185 | NS      | $21146176.15  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Bidco - 1145 Shares                                          | Bright Bidco - 1145 Shares                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |     11047 | NS      | $2585.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $-220728.32   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Global X US Infrastructure Development ETF                          | Global X US Infrastructure Development ETF                          | CUSIP: 37954Y673<br>LEI: 549300P5QELW9NWLDY61 | Long             | EC               | RF                | US        |    646200 | NS      | $30054762.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn International A.S.                                           | Allwyn International A.S.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88850 | PA      | $88332.44     | 0.00%             | 2031-06-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    266532 | OU      | $1540.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        33 | NC      | $-18129.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bond                                  | Kingdom of Belgium Government Bond                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    410340 | PA      | $406061.23    | 0.02%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                                  | Petroleo Brasileiro SA - Petrobras                                  | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     27888 | NS      | $345811.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                                 | Shift4 Payments LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40000 | PA      | $40316.80     | 0.00%             | 2032-05-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc Term Loan B            | FinThrive Software Intermediate Holdings Inc Term Loan B            | CUSIP: N/A<br>LEI: 25490077VXHBSKJ52J14       | Long             | LON              | CORP              | US        |    194000 | PA      | $187533.53    | 0.01%             | 2028-12-17      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2486.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline PLC                                                       | Frontline PLC                                                       | CUSIP: M46528101<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | NO        |     50926 | NS      | $1064353.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    710000 | OU      | $9008.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         6 | NC      | $-42369.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                                        | SIG Group AG                                                        | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |     54543 | NS      | $863992.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Options                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9733.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22003.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2443.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EW Scripps Co/The Term Loan B2                                      | EW Scripps Co/The Term Loan B2                                      | CUSIP: N/A<br>LEI: 549300U1OW41QPKYW028       | Long             | LON              | CORP              | US        |     25545 | PA      | $25625.38     | 0.00%             | 2028-06-30      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |     27665 | NC      | $-6393.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC Term Loan                                      | Century DE Buyer LLC Term Loan                                      | CUSIP: N/A<br>LEI: 254900PQRPPYRTQIDX74       | Long             | LON              | CORP              | US        |    260803 | PA      | $260802.72    | 0.01%             | 2030-10-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  70690000 | OU      | $-3350.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Corp                                                      | South Bow Corp                                                      | CUSIP: N/A<br>LEI: 2549000XS5TAFA3YF943       | Long             | EC               | CORP              | CA        |    265567 | NS      | $7359726.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                                   | EDP Renovaveis SA                                                   | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |    758796 | NS      | $8912109.94   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                          | First Quantum Minerals Ltd                                          | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | EC               | CORP              | CA        |     16905 | NS      | $296285.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       102 | NC      | $-48421.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  15912500 | OU      | $-2072.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       109 | NC      | $38237.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM2                 | Santander Mortgage Asset Receivable Trust 2025-NQM2                 | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191267 | PA      | $193186.19    | 0.01%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2022-2                                | SG Residential Mortgage Trust 2022-2                                | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283877 | PA      | $283632.21    | 0.01%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        59 | NC      | $78902.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Bidco BV Term Loan B                                        | Pegasus Bidco BV Term Loan B                                        | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |    282014 | PA      | $282484.73    | 0.01%             | 2029-07-12      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-44101.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masterbrand Inc                                                     | Masterbrand Inc                                                     | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     14810 | NS      | $188235.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Ruby Ultimate Parent Corp Term Loan B5                      | Project Ruby Ultimate Parent Corp Term Loan B5                      | CUSIP: N/A<br>LEI: 549300UGGIEE7YT1C741       | Long             | LON              | CORP              | US        |    239085 | PA      | $239309.29    | 0.01%             | 2028-03-10      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                                                 | Avaya Holdings Corp                                                 | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      4297 | NS      | $31870.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                          | Vonovia SE                                                          | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |    402122 | NS      | $13022117.65  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       106 | NC      | $87418.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Physical Uranium Trust                                       | Sprott Physical Uranium Trust                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | CA        |    191500 | NS      | $3504128.59   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group Inc Term Loan B2                               | Cloud Software Group Inc Term Loan B2                               | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |     44887 | PA      | $44990.00     | 0.00%             | 2031-03-21      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                         | Beach Acquisition Bidco LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    180000 | PA      | $181049.40    | 0.01%             | 2032-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         8 | NC      | $289489.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    499000 | OU      | $2616.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC Term Loan B1                        | ABG Intermediate Holdings 2 LLC Term Loan B1                        | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |     36372 | PA      | $36287.28     | 0.00%             | 2028-12-21      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2936.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                                   | Nippon Steel Corp                                                   | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |     27200 | NS      | $572913.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                      | Redeia Corp SA                                                      | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |    608260 | NS      | $11824864.16  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       147 | NC      | $-47105.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SkyMiles IP Ltd Term Loan B                                         | SkyMiles IP Ltd Term Loan B                                         | CUSIP: N/A<br>LEI: 2549008L7P4I8VB90936       | Long             | LON              | CORP              | KY        |    134956 | PA      | $135271.31    | 0.01%             | 2027-10-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    218144 | OU      | $5.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                  | Realty Income Corp                                                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     68001 | NS      | $3995738.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nine Dragons Paper Holdings Ltd                                     | Nine Dragons Paper Holdings Ltd                                     | CUSIP: N/A<br>LEI: 529900TBMYEYJ2LEV906       | Long             | EC               | CORP              | HK        |   1192000 | NS      | $866735.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| BP PLC                                                              | BP PLC                                                              | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   1139031 | NS      | $6662938.77   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC Term Loan B                                  | Colossus Acquireco LLC Term Loan B                                  | CUSIP: N/A<br>LEI: 2549009FT92RXWA46910       | Long             | LON              | CORP              | US        |    125000 | PA      | $124196.25    | 0.01%             | 2032-06-11      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        10 | NC      | $4060.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Buyer LLC Term Loan                                         | Victory Buyer LLC Term Loan                                         | CUSIP: N/A<br>LEI: 549300G9TEUHGC81N056       | Long             | LON              | CORP              | US        |    394389 | PA      | $393813.33    | 0.02%             | 2028-11-18      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                                     | Equity LifeStyle Properties Inc                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     75400 | NS      | $4545866.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Guarantor Inc Term Loan B5                                  | Phoenix Guarantor Inc Term Loan B5                                  | CUSIP: N/A<br>LEI: 254900JIOIDL3GSUFE55       | Long             | LON              | CORP              | US        |    450424 | PA      | $450613.43    | 0.02%             | 2031-02-21      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc Term Loan B                          | Petco Health & Wellness Co Inc Term Loan B                          | CUSIP: N/A<br>LEI: 2549007TYGV6RVSE9M61       | Long             | LON              | CORP              | US        |     89000 | PA      | $85699.88     | 0.00%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| American Commercial Lines Inc - Warrants                            | American Commercial Lines Inc - Warrants                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       603 | NS      | $28039.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7618019 | PA      | $7911352.76   | 0.32%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         0 | NC      | $-75073.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                           | Repsol SA                                                           | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    340341 | NS      | $5580291.59   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1141000 | OU      | $2292.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                                   | Agree Realty Corp                                                   | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148561 | NS      | $10806327.14  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                           | Emera Inc                                                           | CUSIP: N/A<br>LEI: NQZVQT2P5IUF2PGA1Q48       | Long             | EC               | CORP              | CA        |    170985 | NS      | $8143684.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Oregon Tool Lux LP Term Loan                                        | Oregon Tool Lux LP Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     53000 | PA      | $53795.00     | 0.00%             | 2029-10-15      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                | Mexico Government International Bond                                | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $210330.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8983490 | PA      | $8724984.76   | 0.36%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP Term Loan B                           | Freeport LNG Investments LLLP Term Loan B                           | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |    542287 | PA      | $541994.39    | 0.02%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan B                      | Sound Inpatient Physicians Inc PIK Term Loan B                      | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |    280200 | PA      | $268117.90    | 0.01%             | 2028-06-28      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                                           | West Fraser Timber Co Ltd                                           | CUSIP: N/A<br>LEI: 5493005WD1ZK6WBVR988       | Long             | EC               | CORP              | CA        |     31893 | NS      | $2323206.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qube Holdings Ltd                                                   | Qube Holdings Ltd                                                   | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |   1475121 | NS      | $4043431.20   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust 2025-EWEST                                               | BFLD Trust 2025-EWEST                                               | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $206039.90    | 0.01%             | 2042-06-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                               | Pembina Pipeline Corp                                               | CUSIP: N/A<br>LEI: 5493002W3L9YICM6FU21       | Long             | EC               | CORP              | CA        |     42323 | NS      | $1598495.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3074234 | PA      | $2747759.96   | 0.11%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp Term Loan B                            | Six Flags Entertainment Corp Term Loan B                            | CUSIP: N/A<br>LEI: 529900AS2CYWYFHRS781       | Long             | LON              | CORP              | US        |     89100 | PA      | $88546.69     | 0.00%             | 2031-04-18      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC Term Loan B                                    | Johnstone Supply LLC Term Loan B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    317600 | PA      | $317657.17    | 0.01%             | 2031-06-09      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 196981132 | OU      | $3187.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |      4133 | NC      | $55491.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                                                | Swire Properties Ltd                                                | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |   1183700 | NS      | $3211697.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  70359630 | OU      | $-5197.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                                      | TC Energy Corp                                                      | CUSIP: N/A<br>LEI: 549300UGKOFV2IWJJG27       | Long             | EC               | CORP              | CA        |    234107 | NS      | $12191599.11  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ACProducts Holdings Inc Term Loan B                                 | ACProducts Holdings Inc Term Loan B                                 | CUSIP: N/A<br>LEI: 254900KTNXVUUHWHBF39       | Long             | LON              | CORP              | US        |    109001 | PA      | $88017.99     | 0.00%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        52 | NC      | $14470.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd Term Loan B                                   | HUB International Ltd Term Loan B                                   | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |    636546 | PA      | $637608.53    | 0.03%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                           | Fannie Mae or Freddie Mac                                           | CUSIP: 01F060691<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7341000 | PA      | $7499298.83   | 0.31%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc Term Loan C            | FinThrive Software Intermediate Holdings Inc Term Loan C            | CUSIP: N/A<br>LEI: 25490077VXHBSKJ52J14       | Long             | LON              | CORP              | US        |     29000 | PA      | $24940.00     | 0.00%             | 2028-12-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC Term Loan B                                            | VS Buyer LLC Term Loan B                                            | CUSIP: N/A<br>LEI: 254900G5QLDMHSCYJK25       | Long             | LON              | CORP              | US        |    227967 | PA      | $227777.73    | 0.01%             | 2031-04-12      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Getlink SE                                                          | Getlink SE                                                          | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |    262609 | NS      | $4967710.83   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc Term Loan B                                            | Dayforce Inc Term Loan B                                            | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |    229686 | PA      | $229685.80    | 0.01%             | 2031-03-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Golar LNG Ltd                                                       | Golar LNG Ltd                                                       | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      7502 | NS      | $328737.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR 2022-SFR3 Trust                                                | AMSR 2022-SFR3 Trust                                                | CUSIP: 66981YAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551000 | PA      | $535058.30    | 0.02%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                   | Eversource Energy                                                   | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     85975 | NS      | $5508418.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                        | Prologis Inc                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    220045 | NS      | $25036720.10  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                         | Vistra Corp                                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     20489 | NS      | $3874674.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Purchaser Corp Term Loan B                                | Discovery Purchaser Corp Term Loan B                                | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    308386 | PA      | $307358.72    | 0.01%             | 2029-08-04      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2599000 | OU      | $-4484.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2025-NQM3                              | Barclays Mortgage Loan Trust 2025-NQM3                              | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277221 | PA      | $279616.11    | 0.01%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM3 Trust                                                | PRPM 2025-NQM3 Trust                                                | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166358 | PA      | $168131.59    | 0.01%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    378341 | OU      | $4375.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd                                   | Digicel International Finance Ltd                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JM        |    266000 | PA      | $265446.72    | 0.01%             | 2032-07-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                            | Digital Realty Trust Inc                                            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     92238 | NS      | $15462778.32  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9457324 | PA      | $9586621.89   | 0.39%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                                    | CoStar Group Inc                                                    | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     48048 | NS      | $4299815.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                                         | South32 Ltd                                                         | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |    112946 | NS      | $199429.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                    | Flutter Financing BV Term Loan B                                    | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |     80000 | PA      | $79700.00     | 0.00%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc Term Loan B                                    | Bleriot US Bidco Inc Term Loan B                                    | CUSIP: N/A<br>LEI: 254900ALCQ2A2VYD5Z08       | Long             | LON              | CORP              | US        |    251574 | PA      | $252024.25    | 0.01%             | 2030-10-31      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-2                                     | Angel Oak Mortgage Trust 2025-2                                     | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |    205376 | PA      | $206740.30    | 0.01%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                       | Ingredion Inc                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1967 | NS      | $254805.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2721.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC2 Trust                                               | PRKCM 2022-AFC2 Trust                                               | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155628 | PA      | $155352.08    | 0.01%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                           | Woodside Energy Group Ltd                                           | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     28214 | NS      | $486339.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co                                        | Graphic Packaging Holding Co                                        | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43934 | NS      | $978410.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Safety & Flow LLC Term Loan B                               | Madison Safety & Flow LLC Term Loan B                               | CUSIP: N/A<br>LEI: 5493007D2J7BBIFYBY65       | Long             | LON              | CORP              | US        |    168725 | PA      | $169231.18    | 0.01%             | 2031-09-26      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                                               | Antero Midstream Corp                                               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24076 | NS      | $428312.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                                    | CLP Holdings Ltd                                                    | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |    701500 | NS      | $5937012.68   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    540000 | OU      | $-2317.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                      | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1428540 | PA      | $1609309.49   | 0.07%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group LLC Term Loan B                         | American Auto Auction Group LLC Term Loan B                         | CUSIP: N/A<br>LEI: 5493002VI1KML1L8HW19       | Long             | LON              | CORP              | US        |     32918 | PA      | $33191.70     | 0.00%             | 2032-05-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        24 | NC      | $-5764.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Disco Parent Inc / Duck Creek Technologies Inc                      | Disco Parent Inc / Duck Creek Technologies Inc                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65000 | PA      | $65325.00     | 0.00%             | 2032-07-30      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                              | Yara International ASA                                              | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |     19349 | NS      | $704375.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    535000 | OU      | $4709.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                                           | Suzano SA                                                           | CUSIP: N/A<br>LEI: 391200AW174YQSDMGG41       | Long             | EC               | CORP              | BR        |    175800 | NS      | $1703575.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        12 | NC      | $26546.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5232.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       207 | NC      | $81903.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | FX Forwards                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-679.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                              | International Paper Co                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    238695 | NS      | $11858367.60  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingram Micro Inc Term Loan B2                                       | Ingram Micro Inc Term Loan B2                                       | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | LON              | CORP              | US        |    155164 | PA      | $156037.62    | 0.01%             | 2031-09-22      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    444770 | OU      | $1457.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                               | American Homes 4 Rent                                               | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    416080 | NS      | $14903985.60  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                             | SBA Communications Corp                                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     17512 | NS      | $3587333.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                                        | Gaztransport Et Technigaz SA                                        | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      2374 | NS      | $443069.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                                        | Wheaton Precious Metals Corp                                        | CUSIP: N/A<br>LEI: 549300XSFG5ZCGVYD886       | Long             | EC               | CORP              | CA        |     11492 | NS      | $1154095.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp Term Loan B                                      | Bausch + Lomb Corp Term Loan B                                      | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    256000 | PA      | $256046.08    | 0.01%             | 2030-12-18      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE Term Loan B5                                          | Gates Corp/DE Term Loan B5                                          | CUSIP: N/A<br>LEI: 984500F43C791F4C7894       | Long             | LON              | CORP              | US        |    212453 | PA      | $212068.59    | 0.01%             | 2031-06-04      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-KING                              | BX Commercial Mortgage Trust 2024-KING                              | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394802 | PA      | $394925.72    | 0.02%             | 2034-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Unicharm Corp                                                       | Unicharm Corp                                                       | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |     95000 | NS      | $633960.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Total Return Swaps                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |      7259 | NC      | $97531.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                          | CF Industries Holdings Inc                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     31738 | NS      | $2749462.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                        | Glencore PLC                                                        | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |    251187 | NS      | $992332.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                   | Kimco Realty Corp                                                   | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |    187119 | NS      | $4208306.31   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        34 | NC      | $-827259.78   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Interest Rate Swaps                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    499000 | OU      | $1484.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Futures                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       115 | NC      | $-95890.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cubic Corp Term Loan C                                              | Cubic Corp Term Loan C                                              | CUSIP: N/A<br>LEI: 6HHLXIOGCDNZ4IRAIW26       | Long             | LON              | CORP              | US        |     14000 | PA      | $8029.98      | 0.00%             | 2028-05-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cubic Corp Term Loan B                                              | Cubic Corp Term Loan B                                              | CUSIP: N/A<br>LEI: 6HHLXIOGCDNZ4IRAIW26       | Long             | LON              | CORP              | US        |     67930 | PA      | $38962.37     | 0.00%             | 2028-05-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carestream Health Inc                                               | Carestream Health Inc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17410 | NS      | $10881.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                    | DT Midstream Inc                                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7282 | NS      | $758638.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexko Global Inc Term Loan B                                        | Dexko Global Inc Term Loan B                                        | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |    216441 | PA      | $211176.88    | 0.01%             | 2028-10-04      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                               | Aeroports de Paris SA                                               | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |    141907 | NS      | $18677979.56  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Parent Inc Term Loan B                                         | Star Parent Inc Term Loan B                                         | CUSIP: N/A<br>LEI: 254900GRGCJYRMDRWT73       | Long             | LON              | CORP              | US        |    126679 | PA      | $125887.54    | 0.01%             | 2030-09-27      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Controller