# EDGAR Filing Document

**Accession Number:** 0000812015
**File Stem:** 0001752724-23-018123
**Filing Date:** 2023-1
**Character Count:** 852114
**Document Hash:** abc8d92158ef3f7eecd067cd1ad43217
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018123.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018123

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000812015
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05088
- **FILM NUMBER:** 23567727

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN PORTFOLIOS
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE PORTFOLIOS
- **DATE OF NAME CHANGE:** 19930812

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EQUITABLE FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB All Market Total Return Portfolio (Series ID: S000010512)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000029015 | Class A       | ABWAX           |
| C000029017 | Class C       | ABWCX           |
| C000029018 | Advisor Class | ABWYX           |
| C000029019 | Class R       | ABWRX           |
| C000029020 | Class K       | ABWKX           |
| C000029021 | Class I       | ABWIX           |

## Nport-Ex

**AB All Market Total Return Portfolio** 

**Consolidated Portfolio of Investments** 

**November 30, 2022 (unaudited)** 

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 57.7%** |  |  |
|  **Information Technology – 15.1%** |  |  |
|  **Communications Equipment – 0.4%** |  |  |
|  Calix, Inc.<sup>(a)</sup> | 4838 | $344949 |
|  Juniper Networks, Inc. | 3182 | 105770 |
|  Lumentum Holdings, Inc.<sup>(a)</sup> | 6152 | 337991 |
|  Sierra Wireless, Inc.<sup>(a) (b)</sup> | 37018 | 1085738 |
|  |  | 1874448 |
|  **Electronic Equipment, Instruments & Components – 1.4%** |  |  |
|  Amphenol Corp. - Class A | 28401 | 2284293 |
|  CDW Corp./DE | 19383 | 3656409 |
|  Flex Ltd.<sup>(a)</sup> | 26582 | 584272 |
|  Ibiden Co., Ltd. | 2600 | 106696 |
|  Keyence Corp. | 500 | 211566 |
|  Keysight Technologies, Inc.<sup>(a)</sup> | 1619 | 292861 |
|  |  | 7136097 |
|  **Internet Software & Services – 0.0%** |  |  |
|  Meta Platforms, Inc. - Class A<sup>(a)</sup> | 522 | 61648 |
|  **IT Services – 5.0%** |  |  |
|  Accenture PLC - Class A | 1174 | 353292 |
|  Akamai Technologies, Inc.<sup>(a)</sup> | 12955 | 1228911 |
|  Amdocs Ltd. | 885 | 78641 |
|  Automatic Data Processing, Inc. | 15223 | 4021003 |
|  Black Knight, Inc.<sup>(a)</sup> | 23621 | 1464266 |
|  Capgemini SE | 3275 | 592111 |
|  CGI, Inc.<sup>(a)</sup> | 452 | 39462 |
|  Cognizant Technology Solutions Corp. - Class A | 27760 | 1726950 |
|  Evo Payments, Inc. - Class A<sup>(a)</sup> | 4683 | 157864 |
|  Fidelity National Information Services, Inc. | 7808 | 566705 |
|  Gartner, Inc.<sup>(a)</sup> | 1229 | 430605 |
|  Genpact Ltd. | 11634 | 536444 |
|  Kyndryl Holdings, Inc.<sup>(a)</sup> | 772 | 9040 |
|  Mastercard, Inc. - Class A | 15906 | 5668899 |
|  MoneyGram International, Inc.<sup>(a)</sup> | 36136 | 394605 |
|  Otsuka Corp. | 10700 | 360140 |
|  Paychex, Inc. | 7094 | 879869 |
|  PayPal Holdings, Inc.<sup>(a)</sup> | 11477 | 899911 |
|  Switch, Inc. - Class A | 10776 | 369078 |
|  VeriSign, Inc.<sup>(a)</sup> | 5240 | 1047004 |
|  Visa, Inc. - Class A | 18928 | 4107376 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24932176 |
|  **Semiconductors & Semiconductor Equipment – 1.9%** |  |  |
|  Applied Materials, Inc. | 9123 | 999881 |
|  ASML Holding NV | 674 | 411490 |
|  Broadcom, Inc. | 2304 | 1269573 |
|  Enphase Energy, Inc.<sup>(a)</sup> | 1412 | 452673 |
|  Infineon Technologies AG | 25920 | 870665 |
|  KLA Corp. | 1947 | 765464 |
|  Lam Research Corp. | 303 | 143131 |
|  MediaTek, Inc. | 9000 | 217474 |
|  NVIDIA Corp. | 1893 | 320352 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  NXP Semiconductors NV | 2068 | $363637 |
|  ON Semiconductor Corp.<sup>(a)</sup> | 4217 | 317118 |
|  QUALCOMM, Inc. | 1612 | 190829 |
|  Silicon Motion Technology Corp. (ADR) | 10822 | 682868 |
|  STMicroelectronics NV | 3678 | 142364 |
|  Taiwan Semiconductor Manufacturing Co., Ltd. | 18000 | 289077 |
|  Teradyne, Inc. | 3512 | 328196 |
|  Texas Instruments, Inc. | 1296 | 233876 |
|  Tower Semiconductor Ltd.<sup>(a)</sup> | 28440 | 1267571 |
|  |  | 9266239 |
|  **Software – 4.7%** |  |  |
|  Adobe, Inc.<sup>(a)</sup> | 2021 | 697103 |
|  Autodesk, Inc.<sup>(a)</sup> | 2271 | 458628 |
|  Avaya Holdings Corp.<sup>(a) (b)</sup> | 2217 | 2142 |
|  Cadence Design Systems, Inc.<sup>(a)</sup> | 2699 | 464336 |
|  Constellation Software, Inc./Canada | 482 | 777033 |
|  Crowdstrike Holdings, Inc. - Class A<sup>(a)</sup> | 2859 | 336361 |
|  Dassault Systemes SE | 8992 | 335287 |
|  Dropbox, Inc. - Class A<sup>(a)</sup> | 17236 | 406080 |
|  ForgeRock, Inc. - Class A<sup>(a) (b)</sup> | 25828 | 561759 |
|  Fortinet, Inc.<sup>(a)</sup> | 7280 | 387005 |
|  Intuit, Inc. | 611 | 249037 |
|  KnowBe4, Inc. - Class A<sup>(a)</sup> | 3440 | 84934 |
|  Microsoft Corp. | 51236 | 13072354 |
|  Monitronics International, Inc. | 2239 | 560 |
|  NortonLifeLock, Inc. | 33543 | 770147 |
|  Oracle Corp. | 12555 | 1042442 |
|  Sage Group PLC (The) | 41968 | 407068 |
|  SAP SE | 3210 | 356171 |
|  ServiceNow, Inc.<sup>(a)</sup> | 1727 | 718950 |
|  VMware, Inc. - Class A<sup>(a)</sup> | 18669 | 2268097 |
|  |  | 23395494 |
|  **Technology Hardware, Storage & Peripherals – 1.7%** |  |  |
|  Apple, Inc. | 34124 | 5051376 |
|  Dell Technologies, Inc. - Class C | 5627 | 252033 |
|  NetApp, Inc. | 5643 | 381523 |
|  Ricoh Co., Ltd. | 50000 | 397173 |
|  Samsung Electronics Co., Ltd. | 44155 | 2121602 |
|  |  | 8203707 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74869809 |
|  **Health Care – 10.3%** |  |  |
|  **Biotechnology – 0.8%** |  |  |
|  AbbVie, Inc. | 8066 | 1300078 |
|  Abcam PLC<sup>(a)</sup> | 15553 | 243797 |
|  Amgen, Inc. | 1576 | 451366 |
|  AVEO Pharmaceuticals, Inc.<sup>(a)</sup> | 51575 | 771046 |
|  Genmab A/S<sup>(a)</sup> | 661 | 306304 |
|  Horizon Therapeutics PLC<sup>(a)</sup> | 864 | 86651 |
|  Incyte Corp.<sup>(a)</sup> | 1760 | 140219 |
|  Neurocrine Biosciences, Inc.<sup>(a)</sup> | 2276 | 289189 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  Regeneron Pharmaceuticals, Inc.<sup>(a)</sup> | 465 | $349540 |
|  Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | 302 | 95553 |
|  |  | 4033743 |
|  **Health Care Equipment & Supplies – 2.3%** |  |  |
|  Abbott Laboratories | 24709 | 2658194 |
|  ABIOMED, Inc.<sup>(a)</sup> | 3960 | 1496048 |
|  Alcon, Inc. | 3982 | 274597 |
|  Becton Dickinson and Co. | 1705 | 425125 |
|  Coloplast A/S - Class B | 3338 | 394608 |
|  Cooper Cos., Inc. (The) | 5327 | 1685197 |
|  Dexcom, Inc.<sup>(a)</sup> | 1304 | 151629 |
|  IDEXX Laboratories, Inc.<sup>(a)</sup> | 1042 | 443757 |
|  Insulet Corp.<sup>(a)</sup> | 467 | 139806 |
|  Koninklijke Philips NV | 43908 | 657944 |
|  Medtronic PLC | 17024 | 1345577 |
|  Meridian Bioscience, Inc.<sup>(a)</sup> | 42404 | 1356928 |
|  STERIS PLC | 2037 | 378352 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11407762 |
|  **Health Care Providers & Services – 2.4%** |  |  |
|  1Life Healthcare, Inc.<sup>(a)</sup> | 68761 | 1168249 |
|  AmerisourceBergen Corp. | 2478 | 422970 |
|  Cardinal Health, Inc. | 3594 | 288131 |
|  Centene Corp.<sup>(a)</sup> | 10610 | 923601 |
|  CVS Health Corp. | 5424 | 552597 |
|  Elevance Health, Inc. | 3676 | 1959014 |
|  Humana, Inc. | 877 | 482262 |
|  LHC Group, Inc.<sup>(a)</sup> | 9586 | 1566448 |
|  McKesson Corp. | 3127 | 1193513 |
|  Molina Healthcare, Inc.<sup>(a)</sup> | 1245 | 419279 |
|  Signify Health, Inc. - Class A<sup>(a)</sup> | 40363 | 1155189 |
|  UnitedHealth Group, Inc. | 2514 | 1377069 |
|  |  | 11508322 |
|  **Health Care Technology – 0.2%** |  |  |
|  EMIS Group PLC | 44661 | 1010884 |
|  **Life Sciences Tools & Services – 1.8%** |  |  |
|  Agilent Technologies, Inc. | 814 | 126154 |
|  Bio-Rad Laboratories, Inc. - Class A<sup>(a)</sup> | 672 | 278685 |
|  Bruker Corp. | 4072 | 274494 |
|  Danaher Corp. | 1923 | 525767 |
|  Gerresheimer AG | 3105 | 229192 |
|  ICON PLC<sup>(a)</sup> | 1365 | 294076 |
|  Illumina, Inc.<sup>(a)</sup> | 6784 | 1479455 |
|  IQVIA Holdings, Inc.<sup>(a)</sup> | 13770 | 3002135 |
|  Mettler-Toledo International, Inc.<sup>(a)</sup> | 299 | 439398 |
|  Thermo Fisher Scientific, Inc. | 3019 | 1691304 |
|  Waters Corp.<sup>(a)</sup> | 1240 | 429784 |
|  West Pharmaceutical Services, Inc. | 1115 | 261646 |
|  |  | 9032090 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Pharmaceuticals – 2.8%** |  |  |
|  Chugai Pharmaceutical Co., Ltd.<sup>(b)</sup> | 11600 | $308915 |
|  Eli Lilly & Co. | 3302 | 1225306 |
|  Jazz Pharmaceuticals PLC<sup>(a)</sup> | 345 | 54134 |
|  Johnson & Johnson | 4432 | 788896 |
|  Mallinckrodt PLC<sup>(a)</sup> | 223 | 2414 |
|  Merck & Co., Inc. | 10537 | 1160334 |
|  Novo Nordisk A/S - Class B | 14580 | 1828887 |
|  Pfizer, Inc. | 14390 | 721371 |
|  Roche Holding AG (BR) | 611 | 245447 |
|  Roche Holding AG (Genusschein) | 9280 | 3031070 |
|  Sanofi | 21610 | 1952016 |
|  Zoetis, Inc. | 16254 | 2505391 |
|  |  | 13824181 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50816982 |
|  **Financials – 8.4%** |  |  |
|  **Banks – 3.4%** |  |  |
|  ABN AMRO Bank NV<sup>(c)</sup> | 46576 | 600640 |
|  Banco Bilbao Vizcaya Argentaria SA | 74008 | 436132 |
|  Bank Leumi Le-Israel BM | 68887 | 631487 |
|  Barclays PLC | 65176 | 127489 |
|  BNP Paribas SA | 14984 | 841981 |
|  Citigroup, Inc. | 11295 | 546791 |
|  Commerzbank AG<sup>(a)</sup> | 26217 | 219596 |
|  Commonwealth Bank of Australia<sup>(b)</sup> | 7428 | 547422 |
|  DBS Group Holdings Ltd. | 14600 | 380750 |
|  Erste Group Bank AG | 13257 | 415095 |
|  First Horizon Corp. | 66748 | 1658688 |
|  HDFC Bank Ltd. (ADR) | 8540 | 602668 |
|  JPMorgan Chase & Co. | 9489 | 1311190 |
|  KBC Group NV | 2016 | 111674 |
|  KeyCorp | 4840 | 91040 |
|  Mitsubishi UFJ Financial Group, Inc. | 344200 | 1877109 |
|  National Bank of Canada | 2662 | 189842 |
|  NatWest Group PLC | 96815 | 307902 |
|  Nordea Bank Abp (Stockholm) | 43783 | 460116 |
|  Oversea-Chinese Banking Corp., Ltd. | 74000 | 682034 |
|  Royal Bank of Canada<sup>(b)</sup> | 8694 | 864649 |
|  Skandinaviska Enskilda Banken AB - Class A | 27637 | 318675 |
|  Societe Generale SA | 11272 | 283705 |
|  Standard Chartered PLC | 53993 | 402196 |
|  SVB Financial Group<sup>(a)</sup> | 806 | 186815 |
|  Toronto-Dominion Bank (The) | 7698 | 512361 |
|  Umpqua Holdings Corp. | 79907 | 1619715 |
|  Wells Fargo & Co. | 15851 | 760055 |
|  |  | 16987817 |
|  **Capital Markets – 2.7%** |  |  |
|  Ameriprise Financial, Inc. | 1314 | 436182 |
|  BlackRock, Inc. | 2096 | 1500736 |
|  Carlyle Group, Inc. (The) | 5338 | 166386 |
|  Charles Schwab Corp. (The) | 45616 | 3765145 |
|  CME Group, Inc. | 3644 | 643166 |
|  Deutsche Boerse AG | 1920 | 352847 |
|  Goldman Sachs Group, Inc. (The) | 7572 | 2923928 |
|  Houlihan Lokey, Inc. | 5723 | 562857 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  Julius Baer Group Ltd. | 20288 | $1168636 |
|  London Stock Exchange Group PLC | 2306 | 230912 |
|  Morgan Stanley | 3374 | 314018 |
|  MSCI, Inc. | 1003 | 509354 |
|  Partners Group Holding AG | 553 | 550992 |
|  Raymond James Financial, Inc. | 1186 | 138643 |
|  Singapore Exchange Ltd. | 43300 | 289824 |
|  |  | 13553626 |
|  **Consumer Finance – 0.1%** |  |  |
|  American Express Co. | 4096 | 645489 |
|  **Diversified Financial Services – 0.1%** |  |  |
|  Berkshire Hathaway, Inc. - Class B<sup>(a)</sup> | 583 | 185744 |
|  Wendel SE | 1428 | 132966 |
|  |  | 318710 |
|  **Insurance – 1.6%** |  |  |
|  Admiral Group PLC | 5401 | 132043 |
|  Aflac, Inc. | 5926 | 426257 |
|  AIA Group Ltd. | 31400 | 318855 |
|  American International Group, Inc. | 7197 | 454203 |
|  Aviva PLC | 76834 | 414847 |
|  AXA SA | 13275 | 375265 |
|  Everest Re Group Ltd. | 1205 | 407218 |
|  Fidelity National Financial, Inc. | 10016 | 404246 |
|  Gjensidige Forsikring ASA | 6086 | 117483 |
|  Japan Post Holdings Co., Ltd. | 52300 | 409936 |
|  Japan Post Insurance Co., Ltd. | 22400 | 372529 |
|  Manulife Financial Corp. | 4037 | 72718 |
|  Marsh & McLennan Cos., Inc. | 3340 | 578421 |
|  NN Group NV | 13963 | 596729 |
|  Principal Financial Group, Inc. | 4619 | 414232 |
|  Progressive Corp. (The) | 4152 | 548687 |
|  Prudential Financial, Inc. | 3867 | 417752 |
|  Sampo Oyj - Class A | 13670 | 692292 |
|  Willis Towers Watson PLC | 2732 | 672509 |
|  |  | 7826222 |
|  **Thrifts & Mortgage Finance – 0.5%** |  |  |
|  Flagstar Bancorp, Inc. | 45637 | 1713213 |
|  Home Capital Group, Inc.<sup>(b)</sup> | 15827 | 502407 |
|  |  | 2215620 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41547484 |
|  **Consumer Discretionary – 6.2%** |  |  |
|  **Auto Components – 0.6%** |  |  |
|  Aisin Corp. | 4600 | 126775 |
|  Aptiv PLC<sup>(a)</sup> | 21779 | 2323166 |
|  BorgWarner, Inc. | 9546 | 405800 |
|  Energy Technology<sup>(d) (e)</sup> | 13 | 2275 |
|  |  | 2858016 |
|  **Automobiles – 0.3%** |  |  |
|  IAA, Inc.<sup>(a)</sup> | 17471 | 652891 |
|  Tesla, Inc.<sup>(a)</sup> | 3155 | 614279 |
|  |  | 1267170 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Distributors – 0.0%** | **Distributors – 0.0%** | **Distributors – 0.0%** |
|  D'ieteren Group | 786 | $149695 |
|  **Diversified Consumer Services – 0.1%** | **Diversified Consumer Services – 0.1%** | **Diversified Consumer Services – 0.1%** |
|  Service Corp. International/US | 8617 | 615685 |
|  **Hotels, Restaurants & Leisure – 1.3%** | **Hotels, Restaurants & Leisure – 1.3%** | **Hotels, Restaurants & Leisure – 1.3%** |
|  Caesars Entertainment, Inc.<sup>(a)</sup> | 367 | 18647 |
|  Chipotle Mexican Grill, Inc.<sup>(a)</sup> | 266 | 432772 |
|  Compass Group PLC | 25941 | 591401 |
|  Domino's Pizza, Inc. | 733 | 284939 |
|  Evolution AB<sup>(c)</sup> | 3104 | 319724 |
|  Galaxy Entertainment Group Ltd. | 222800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354503 |
|  Marriott International, Inc./MD - Class A | 2759 | 456201 |
|  Sodexo SA | 4174 | 399759 |
|  Starbucks Corp. | 17241 | 1762030 |
|  Yum China Holdings, Inc. | 12258 | 675661 |
|  Yum! Brands, Inc. | 2149 | 276490 |
|  |  | 6572127 |
|  **Household Durables – 0.4%** | **Household Durables – 0.4%** | **Household Durables – 0.4%** |
|  iRobot Corp.<sup>(a)</sup> | 23035 | 1199893 |
|  Open House Group Co., Ltd. | 9300 | 394381 |
|  TopBuild Corp.<sup>(a)</sup> | 1024 | 157778 |
|  |  | 1752052 |
|  **Internet & Direct Marketing Retail – 1.4%** | **Internet & Direct Marketing Retail – 1.4%** | **Internet & Direct Marketing Retail – 1.4%** |
|  Alibaba Group Holding Ltd.<sup>(a)</sup> | 51300 | 558305 |
|  Alibaba Group Holding Ltd. (Sponsored ADR)<sup>(a)</sup> | 8555 | 749076 |
|  Amazon.com, Inc.<sup>(a)</sup> | 46568 | 4495675 |
|  Poshmark, Inc. - Class A<sup>(a)</sup> | 12030 | 214495 |
|  Prosus NV | 5802 | 379675 |
|  ZOZO, Inc. | 19100 | 482211 |
|  |  | 6879437 |
|  **Leisure Products – 0.1%** | **Leisure Products – 0.1%** | **Leisure Products – 0.1%** |
|  Bandai Namco Holdings, Inc. | 5600 | 371058 |
|  BRP, Inc. | 1841 | 137765 |
|  Carlson Travel, Inc. | 1901 | 11121 |
|  |  | 519944 |
|  **Multiline Retail – 0.1%** | **Multiline Retail – 0.1%** | **Multiline Retail – 0.1%** |
|  ATD New Holdings, Inc.<sup>(a)</sup> | 2609 | 186543 |
|  Cie Financiere Richemont SA (REG) | 3678 | 487585 |
|  |  | 674128 |
|  **Specialty Retail – 1.1%** | **Specialty Retail – 1.1%** | **Specialty Retail – 1.1%** |
|  AutoZone, Inc.<sup>(a)</sup> | 541 | 1395239 |
|  Home Depot, Inc. (The) | 2243 | 726710 |
|  O'Reilly Automotive, Inc.<sup>(a)</sup> | 835 | 721891 |
|  TJX Cos., Inc. (The) | 32286 | 2584494 |
|  |  | 5428334 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  **Textiles, Apparel & Luxury Goods – 0.8%** |  |  |  |
|  adidas AG | 603 | $| 77732 |
|  Kering SA | 1084 |  | 651307 |
|  NIKE, Inc. - Class B | 27945 |  | 3065287 |
|  Pandora A/S | 5398 |  | 410954 |
|  |  |  | 4205280 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30921868 |
|  **Industrials – 5.0%** | **Industrials – 5.0%** | **Industrials – 5.0%** | **Industrials – 5.0%** |
|  **Aerospace & Defense – 0.4%** | **Aerospace & Defense – 0.4%** | **Aerospace & Defense – 0.4%** | **Aerospace & Defense – 0.4%** |
|  Airbus SE | 4117 |  | 472613 |
|  BAE Systems PLC | 42653 |  | 422424 |
|  Dassault Aviation SA | 917 |  | 145764 |
|  Hexcel Corp. | 4974 |  | 298191 |
|  Huntington Ingalls Industries, Inc. | 1717 |  | 398276 |
|  Rheinmetall AG | 363 |  | 74188 |
|  |  |  | 1811456 |
|  **Air Freight & Logistics – 0.2%** | **Air Freight & Logistics – 0.2%** | **Air Freight & Logistics – 0.2%** | **Air Freight & Logistics – 0.2%** |
|  Atlas Air Worldwide Holdings, Inc.<sup>(a)</sup> | 6204 |  | 625177 |
|  Expeditors International of Washington, Inc. | 3657 |  | 424431 |
|  |  |  | 1049608 |
|  **Airlines – 0.3%** | **Airlines – 0.3%** | **Airlines – 0.3%** | **Airlines – 0.3%** |
|  Deutsche Lufthansa AG (REG)<sup>(a)</sup> | 49511 |  | 399161 |
|  Spirit Airlines, Inc. | 53764 |  | 1167217 |
|  |  |  | 1566378 |
|  **Building Products – 0.6%** | **Building Products – 0.6%** | **Building Products – 0.6%** | **Building Products – 0.6%** |
|  Assa Abloy AB - Class B | 11753 |  | 269489 |
|  Otis Worldwide Corp. | 31722 |  | 2477171 |
|  Owens Corning | 5770 |  | 512607 |
|  |  |  | 3259267 |
|  **Commercial Services & Supplies – 0.7%** | **Commercial Services & Supplies – 0.7%** | **Commercial Services & Supplies – 0.7%** | **Commercial Services & Supplies – 0.7%** |
|  Cintas Corp. | 949 |  | 438229 |
|  Rollins, Inc. | 9931 |  | 401610 |
|  Stericycle, Inc.<sup>(a)</sup> | 30093 |  | 1568748 |
|  Tetra Tech, Inc. | 2757 |  | 426205 |
|  TOMRA Systems ASA | 17025 |  | 326840 |
|  Waste Management, Inc. | 3495 |  | 586181 |
|  |  |  | 3747813 |
|  **Construction & Engineering – 0.1%** | **Construction & Engineering – 0.1%** | **Construction & Engineering – 0.1%** | **Construction & Engineering – 0.1%** |
|  AECOM | 3184 |  | 270640 |
|  WillScot Mobile Mini Holdings Corp.<sup>(a)</sup> | 1235 |  | 59539 |
|  |  |  | 330179 |
|  **Electrical Equipment – 0.2%** |  |  |  |
|  Eaton Corp. PLC | 5637 |  | 921368 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  **Machinery – 1.7%** |  |  |  |
|  Altra Industrial Motion Corp. | 18308 | $| 1073215 |
|  Atlas Copco AB - Class B | 13809 |  | 156777 |
|  Caterpillar, Inc. | 1554 |  | 367381 |
|  CNH Industrial NV | 25634 |  | 413139 |
|  Deere & Co. | 1446 |  | 637686 |
|  Dover Corp. | 10038 |  | 1424894 |
|  Illinois Tool Works, Inc. | 2103 |  | 478369 |
|  Parker-Hannifin Corp. | 4288 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281855 |
|  SMC Corp. | 800 |  | 365049 |
|  Snap-on, Inc. | 1712 |  | 411907 |
|  Techtronic Industries Co., Ltd. | 36700 |  | 447379 |
|  Volvo AB - Class A | 6126 |  | 116668 |
|  Volvo AB - Class B | 53670 |  | 986005 |
|  Xylem, Inc./NY | 2202 |  | 247395 |
|  |  |  | 8407719 |
|  **Marine – 0.0%** |  |  |  |
|  SITC International Holdings Co., Ltd. | 80000 |  | 177468 |
|  **Professional Services – 0.5%** | **Professional Services – 0.5%** | **Professional Services – 0.5%** | **Professional Services – 0.5%** |
|  Booz Allen Hamilton Holding Corp. | 3461 |  | 368251 |
|  Experian PLC | 868 |  | 30711 |
|  RELX PLC (Amsterdam) | 24893 |  | 702500 |
|  Robert Half International, Inc. | 5176 |  | 407765 |
|  Wolters Kluwer NV | 7359 |  | 811038 |
|  |  |  | 2320265 |
|  **Road & Rail – 0.1%** |  |  |  |
|  Canadian National Railway Co. | 4037 |  | 518269 |
|  **Trading Companies & Distributors – 0.2%** |  |  |  |
|  Toyota Tsusho Corp. | 3900 |  | 150551 |
|  United Rentals, Inc.<sup>(a)</sup> | 833 |  | 294074 |
|  WW Grainger, Inc. | 704 |  | 424554 |
|  |  |  | 869179 |
|  **Transportation Infrastructure – 0.0%** |  |  |  |
|  Atlas Corp.<sup>(b)</sup> | 2868 |  | 44081 |
|  |  |  | 25023050 |
|  **Communication Services – 3.6%** |  |  |  |
|  **Diversified Telecommunication Services – 1.3%** |  |  |  |
|  BCE, Inc. | 7012 |  | 333932 |
|  Charter Communications, Inc. - Class A<sup>(a)</sup> | 193 |  | 75519 |
|  Comcast Corp. - Class A | 57917 |  | 2122079 |
|  Deutsche Telekom AG (REG) | 12706 |  | 258475 |
|  HKT Trust & HKT Ltd. | 347000 |  | 423104 |
|  Intelsat Jackson Holdings SA<sup>(a) (d) (e)</sup> | 346 |  | 0 |
|  Intelsat SA | 1653 |  | 38639 |
|  Nippon Telegraph & Telephone Corp. | 17700 |  | 490803 |
|  Shaw Communications, Inc. - Class B | 62225 |  | 1698160 |
|  Spark New Zealand Ltd. | 121661 |  | 396628 |
|  Telstra Group Ltd. | 288194 |  | 781932 |
|  |  |  | 6619271 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Entertainment – 1.0%** | **Entertainment – 1.0%** | **Entertainment – 1.0%** |
|  Activision Blizzard, Inc. | 23295 | $1722665 |
|  Electronic Arts, Inc. | 17452 | 2282373 |
|  Live Nation Entertainment, Inc.<sup>(a)</sup> | 5648 | 410948 |
|  Ubisoft Entertainment SA<sup>(a)</sup> | 4280 | 119062 |
|  Universal Music Group NV<sup>(b)</sup> | 13693 | 325630 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860678 |
|  **Interactive Media & Services – 1.2%** | **Interactive Media & Services – 1.2%** | **Interactive Media & Services – 1.2%** |
|  Alphabet, Inc. - Class A<sup>(a)</sup> | 7090 | 716019 |
|  Alphabet, Inc. - Class C<sup>(a)</sup> | 45322 | 4597917 |
|  Auto Trader Group PLC<sup>(c)</sup> | 55566 | 383589 |
|  Kakaku.com, Inc. | 10100 | 181539 |
|  |  | 5879064 |
|  **Media – 0.1%** | **Media – 0.1%** | **Media – 0.1%** |
|  DISH Network Corp. - Class A<sup>(a)</sup> | 609 | 9775 |
|  iHeartMedia, Inc. - Class A<sup>(a)</sup> | 2453 | 19722 |
|  TEGNA, Inc. | 14345 | 283170 |
|  |  | 312667 |
|  |  | 17671680 |
|  **Consumer Staples – 3.0%** | **Consumer Staples – 3.0%** | **Consumer Staples – 3.0%** |
|  **Beverages – 1.4%** | **Beverages – 1.4%** | **Beverages – 1.4%** |
|  Asahi Group Holdings Ltd. | 65039 | 2085922 |
|  Coca-Cola Co. (The) | 36754 | 2337922 |
|  Constellation Brands, Inc. - Class A | 6977 | 1795531 |
|  Heineken Holding NV | 3400 | 257407 |
|  Keurig Dr Pepper, Inc. | 4694 | 181517 |
|  Kirin Holdings Co., Ltd.<sup>(b)</sup> | 16800 | 265198 |
|  |  | 6923497 |
|  **Food & Staples Retailing – 0.7%** | **Food & Staples Retailing – 0.7%** | **Food & Staples Retailing – 0.7%** |
|  Albertsons Cos., Inc. - Class A | 19044 | 398972 |
|  Alimentation Couche-Tard, Inc. | 3072 | 139949 |
|  Costco Wholesale Corp. | 196 | 105693 |
|  George Weston Ltd. | 1399 | 175193 |
|  Jeronimo Martins SGPS SA | 16591 | 370170 |
|  Koninklijke Ahold Delhaize NV | 30450 | 887377 |
|  Kroger Co. (The) | 6552 | 322293 |
|  Loblaw Cos., Ltd. | 2887 | 260552 |
|  Progenics Pharmaceuticals, Inc.<sup>(d) (e)</sup> | 136645 | 0 |
|  Sysco Corp. | 5092 | 440509 |
|  Walmart, Inc. | 1688 | 257285 |
|  |  | 3357993 |
|  **Food Products – 0.3%** | **Food Products – 0.3%** | **Food Products – 0.3%** |
|  Archer-Daniels-Midland Co. | 4762 | 464295 |
|  Bunge Ltd. | 3864 | 405102 |
|  Hershey Co. (The) | 1801 | 423541 |
|  Nestle SA (REG) | 873 | 103908 |
|  Salmar ASA | 4783 | 168597 |
|  |  | 1565443 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Household Products – 0.4%** | **Household Products – 0.4%** | **Household Products – 0.4%** |
|  Colgate-Palmolive Co. | 6055 | $469141 |
|  Kimberly-Clark Corp. | 783 | 106198 |
|  Procter & Gamble Co. (The) | 6598 | 984158 |
|  Southeastern Grocers, Inc.<sup>(a) (d) (e)</sup> | 8714 | 189530 |
|  |  | 1749027 |
|  **Personal Products – 0.1%** |  |  |
|  Unilever PLC (London) | 11319 | 565963 |
|  **Tobacco – 0.1%** |  |  |
|  Imperial Brands PLC | 16183 | 416244 |
|  Philip Morris International, Inc. | 2503 | 249474 |
|  |  | 665718 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14827641 |
|  **Energy – 1.9%** |  |  |
|  **Energy Equipment & Services – 0.6%** |  |  |
|  CHC Group LLC<sup>(a)</sup> | 1138 | 2 |
|  Diamond Offshore Drilling, Inc.<sup>(f)</sup> | 3643 | 34864 |
|  Halliburton Co. | 11397 | 431832 |
|  Shell PLC | 89939 | 2632137 |
|  Vantage Drilling International<sup>(a)</sup> | 250 | 4000 |
|  |  | 3102835 |
|  **Oil, Gas & Consumable Fuels – 1.3%** |  |  |
|  Battalion Oil Corp.<sup>(a)</sup> | 1 | 11 |
|  Berry Corp. | 5577 | 50249 |
|  Cenovus Energy, Inc.<sup>(b)</sup> | 20681 | 411268 |
|  Cheniere Energy, Inc. | 5260 | 922394 |
|  Chevron Corp. | 530 | 97154 |
|  Civitas Resources, Inc. | 493 | 33208 |
|  Denbury, Inc.<sup>(a)</sup> | 594 | 53317 |
|  Equinor ASA | 40786 | 1570702 |
|  Exxon Mobil Corp. | 2332 | 259645 |
|  Imperial Oil Ltd.<sup>(b)</sup> | 7062 | 401780 |
|  K201640219 South Africa Ltd. - Series A<sup>(d) (e)</sup> | 465862 | 0 |
|  K201640219 South Africa Ltd. - Series B<sup>(d) (e)</sup> | 73623 | 0 |
|  Marathon Petroleum Corp. | 3754 | 457275 |
|  Neste Oyj | 8486 | 438018 |
|  Repsol SA | 27070 | 417970 |
|  SandRidge Energy, Inc.<sup>(a)</sup> | 14 | 286 |
|  Suncor Energy, Inc.<sup>(b)</sup> | 8588 | 282383 |
|  Texas Pacific Land Corp. | 160 | 414806 |
|  Tourmaline Oil Corp. | 1020 | 62080 |
|  Valero Energy Corp. | 878 | 117318 |
|  Woodside Energy Group Ltd. | 5789 | 146199 |
|  |  | 6136063 |
|  |  | 9238898 |
|  **Materials – 1.5%** |  |  |
|  **Chemicals – 0.6%** |  |  |
|  CF Industries Holdings, Inc. | 3537 | 382668 |
|  Chr Hansen Holding A/S | 4131 | 254963 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Koninklijke DSM NV | 2206 | $| 286125 |
|  Linde PLC | 3532 |  | 1188447 |
|  Mitsubishi Chemical Group Corp. | 23100 |  | 123345 |
|  OCI NV | 9397 |  | 397813 |
|  Sumitomo Chemical Co., Ltd. | 101100 |  | 368594 |
|  |  |  | 3001955 |
|  **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** |
|  Avery Dennison Corp. | 1951 |  | 377187 |
|  Westrock Co. | 16 |  | 607 |
|  |  |  | 377794 |
|  **Metals & Mining – 0.7%** | **Metals & Mining – 0.7%** | **Metals & Mining – 0.7%** | **Metals & Mining – 0.7%** |
|  Artsonig Pty Ltd.<sup>(d) (e)</sup> | 51133 |  | 0 |
|  Fortescue Metals Group Ltd.<sup>(b)</sup> | 13332 |  | 177444 |
|  Mineral Resources Ltd. | 1221 |  | 73544 |
|  Nippon Steel Corp. | 2500 |  | 40053 |
|  Steel Dynamics, Inc. | 3931 |  | 408549 |
|  Teck Resources Ltd. – Class B | 5241 |  | 194265 |
|  Turquoise Hill Resources Ltd.<sup>(a)</sup> | 35113 |  | 1099476 |
|  Yamana Gold, Inc. | 279387 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525453 |
|  |  |  | 3518784 |
|  **Paper & Forest Products – 0.1%** | **Paper & Forest Products – 0.1%** | **Paper & Forest Products – 0.1%** | **Paper & Forest Products – 0.1%** |
|  Resolute Forest Products, Inc.<sup>(a)</sup> | 14789 |  | 312048 |
|  |  |  | 7210581 |
|  **Utilities – 1.4%** | **Utilities – 1.4%** | **Utilities – 1.4%** | **Utilities – 1.4%** |
|  **Electric Utilities – 1.0%** | **Electric Utilities – 1.0%** | **Electric Utilities – 1.0%** | **Electric Utilities – 1.0%** |
|  American Electric Power Co., Inc. | 4316 |  | 417789 |
|  Enel SpA | 31780 |  | 171446 |
|  First Trust Global Wind Energy ETF<sup>(b)</sup> | 20043 |  | 348949 |
|  Iberdrola SA | 65072 |  | 735145 |
|  NextEra Energy, Inc. | 5634 |  | 477200 |
|  NRG Energy, Inc. | 9491 |  | 402893 |
|  Orsted AS<sup>(c)</sup> | 3167 |  | 277304 |
|  PNM Resources, Inc. | 34082 |  | 1670018 |
|  Xcel Energy, Inc. | 5629 |  | 395268 |
|  |  |  | 4896012 |
|  **Gas Utilities – 0.2%** | **Gas Utilities – 0.2%** | **Gas Utilities – 0.2%** | **Gas Utilities – 0.2%** |
|  Naturgy Energy Group SA<sup>(b)</sup> | 13975 |  | 392924 |
|  South Jersey Industries, Inc. | 16897 |  | 586326 |
|  UGI Corp. | 10403 |  | 402076 |
|  |  |  | 1381326 |
|  **Multi-Utilities – 0.1%** | **Multi-Utilities – 0.1%** | **Multi-Utilities – 0.1%** | **Multi-Utilities – 0.1%** |
|  Sempra Energy | 2796 |  | 464667 |
|  **Water Utilities – 0.1%** | **Water Utilities – 0.1%** | **Water Utilities – 0.1%** | **Water Utilities – 0.1%** |
|  American Water Works Co., Inc. | 1667 |  | 252984 |
|  |  |  | 6994989 |
|  **Real Estate – 1.3%** | **Real Estate – 1.3%** | **Real Estate – 1.3%** | **Real Estate – 1.3%** |
|  **Equity Real Estate Investment Trusts (REITs) – 1.0%** | **Equity Real Estate Investment Trusts (REITs) – 1.0%** | **Equity Real Estate Investment Trusts (REITs) – 1.0%** | **Equity Real Estate Investment Trusts (REITs) – 1.0%** |
|  American Tower Corp. | 9992 |  | 2210730 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | | **Shares** | **U.S. $ Value** |
|  Extra Space Storage, Inc. |  | 1177 | $189132 |
|  Host Hotels & Resorts, Inc. |  | 7343 | 139076 |
|  Iron Mountain, Inc. |  | 4132 | 224492 |
|  Link REIT |  | 24700 | 166844 |
|  Medical Properties Trust, Inc.<sup>(b)</sup> |  | 11653 | 152887 |
|  Nippon Building Fund, Inc. |  | 39 | 181917 |
|  Public Storage |  | 77 | 22943 |
|  Simon Property Group, Inc. |  | 3675 | 438942 |
|  Stockland |  | 46377 | 121084 |
|  STORE Capital Corp. |  | 17753 | 566321 |
|  Summit Industrial Income REIT |  | 27410 | 459499 |
|  Weyerhaeuser Co. |  | 12825 | 419506 |
|  |  |  | 5293373 |
|  **Real Estate Management & Development – 0.3%** |  |  |  |
|  CBRE Group, Inc. - Class A<sup>(a)</sup> |  | 17452 | 1389179 |
|  |  |  | 6682552 |
|  Total Common Stocks <br>(cost $255,788,934) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285805534 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **CORPORATES – NON-INVESTMENT GRADE – 5.7%** |  |  |  |
|  **Industrial – 5.0%** |  |  |  |
|  **Basic – 0.3%** |  |  |  |
|  Arconic Corp. <br>6.125%, 02/15/2028<sup>(c)</sup> | U.S.$| 33 | 30974 |
|  ASP Unifrax Holdings, Inc.<br>5.25%, 09/30/2028<sup>(c)</sup> |  | 58 | 47915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/30/2029<sup>(c)</sup> |  | 16 | 10697 |
|  Big River Steel LLC/BRS Finance Corp. <br>6.625%, 01/31/2029<sup>(c)</sup> |  | 102 | 99138 |
|  Cleveland-Cliffs, Inc.<br>4.625%, 03/01/2029<sup>(b) (c)</sup> |  | 25 | 21935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/2026<sup>(c)</sup> |  | 12 | 12077 |
|  Crown Americas LLC/Crown Americas Capital Corp. VI <br>4.75%, 02/01/2026 |  | 20 | 19357 |
|  CVR Partners LP/CVR Nitrogen Finance Corp. <br>6.125%, 06/15/2028<sup>(c)</sup> |  | 64 | 57811 |
|  Element Solutions, Inc. <br>3.875%, 09/01/2028<sup>(c)</sup> |  | 91 | 77857 |
|  ERP Iron Ore, LLC <br>1.00%, 12/31/2019<sup>(a) (d) (e) (g) (h)</sup> |  | 12 | 8102 |
|  FMG Resources (August 2006) Pty Ltd.<br>4.50%, 09/15/2027<sup>(c)</sup> |  | 36 | 33128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/15/2032<sup>(c)</sup> |  | 166 | 152295 |
|  Glatfelter Corp. <br>4.75%, 11/15/2029<sup>(c)</sup> |  | 32 | 20877 |
|  Graham Packaging Co., Inc. <br>7.125%, 08/15/2028<sup>(c)</sup> |  | 28 | 23793 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Illuminate Buyer LLC/Illuminate Holdings IV, Inc. <br>9.00%, 07/01/2028<sup>(c)</sup> | U.S.$| 11 | $| 9124 |
|  INEOS Quattro Finance 1 PLC <br>3.75%, 07/15/2026<sup>(c)</sup> | EUR | 149 |  | 131856 |
|  Intelligent Packaging Holdco Issuer LP <br>9.00% (9.00% Cash or 9.75% PIK), 01/15/2026<sup>(c) (h)</sup> | U.S.$| 52 |  | 36625 |
|  Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC <br>6.00%, 09/15/2028<sup>(c)</sup> |  | 123 |  | 100091 |
|  Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018<sup>(a) (d) (e) (f) (g)</sup> |  | 146 |  | 0 |
|  Mercer International, Inc. <br>5.125%, 02/01/2029 |  | 93 |  | 79832 |
|  Valvoline, Inc. <br>4.25%, 02/15/2030<sup>(c)</sup> |  | 152 |  | 147863 |
|  Vibrantz Technologies, Inc. <br>9.00%, 02/15/2030<sup>(c)</sup> |  | 234 |  | 175523 |
|  WR Grace Holdings LLC <br>4.875%, 06/15/2027<sup>(c)</sup> |  | 59 |  | 52860 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349730 |
|  **Capital Goods – 0.4%** | **Capital Goods – 0.4%** | **Capital Goods – 0.4%** | **Capital Goods – 0.4%** | **Capital Goods – 0.4%** |
|  ARD Finance SA <br>5.00% (5.00% Cash or 5.75% PIK), 06/30/2027<sup>(c) (h)</sup> | EUR | 202 |  | 147690 |
|  Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. <br>2.125%, 08/15/2026<sup>(c)</sup> |  | 218 |  | 193204 |
|  Clean Harbors, Inc. <br>4.875%, 07/15/2027<sup>(c)</sup> | U.S.$| 3 |  | 2823 |
|  Eco Material Technologies, Inc. <br>7.875%, 01/31/2027<sup>(c)</sup> |  | 121 |  | 115118 |
|  Energizer Holdings, Inc. <br>4.75%, 06/15/2028<sup>(c)</sup> |  | 33 |  | 28933 |
|  EnerSys <br>4.375%, 12/15/2027<sup>(c)</sup> |  | 100 |  | 89196 |
|  Gates Global LLC/Gates Corp. <br>6.25%, 01/15/2026<sup>(c)</sup> |  | 130 |  | 125347 |
|  GFL Environmental, Inc. <br>5.125%, 12/15/2026<sup>(c)</sup> |  | 15 |  | 14439 |
|  Granite US Holdings Corp. <br>11.00%, 10/01/2027<sup>(b) (c)</sup> |  | 54 |  | 56364 |
|  Harsco Corp. <br>5.75%, 07/31/2027<sup>(c)</sup> |  | 122 |  | 98686 |
|  JELD-WEN, Inc. <br>4.625%, 12/15/2025<sup>(c)</sup> |  | 17 |  | 14407 |
|  LSB Industries, Inc. <br>6.25%, 10/15/2028<sup>(c)</sup> |  | 23 |  | 21478 |
|  Madison IAQ LLC <br>5.875%, 06/30/2029<sup>(c)</sup> |  | 207 |  | 151890 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Moog, Inc. <br>4.25%, 12/15/2027<sup>(c)</sup> | U.S.$| 42 | $38058 |
|  SPX FLOW, Inc. <br>8.75%, 04/01/2030<sup>(c)</sup> |  | 103 | 85237 |
|  Stevens Holding Co., Inc. <br>6.125%, 10/01/2026<sup>(c)</sup> |  | 18 | 18079 |
|  Summit Materials LLC/Summit Materials Finance Corp. <br>5.25%, 01/15/2029<sup>(c)</sup> |  | 34 | 31387 |
|  TK Elevator Midco GmbH <br>4.375%, 07/15/2027<sup>(c)</sup> | EUR | 201 | 184212 |
|  TransDigm UK Holdings PLC <br>6.875%, 05/15/2026 | U.S.$| 265 | 261205 |
|  TransDigm, Inc. <br>6.25%, 03/15/2026<sup>(c)</sup> |  | 47 | 46726 |
|  Triumph Group, Inc.<br>6.25%, 09/15/2024<sup>(c)</sup> |  | 37 | 35176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/15/2025<sup>(b)</sup> |  | 42 | 36374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 06/01/2024<sup>(c)</sup> |  | 51 | 52511 |
|  WESCO Distribution, Inc. <br>7.25%, 06/15/2028<sup>(c)</sup> |  | 53 | 53720 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902260 |
|  **Communications - Media – 0.6%** |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>6.50%, 11/15/2028<sup>(c)</sup> |  | 113 | 88503 |
|  Altice Financing SA <br>5.75%, 08/15/2029<sup>(c)</sup> |  | 279 | 228043 |
|  AMC Networks, Inc. <br>4.25%, 02/15/2029 |  | 181 | 134899 |
|  Arches Buyer, Inc. <br>6.125%, 12/01/2028<sup>(b) (c)</sup> |  | 39 | 31466 |
|  Banijay Entertainment SASU <br>3.50%, 03/01/2025<sup>(c)</sup> | EUR | 150 | 148206 |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.25%, 01/15/2034<sup>(c)</sup> | U.S.$| 111 | 86430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030<sup>(c)</sup> |  | 105 | 88460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/2032<sup>(c)</sup> |  | 88 | 73545 |
|  Clear Channel Outdoor Holdings, Inc. <br>5.125%, 08/15/2027<sup>(c)</sup> |  | 25 | 21732 |
|  CSC Holdings LLC <br>3.375%, 02/15/2031<sup>(c)</sup> |  | 200 | 144186 |
|  DISH DBS Corp.<br>5.125%, 06/01/2029 |  | 53 | 34860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/01/2026<sup>(c)</sup> |  | 135 | 115881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(c)</sup> |  | 94 | 76599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 07/01/2028 |  | 98 | 72275 |
|  DISH Network Corp. <br>3.375%, 08/15/2026<sup>(i)</sup> |  | 56 | 36260 |
|  Gray Escrow II, Inc. <br>5.375%, 11/15/2031<sup>(c)</sup> |  | 129 | 98402 |

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---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  iHeartCommunications, Inc.<br>4.75%, 01/15/2028<sup>(c)</sup> | U.S.$| 35 | $30160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/01/2026 |  | 22 | 20820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 05/01/2027<sup>(b)</sup> |  | 137 | 121421 |
|  Lamar Media Corp. <br>4.875%, 01/15/2029 |  | 4 | 3720 |
|  McGraw-Hill Education, Inc.<br>5.75%, 08/01/2028<sup>(c)</sup> |  | 139 | 123504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 08/01/2029<sup>(c)</sup> |  | 93 | 78828 |
|  National CineMedia LLC<br>5.75%, 08/15/2026 |  | 33 | 3439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 04/15/2028<sup>(c)</sup> |  | 67 | 23954 |
|  Outfront Media Capital LLC/Outfront Media Capital Corp. <br>4.625%, 03/15/2030<sup>(c)</sup> |  | 61 | 51482 |
|  Sinclair Television Group, Inc.<br>5.125%, 02/15/2027<sup>(b) (c)</sup> |  | 150 | 125714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/2030<sup>(c)</sup> |  | 107 | 81884 |
|  Sirius XM Radio, Inc.<br>3.875%, 09/01/2031<sup>(c)</sup> |  | 116 | 94799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/2028<sup>(c)</sup> |  | 292 | 258043 |
|  Summer BC Holdco B SARL <br>5.75%, 10/31/2026<sup>(c)</sup> | EUR | 150 | 138689 |
|  TEGNA, Inc.<br>4.75%, 03/15/2026<sup>(c)</sup> | U.S.$| 35 | 34300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/2029 |  | 110 | 103223 |
|  Univision Communications, Inc.<br>6.625%, 06/01/2027<sup>(c)</sup> |  | 144 | 141173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 06/30/2030<sup>(c)</sup> |  | 25 | 24948 |
|  Urban One, Inc. <br>7.375%, 02/01/2028<sup>(c)</sup> |  | 203 | 171971 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3111819 |
|  **Communications - Telecommunications – 0.3%** |  |  |  |
|  Connect Finco SARL/Connect US Finco LLC <br>6.75%, 10/01/2026<sup>(c)</sup> |  | 200 | 188904 |
|  Consolidated Communications, Inc.<br>5.00%, 10/01/2028<sup>(c)</sup> |  | 25 | 18989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2028<sup>(c)</sup> |  | 164 | 134921 |
|  Embarq Corp. <br>7.995%, 06/01/2036 |  | 180 | 76482 |
|  Frontier Communications Holdings LLC <br>5.875%, 10/15/2027<sup>(c)</sup> |  | 65 | 61840 |
|  Intelsat Jackson Holdings SA <br>5.50%, 08/01/2023<sup>(a) (d) (e)</sup> |  | 177 | 0 |
|  Kaixo Bondco Telecom SA <br>5.125%, 09/30/2029<sup>(c)</sup> | EUR | 100 | 89074 |
|  Level 3 Financing, Inc.<br>4.25%, 07/01/2028<sup>(c)</sup> | U.S.$| 25 | 19803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 09/15/2027<sup>(c)</sup> |  | 67 | 56823 |
|  Telecom Italia Capital SA <br>7.20%, 07/18/2036 |  | 105 | 87085 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  United Group BV<br>3.625%, 02/15/2028<sup>(c)</sup> | EUR | 108 | $85425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/2027<sup>(c)</sup> |  | 109 | 87930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/15/2028<sup>(c)</sup> |  | 291 | 230288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(c)</sup> |  | 185 | 143840 |
|  Vmed O2 UK Financing I PLC <br>4.75%, 07/15/2031<sup>(c)</sup> | U.S.$| 200 | 163884 |
|  |  |  | 1445288 |
|  **Consumer Cyclical - Automotive – 0.4%** |  |  |  |
|  Allison Transmission, Inc. <br>5.875%, 06/01/2029<sup>(c)</sup> |  | 60 | 57107 |
|  Clarios Global LP/Clarios US Finance Co. <br>6.25%, 05/15/2026<sup>(c)</sup> |  | 69 | 68229 |
|  Dana, Inc.<br>5.375%, 11/15/2027 |  | 11 | 10126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2028 |  | 17 | 15639 |
|  Dealer Tire LLC/DT Issuer LLC <br>8.00%, 02/01/2028<sup>(c)</sup> |  | 169 | 145291 |
|  Exide Technologies<br>(Exchange Priority)<br>11.00%, 10/31/2024<sup>(a) (d) (e) (f)</sup> |  | 59 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; (First Lien)<br>11.00%, 10/31/2024<sup>(a) (d) (e) (f)</sup> |  | 24 | 0 |
|  Faurecia SE <br>2.75%, 02/15/2027<sup>(c)</sup> | EUR | 219 | 197493 |
|  Ford Motor Co. <br>6.10%, 08/19/2032 | U.S.$| 284 | 272572 |
|  Goodyear Tire & Rubber Co. (The)<br>5.00%, 07/15/2029<sup>(b)</sup> |  | 42 | 36322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/2031 |  | 39 | 33408 |
|  IHO Verwaltungs GmbH <br>3.625% (3.625% Cash or 4.375% PIK), 05/15/2025<sup>(c) (h)</sup> | EUR | 100 | 97611 |
|  Jaguar Land Rover Automotive PLC<br>5.875%, 11/15/2024<sup>(c)</sup> |  | 153 | 153979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 01/15/2028<sup>(c)</sup> | U.S.$| 200 | 154146 |
|  Mclaren Finance PLC <br>7.50%, 08/01/2026<sup>(c)</sup> |  | 200 | 162500 |
|  PM General Purchaser LLC <br>9.50%, 10/01/2028<sup>(c)</sup> |  | 103 | 90094 |
|  Real Hero Merger Sub 2, Inc. <br>6.25%, 02/01/2029<sup>(c)</sup> |  | 163 | 112512 |
|  Titan International, Inc. <br>7.00%, 04/30/2028 |  | 108 | 102602 |
|  ZF North America Capital, Inc. <br>4.75%, 04/29/2025<sup>(c)</sup> |  | 161 | 153956 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863587 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Entertainment – 0.2%** |  |  |  |
|  Carnival Corp.<br>4.00%, 08/01/2028<sup>(c)</sup> | U.S.$| 58 | $48269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(c)</sup> |  | 112 | 83279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.875%, 08/01/2027<sup>(c)</sup> |  | 60 | 58579 |
|  Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Op <br>5.50%, 05/01/2025<sup>(c)</sup> |  | 179 | 178397 |
|  Lindblad Expeditions LLC <br>6.75%, 02/15/2027<sup>(c)</sup> |  | 37 | 34229 |
|  Mattel, Inc. <br>5.875%, 12/15/2027<sup>(c)</sup> |  | 15 | 14659 |
|  NCL Corp., Ltd. <br>5.875%, 03/15/2026<sup>(c)</sup> |  | 123 | 101709 |
|  Royal Caribbean Cruises Ltd.<br>5.375%, 07/15/2027<sup>(c)</sup> |  | 112 | 92957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/31/2026<sup>(c)</sup> |  | 90 | 78052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2028<sup>(c)</sup> |  | 93 | 76097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 01/15/2029<sup>(c)</sup> |  | 83 | 84991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 06/01/2025<sup>(c)</sup> |  | 134 | 143641 |
|  SeaWorld Parks & Entertainment, Inc. <br>8.75%, 05/01/2025<sup>(c)</sup> |  | 93 | 95272 |
|  Six Flags Entertainment Corp. <br>4.875%, 07/31/2024<sup>(c)</sup> |  | 30 | 29171 |
|  Vail Resorts, Inc. <br>6.25%, 05/15/2025<sup>(c)</sup> |  | 25 | 25098 |
|  Viking Cruises Ltd.<br>5.875%, 09/15/2027<sup>(c)</sup> |  | 129 | 108179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(b) (c)</sup> |  | 34 | 28984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13.00%, 05/15/2025<sup>(c)</sup> |  | 35 | 37202 |
|  VOC Escrow Ltd. <br>5.00%, 02/15/2028<sup>(c)</sup> |  | 3 | 2585 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321350 |
|  **Consumer Cyclical - Other – 0.4%** |  |  |  |
|  Adams Homes, Inc. <br>7.50%, 02/15/2025<sup>(c)</sup> |  | 63 | 52557 |
|  Beazer Homes USA, Inc. <br>6.75%, 03/15/2025 |  | 46 | 44071 |
|  Brookfield Residential Properties, Inc./Brookfield Residential US LLC<br>4.875%, 02/15/2030<sup>(c)</sup> |  | 113 | 89063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/15/2027<sup>(c)</sup> |  | 3 | 2680 |
|  Builders FirstSource, Inc. <br>6.375%, 06/15/2032<sup>(c)</sup> |  | 100 | 92685 |
|  Caesars Entertainment, Inc. <br>6.25%, 07/01/2025<sup>(c)</sup> |  | 102 | 100641 |
|  CP Atlas Buyer, Inc. <br>7.00%, 12/01/2028<sup>(b) (c)</sup> |  | 44 | 32189 |
|  Empire Communities Corp. <br>7.00%, 12/15/2025<sup>(c)</sup> |  | 7 | 6171 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Everi Holdings, Inc. <br>5.00%, 07/15/2029<sup>(c)</sup> | U.S.$| 18 | $15667 |
|  Five Point Operating Co. LP/Five Point Capital Corp. <br>7.875%, 11/15/2025<sup>(c)</sup> |  | 173 | 147105 |
|  Hilton Domestic Operating Co., Inc.<br>3.625%, 02/15/2032<sup>(c)</sup> |  | 89 | 73260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/01/2025<sup>(c)</sup> |  | 21 | 20853 |
|  5.75%, 05/01/2028<sup>(c)</sup> |  | 22 | 21557 |
|  Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc<br>4.875%, 07/01/2031<sup>(c)</sup> |  | 72 | 59366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2029<sup>(c)</sup> |  | 66 | 57168 |
|  Installed Building Products, Inc. <br>5.75%, 02/01/2028<sup>(c)</sup> |  | 31 | 27171 |
|  Marriott Ownership Resorts, Inc. <br>6.125%, 09/15/2025<sup>(c)</sup> |  | 19 | 18864 |
|  Mattamy Group Corp. <br>4.625%, 03/01/2030<sup>(c)</sup> |  | 88 | 72626 |
|  Premier Entertainment Sub LLC/Premier Entertainment Finance Corp. <br>5.625%, 09/01/2029<sup>(b) (c)</sup> |  | 17 | 13602 |
|  Shea Homes LP / Shea Homes Funding Corp.<br>4.75%, 02/15/2028 |  | 55 | 47489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/2029 |  | 87 | 72200 |
|  Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. <br>5.875%, 05/15/2025<sup>(c)</sup> |  | 197 | 185562 |
|  Taylor Morrison Communities, Inc.<br>5.75%, 01/15/2028<sup>(c)</sup> |  | 69 | 64503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/15/2027<sup>(c)</sup> |  | 3 | 2874 |
|  Taylor Morrison Communities, Inc./Taylor Morrison Holdings II, Inc. <br>5.625%, 03/01/2024<sup>(c)</sup> |  | 183 | 180926 |
|  Travel + Leisure Co.<br>4.50%, 12/01/2029<sup>(c)</sup> |  | 126 | 102892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/2030<sup>(c)</sup> |  | 94 | 76853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 07/31/2026<sup>(c)</sup> |  | 143 | 140343 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. <br>5.25%, 05/15/2027<sup>(b) (c)</sup> |  | 93 | 86140 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907078 |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc. <br>5.75%, 04/15/2025<sup>(c)</sup> |  | 53 | 52941 |
|  **Consumer Cyclical - Retailers – 0.4%** |  |  |  |
|  Arko Corp. <br>5.125%, 11/15/2029<sup>(c)</sup> |  | 46 | 36939 |
|  Asbury Automotive Group, Inc.<br>4.625%, 11/15/2029<sup>(c)</sup> |  | 60 | 52347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2032<sup>(c)</sup> |  | 24 | 20296 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Bath & Body Works, Inc.<br>5.25%, 02/01/2028 | U.S.$| 13 | $12058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 10/01/2030<sup>(c)</sup> |  | 129 | 120923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/01/2036 |  | 58 | 50931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/2035 |  | 131 | 118535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/01/2033 |  | 69 | 59881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/15/2029<sup>(b)</sup> |  | 13 | 13041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 07/01/2025<sup>(c)</sup> |  | 32 | 33814 |
|  BCPE Ulysses Intermediate, Inc. <br>7.75% (7.75% Cash or 8.50% PIK), 04/01/2027<sup>(c) (h)</sup> |  | 48 | 31668 |
|  Carvana Co.<br>5.50%, 04/15/2027<sup>(c)</sup> |  | 14 | 5041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/01/2028<sup>(c)</sup> |  | 37 | 12971 |
|  Dufry One BV <br>2.50%, 10/15/2024<sup>(c)</sup> | EUR | 143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144946 |
|  Edcon Ltd. <br>0.01%, 06/25/2023<sup>(e)</sup> | ZAR | 2 | 0 |
|  FirstCash, Inc.<br>4.625%, 09/01/2028<sup>(c)</sup> | U.S.$| 22 | 19458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 01/01/2030<sup>(c)</sup> |  | 93 | 84555 |
|  Foundation Building Materials, Inc. <br>6.00%, 03/01/2029<sup>(c)</sup> |  | 24 | 17981 |
|  Kontoor Brands, Inc. <br>4.125%, 11/15/2029<sup>(c)</sup> |  | 90 | 74420 |
|  LBM Acquisition LLC <br>6.25%, 01/15/2029<sup>(c)</sup> |  | 20 | 13745 |
|  Michaels Cos, Inc. (The) <br>7.875%, 05/01/2029<sup>(c)</sup> |  | 144 | 85127 |
|  Murphy Oil USA, Inc. <br>5.625%, 05/01/2027 |  | 6 | 5471 |
|  NMG Holding Co., Inc./Neiman Marcus Group LLC <br>7.125%, 04/01/2026<sup>(c)</sup> |  | 60 | 57733 |
|  PetSmart, Inc./PetSmart Finance Corp. <br>7.75%, 02/15/2029<sup>(c)</sup> |  | 271 | 252312 |
|  Rite Aid Corp.<br>7.50%, 07/01/2025<sup>(c)</sup> |  | 105 | 77709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2026<sup>(c)</sup> |  | 109 | 67128 |
|  Specialty Building Products Holdings LLC/SBP Finance Corp. <br>6.375%, 09/30/2026<sup>(c)</sup> |  | 90 | 75309 |
|  SRS Distribution, Inc. <br>6.125%, 07/01/2029<sup>(c)</sup> |  | 29 | 24067 |
|  Staples, Inc. <br>7.50%, 04/15/2026<sup>(c)</sup> |  | 228 | 203358 |
|  TPro Acquisition Corp. <br>11.00%, 10/15/2024<sup>(c)</sup> |  | 36 | 35981 |
|  White Cap Buyer LLC <br>6.875%, 10/15/2028<sup>(c)</sup> |  | 151 | 130700 |
|  White Cap Parent LLC <br>8.25%, 03/15/2026<sup>(c) (h)</sup> |  | 29 | 24894 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963339 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Consumer Non-Cyclical – 0.4%** |  |  |  |
|  Acadia Healthcare Co., Inc. <br>5.50%, 07/01/2028<sup>(c)</sup> | U.S.$| 88 | $82916 |
|  AdaptHealth LLC <br>6.125%, 08/01/2028<sup>(c)</sup> |  | 25 | 23077 |
|  AHP Health Partners, Inc. <br>5.75%, 07/15/2029<sup>(c)</sup> |  | 83 | 65782 |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC <br>3.25%, 03/15/2026<sup>(c)</sup> |  | 184 | 166982 |
|  Bausch Health Cos., Inc.<br>4.875%, 06/01/2028<sup>(c)</sup> |  | 173 | 105992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/15/2029<sup>(c)</sup> |  | 7 | 2959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 05/30/2029<sup>(c)</sup> |  | 48 | 20294 |
|  CD&R Smokey Buyer, Inc. <br>6.75%, 07/15/2025<sup>(c)</sup> |  | 8 | 7150 |
|  CHS/Community Health Systems, Inc.<br>4.75%, 02/15/2031<sup>(c)</sup> |  | 27 | 19828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/2030<sup>(c)</sup> |  | 91 | 46424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/15/2029<sup>(c)</sup> |  | 205 | 109612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/01/2028<sup>(c)</sup> |  | 53 | 25462 |
|  Darling Ingredients, Inc. <br>6.00%, 06/15/2030<sup>(c)</sup> |  | 47 | 46045 |
|  DaVita, Inc. <br>3.75%, 02/15/203<sup>(c)</sup> |  | 45 | 33048 |
|  Emergent BioSolutions, Inc. <br>3.875%, 08/15/2028<sup>(c)</sup> |  | 13 | 5850 |
|  Garden Spinco Corp. <br>8.625%, 07/20/2030<sup>(c)</sup> |  | 71 | 75867 |
|  Global Medical Response, Inc. <br>6.50%, 10/01/2025<sup>(c)</sup> |  | 103 | 77729 |
|  Grifols Escrow Issuer SA <br>4.75%, 10/15/2028<sup>(c)</sup> |  | 200 | 167306 |
|  Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc. <br>7.00%, 12/31/2027<sup>(c)</sup> |  | 132 | 109652 |
|  Legacy LifePoint Health LLC <br>4.375%, 02/15/2027<sup>(c)</sup> |  | 67 | 56128 |
|  Mallinckrodt International Finance SA/Mallinckrodt CB LLC <br>10.00%, 06/15/2029<sup>(c)</sup> |  | 6 | 3110 |
|  Medline Borrower LP<br>3.875%, 04/01/2029<sup>(c)</sup> |  | 93 | 79942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/2029<sup>(c)</sup> |  | 167 | 136138 |
|  ModivCare Escrow Issuer, Inc. <br>5.00%, 10/01/2029<sup>(c)</sup> |  | 17 | 14294 |
|  ModivCare, Inc. <br>5.875%, 11/15/2025<sup>(c)</sup> |  | 17 | 15724 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Option Care Health, Inc. <br>4.375%, 10/31/2029<sup>(c)</sup> | U.S.$| 85 | $72468 |
|  Post Holdings, Inc. <br>5.50%, 12/15/2029<sup>(c)</sup> |  | 131 | 120420 |
|  RP Escrow Issuer LLC <br>5.25%, 12/15/2025<sup>(c)</sup> |  | 45 | 37696 |
|  Spectrum Brands, Inc.<br>3.875%, 03/15/2031<sup>(c)</sup> |  | 175 | 133044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2025 |  | 2 | 1976 |
|  Tenet Healthcare Corp.<br>6.125%, 10/01/2028<sup>(c)</sup> |  | 65 | 57336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/15/2030<sup>(c)</sup> |  | 39 | 36969 |
|  Triton Water Holdings, Inc. <br>6.25%, 04/01/2029 <sup>(c)</sup> |  | 65 | 50622 |
|  US Acute Care Solutions LLC <br>6.375%, 03/01/2026<sup>(c)</sup> |  | 59 | 53531 |
|  US Renal Care, Inc. <br>10.625%, 07/15/2027<sup>(c)</sup> |  | 66 | 26452 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2087825 |
|  **Energy – 0.6%** |  |  |  |
|  Berry Petroleum Co. LLC <br>7.00%, 02/15/2026<sup>(c)</sup> |  | 58 | 54855 |
|  Blue Racer Midstream LLC/Blue Racer Finance Corp. <br>7.625%, 12/15/2025<sup>(c)</sup> |  | 37 | 37332 |
|  Callon Petroleum Co. <br>8.25%, 07/15/2025 |  | 169 | 168630 |
|  Citgo Holding, Inc. <br>9.25%, 08/01/2024<sup>(c)</sup> |  | 50 | 50250 |
|  CITGO Petroleum Corp.<br>6.375%, 06/15/2026<sup>(c)</sup> |  | 43 | 42206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/2025<sup>(c)</sup> |  | 152 | 149854 |
|  Civitas Resources, Inc. <br>5.00%, 10/15/2026<sup>(c)</sup> |  | 23 | 21186 |
|  CNX Resources Corp.<br>6.00%, 01/15/2029<sup>(c)</sup> |  | 47 | 44209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/14/2027<sup>(c)</sup> |  | 2 | 1993 |
|  Comstock Resources, Inc. <br>6.75%, 03/01/2029<sup>(c)</sup> |  | 36 | 34839 |
|  Crescent Energy Finance LLC <br>7.25%, 05/01/2026<sup>(c)</sup> |  | 56 | 54056 |
|  Diamond Foreign Asset Co./Diamond Finance LLC <br>13.00% (9.00% Cash or 13.00% PIK), 04/22/2027<sup>(h)</sup> |  | 26 | 23818 |
|  Encino Acquisition Partners Holdings LLC <br>8.50%, 05/01/2028<sup>(c)</sup> |  | 90 | 86341 |
|  EnLink Midstream LLC <br>5.625%, 01/15/2028<sup>(c)</sup> |  | 74 | 71726 |
|  EnLink Midstream Partners LP<br>4.15%, 06/01/2025 |  | 72 | 68802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/01/2045 |  | 49 | 37253 |

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------

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/2047 | U.S.$| 39 | $31654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/2044 |  | 10 | 8310 |
|  EQM Midstream Partners LP<br>4.50%, 01/15/2029<sup>(c)</sup> |  | 73 | 64124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2031<sup>(c)</sup> |  | 70 | 59641 |
|  Genesis Energy LP/Genesis Energy Finance Corp.<br>5.625%, 06/15/2024 |  | 51 | 49551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/2026 |  | 47 | 43805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2025 |  | 21 | 20256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/2028 |  | 84 | 80153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/15/2027 |  | 38 | 36419 |
|  Global Partners LP/GLP Finance Corp.<br>6.875%, 01/15/2029 |  | 38 | 34309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 08/01/2027 |  | 43 | 40832 |
|  Gulfport Energy Corp.<br>6.00%, 10/15/2024<sup>(a)</sup> |  | 62 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/2025<sup>(a)</sup> |  | 71 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/15/2026<sup>(a)</sup> |  | 208 | 260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/01/2023<sup>(a)</sup> |  | 12 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 05/17/2026<sup>(c)</sup> |  | 53 | 52678 |
|  Hess Midstream Operations LP <br>4.25%, 02/15/2030<sup>(c)</sup> |  | 14 | 12023 |
|  Hilcorp Energy I LP/Hilcorp Finance Co.<br>5.75%, 02/01/2029<sup>(c)</sup> |  | 21 | 19270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/2031<sup>(c)</sup> |  | 30 | 27550 |
|  ITT Holdings LLC <br>6.50%, 08/01/2029<sup>(c)</sup> |  | 145 | 124520 |
|  Murphy Oil Corp. <br>6.125%, 12/01/2042 |  | 51 | 39624 |
|  Nabors Industries Ltd.<br>7.25%, 01/15/2026<sup>(c)</sup> |  | 43 | 41310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(c)</sup> |  | 117 | 106944 |
|  New Fortress Energy, Inc. <br>6.75%, 09/15/2025<sup>(c)</sup> |  | 102 | 99574 |
|  NGL Energy Operating LLC/NGL Energy Finance Corp. <br>7.50%, 02/01/2026<sup>(c)</sup> |  | 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134450 |
|  Occidental Petroleum Corp.<br>5.50%, 12/01/2025 |  | 12 | 11970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/01/2025 |  | 22 | 22209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 01/01/2031 |  | 15 | 15226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 07/15/2027 |  | 26 | 28325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 07/15/2030 |  | 26 | 29757 |
|  PDC Energy, Inc. <br>5.75%, 05/15/2026 |  | 163 | 155737 |
|  Southwestern Energy Co. <br>5.375%, 02/01/2029 |  | 78 | 73648 |
|  Summit Midstream Holdings LLC/Summit Midstream Finance Corp. <br>8.50%, 10/15/2026<sup>(c)</sup> |  | 61 | 58720 |
|  Sunnova Energy Corp. <br>5.875%, 09/01/2026<sup>(c)</sup> |  | 30 | 26844 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Sunoco LP/Sunoco Finance Corp.<br>5.875%, 03/15/2028 | U.S.$| 129 | $123899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/15/2027 |  | 4 | 3961 |
|  Talos Production, Inc. <br>12.00%, 01/15/2026 |  | 29 | 30568 |
|  Transocean Phoenix 2 Ltd. <br>7.75%, 10/15/2024<sup>(c)</sup> |  | 60 | 60018 |
|  Transocean Pontus Ltd. <br>6.125%, 08/01/2025<sup>(c)</sup> |  | 36 | 35425 |
|  Transocean Sentry Ltd. <br>5.375%, 05/15/2023<sup>(c)</sup> |  | 99 | 98273 |
|  Transocean, Inc. <br>6.80%, 03/15/2038 |  | 1 | 524 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849892 |
|  **Other Industrial – 0.0%** |  |  |  |
|  Interface, Inc. <br>5.50%, 12/01/2028<sup>(c)</sup> |  | 22 | 17894 |
|  **Services – 0.5%** |  |  |  |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp.<br>6.625%, 07/15/2026<sup>(c)</sup> |  | 31 | 29460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/2027<sup>(c)</sup> |  | 206 | 185839 |
|  ANGI Group LLC <br>3.875%, 08/15/2028<sup>(b) (c)</sup> |  | 209 | 157049 |
|  Aptim Corp. <br>7.75%, 06/15/2025<sup>(c)</sup> |  | 161 | 113763 |
|  APX Group, Inc.<br>5.75%, 07/15/2029<sup>(b) (c)</sup> |  | 209 | 178055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/2027<sup>(c)</sup> |  | 35 | 34703 |
|  Aramark Services, Inc. <br>6.375%, 05/01/2025<sup>(c)</sup> |  | 90 | 89797 |
|  Cars.com, Inc. <br>6.375%, 11/01/2028<sup>(c)</sup> |  | 70 | 61676 |
|  Garda World Security Corp.<br>6.00%, 06/01/2029<sup>(c)</sup> |  | 182 | 146257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/01/2027<sup>(c)</sup> |  | 215 | 199215 |
|  Gartner, Inc. <br>4.50%, 07/01/2028<sup>(c)</sup> |  | 49 | 46110 |
|  Korn Ferry <br>4.625%, 12/15/2027<sup>(c)</sup> |  | 63 | 57593 |
|  Millennium Escrow Corp. <br>6.625%, 08/01/2026<sup>(c)</sup> |  | 140 | 100743 |
|  MoneyGram International, Inc. <br>5.375%, 08/01/2026<sup>(c)</sup> |  | 62 | 62621 |
|  Monitronics International, Inc. <br>9.125%, 04/01/2020<sup>(a) (d) (e) (g)</sup> |  | 120 | 0 |
|  MPH Acquisition Holdings LLC<br>5.50%, 09/01/2028<sup>(c)</sup> |  | 77 | 61519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/2028<sup>(b) (c)</sup> |  | 287 | 204723 |
|  Neptune Bidco US, Inc. <br>9.29%, 04/15/2029<sup>(c)</sup> |  | 204 | 196438 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Prime Security Services Borrower LLC/Prime Finance, Inc. <br>6.25%, 01/15/2028<sup>(c)</sup> | U.S.$| 247 | $230515 |
|  Sabre GLBL, Inc.<br>7.375%, 09/01/2025<sup>(c)</sup> |  | 88 | 83838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/15/2025<sup>(c)</sup> |  | 41 | 40872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.25%, 12/15/2027<sup>(c)</sup> |  | 80 | 82034 |
|  TripAdvisor, Inc. <br>7.00%, 07/15/2025<sup>(c)</sup> |  | 41 | 40662 |
|  Verscend Escrow Corp. <br>9.75%, 08/15/2026<sup>(c)</sup> |  | 115 | 115138 |
|  ZipRecruiter, Inc. <br>5.00%, 01/15/2030<sup>(c)</sup> |  | 131 | 107056 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625676 |
|  **Technology – 0.3%** |  |  |  |
|  Ahead DB Holdings LLC <br>6.625%, 05/01/2028<sup>(c)</sup> |  | 95 | 77419 |
|  Avaya, Inc. <br>6.125%, 09/15/2028<sup>(c)</sup> |  | 106 | 46753 |
|  Boxer Parent Co., Inc. <br>7.125%, 10/02/2025<sup>(c)</sup> |  | 7 | 6832 |
|  Cablevision Lightpath LLC <br>5.625%, 09/15/2028<sup>(c)</sup> |  | 200 | 154148 |
|  Clarivate Science Holdings Corp. <br>4.875%, 07/01/2029<sup>(b) (c)</sup> |  | 41 | 35117 |
|  CommScope, Inc. <br>4.75%, 09/01/2029<sup>(c)</sup> |  | 92 | 77474 |
|  Entegris Escrow Corp. <br>5.95%, 06/15/2030<sup>(c)</sup> |  | 59 | 55546 |
|  GoTo Group, Inc. <br>5.50%, 09/01/2027<sup>(c)</sup> |  | 51 | 29836 |
|  NCR Corp.<br>5.125%, 04/15/2029<sup>(c)</sup> |  | 102 | 87757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/01/2027<sup>(c)</sup> |  | 43 | 41813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 09/01/2029<sup>(c)</sup> |  | 28 | 27179 |
|  NortonLifeLock, Inc.<br>6.75%, 09/30/2027<sup>(c)</sup> |  | 85 | 85363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 09/30/2030<sup>(c)</sup> |  | 85 | 85681 |
|  Playtika Holding Corp. <br>4.25%, 03/15/2029<sup>(c)</sup> |  | 90 | 72960 |
|  Presidio Holdings, Inc.<br>4.875%, 02/01/2027<sup>(c)</sup> |  | 12 | 11206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 02/01/2028<sup>(c)</sup> |  | 172 | 156274 |
|  Veritas US, Inc./Veritas Bermuda Ltd. <br>7.50%, 09/01/2025<sup>(c)</sup> |  | 316 | 225880 |
|  Virtusa Corp. <br>7.125%, 12/15/2028<sup>(c)</sup> |  | 66 | 49539 |
|  |  |  | 1326777 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Transportation - Airlines – 0.1%** |  |  |  |
|  Air Canada <br>3.875%, 08/15/2026<sup>(c)</sup> | U.S.$| 29 | $26534 |
|  Allegiant Travel Co. <br>7.25%, 08/15/2027<sup>(c)</sup> |  | 47 | 45462 |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.50%, 04/20/2026<sup>(c)</sup> |  | 101 | 98166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/20/2029<sup>(c)</sup> |  | 88 | 82174 |
|  Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd. <br>5.75%, 01/20/2026<sup>(c)</sup> |  | 47 | 44233 |
|  Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd. <br>8.00%, 09/20/2025<sup>(c)</sup> |  | 162 | 163778 |
|  |  |  | 460347 |
|  **Transportation - Services – 0.1%** |  |  |  |
|  Avis Budget Car Rental LLC/Avis Budget Finance, Inc.<br>5.375%, 03/01/2029<sup>(b) (c)</sup> |  | 45 | 39767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2027<sup>(b) (c)</sup> |  | 80 | 74124 |
|  Hertz Corp. (The) <br>4.625%, 12/01/2026<sup>(c)</sup> |  | 126 | 109379 |
|  PROG Holdings, Inc. <br>6.00%, 11/15/2029<sup>(c)</sup> |  | 85 | 74195 |
|  |  |  | 297465 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24583268 |
|  **Financial Institutions – 0.7%** |  |  |  |
|  **Banking – 0.2%** |  |  |  |
|  Ally Financial, Inc. <br>Series C <br>4.70%, 05/15/2028<sup>(j)</sup> |  | 19 | 12620 |
|  Bread Financial Holdings, Inc.<br>4.75%, 12/15/2024<sup>(c)</sup> |  | 115 | 100403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2026<sup>(c)</sup> |  | 53 | 45727 |
|  CaixaBank SA <br>5.875%, 10/09/2027<sup>(c) (j)</sup> | EUR | 200 | 193972 |
|  Credit Suisse Group AG <br>6.25%, 12/18/2024<sup>(c) (j)</sup> | U.S.$| 200 | 150282 |
|  Discover Financial Services <br>Series D <br>6.125%, 06/23/2025<sup>(j)</sup> |  | 244 | 238171 |
|  |  |  | 741175 |
|  **Brokerage – 0.1%** |  |  |  |
|  Advisor Group Holdings, Inc. <br>10.75%, 08/01/2027<sup>(c)</sup> |  | 83 | 84550 |
|  AG TTMT Escrow Issuer LLC <br>8.625%, 09/30/2027<sup>(c)</sup> |  | 122 | 123310 |
|  Hightower Holding LLC <br>6.75%, 04/15/2029<sup>(c)</sup> |  | 270 | 224111 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  NFP Corp.<br>6.875%, 08/15/2028<sup>(c)</sup> | U.S.$| 257 | $217404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 10/01/2030<sup>(c)</sup> |  | 70 | 67321 |
|  |  |  | 716696 |
|  **Finance – 0.2%** |  |  |  |
|  Aircastle Ltd. <br>5.25%, 06/15/2026<sup>(c) (j)</sup> |  | 97 | 72399 |
|  Castlelake Aviation Finance DAC <br>5.00%, 04/15/2027<sup>(c)</sup> |  | 46 | 39289 |
|  CNG Holdings, Inc. <br>12.50%, 06/15/2024<sup>(c)</sup> |  | 93 | 78686 |
|  Compass Group Diversified Holdings LLC <br>5.25%, 04/15/2029<sup>(c)</sup> |  | 81 | 70772 |
|  Curo Group Holdings Corp. <br>7.50%, 08/01/2028<sup>(c)</sup> |  | 177 | 72561 |
|  Enova International, Inc.<br>8.50%, 09/01/2024<sup>(c)</sup> |  | 45 | 43257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 09/15/2025<sup>(c)</sup> |  | 161 | 149633 |
|  goeasy Ltd. <br>5.375%, 12/01/2024<sup>(c)</sup> |  | 74 | 70435 |
|  Lincoln Financing SARL <br>3.625%, 04/01/2024<sup>(c)</sup> | EUR | 103 | 105369 |
|  Navient Corp.<br>4.875%, 03/15/2028 | U.S.$| 45 | 36764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/25/2023 |  | 25 | 24951 |
|  |  |  | 764116 |
|  **Insurance – 0.0%** |  |  |  |
|  Acrisure LLC/Acrisure Finance, Inc.<br>6.00%, 08/01/2029<sup>(c)</sup> |  | 242 | 193731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 11/15/2025<sup>(c)</sup> |  | 35 | 32901 |
|  AmWINS Group, Inc. <br>4.875%, 06/30/2029<sup>(c)</sup> |  | 20 | 17405 |
|  |  |  | 244037 |
|  **Other Finance – 0.1%** |  |  |  |
|  Armor Holdco, Inc. <br>8.50%, 11/15/2029<sup>(c)</sup> |  | 87 | 65482 |
|  Coinbase Global, Inc. <br>3.625%, 10/01/2031<sup>(c)</sup> |  | 116 | 62584 |
|  Intrum AB<br>3.00%, 09/15/2027<sup>(c)</sup> | EUR | 100 | 80995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 08/15/2025<sup>(c)</sup> |  | 100 | 93295 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302356 |
|  **REITs – 0.1%** |  |  |  |
|  Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL<br>4.50%, 04/01/2027<sup>(c)</sup> | U.S.$| 153 | 134695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2026<sup>(c)</sup> |  | 51 | 49083 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Diversified Healthcare Trust <br>9.75%, 06/15/2025 | U.S.$| 45 | $43815 |
|  Iron Mountain, Inc.<br>4.875%, 09/15/2027<sup>(c)</sup> |  | 3 | 2822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/15/2029<sup>(c)</sup> |  | 69 | 60948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/2028<sup>(c)</sup> |  | 53 | 48621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/2028<sup>(c)</sup> |  | 124 | 116019 |
|  Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer <br>4.875%, 05/15/2029<sup>(c)</sup> |  | 49 | 41896 |
|  |  |  | 497899 |
|  |  |  | 3266279 |
|  **Utility – 0.0%** |  |  |  |
|  **Electric – 0.0%** |  |  |  |
|  Calpine Corp. <br>5.125%, 03/15/2028<sup>(c)</sup> |  | 28 | 25215 |
|  Vistra Corp.<br>7.00%, 12/15/2026<sup>(c) (j)</sup> |  | 70 | 62859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 10/15/2026<sup>(c) (j)</sup> |  | 78 | 74592 |
|  |  |  | 162666 |
|  **Natural Gas – 0.0%** |  |  |  |
|  AmeriGas Partners LP/AmeriGas Finance Corp. <br>5.875%, 08/20/2026 |  | 11 | 10543 |
|  **Other Utility – 0.0%** |  |  |  |
|  Solaris Midstream Holdings LLC <br>7.625%, 04/01/2026<sup>(c)</sup> |  | 60 | 59448 |
|  |  |  | 232657 |
|  Total Corporates - Non-Investment Grade <br>(cost $32,509,939) |  |  | 28082204 |
|  **GOVERNMENTS - TREASURIES – 3.6%** |  |  |  |
|  **United States – 3.6%** |  |  |  |
|  U.S. Treasury Bonds <br>1.25%, 05/15/2050 |  | 14 | 7742 |
|  U.S. Treasury Notes<br>0.625%, 08/15/2030<sup>(k)</sup> |  | 2130 | 1696331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/31/2028<sup>(k)</sup> |  | 4020 | 3504937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 08/15/2029<sup>(k) (l)</sup> |  | 2556 | 2238098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/15/2032 |  | 678 | 581874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/15/2029<sup>(k)</sup> |  | 1524 | 1398801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 05/31/2027 |  | 4890 | 4634708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/2032 |  | 1342 | 1253466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/31/2024 |  | 1232 | 1202065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2027 |  | 198 | 199924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 10/31/2024 |  | 1150 | 1149102 |
|  Total Governments - Treasuries <br>(cost $19,562,615) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17867048 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **U.S. $ Value** |
|  **INVESTMENT COMPANIES – 2.3%** |  |  |  |
|  **Funds and Investment Trusts – 2.3%<sup>(m)</sup>** |  |  |  |
|  Consumer Staples Select Sector SPDR Fund |  | 6660 | $514085 |
|  Financial Select Sector SPDR Fund |  | 13300 | 482923 |
|  Health Care Select Sector SPDR Fund<sup>(b)</sup> |  | 65294 | 9077172 |
|  Invesco S&P 500 Equal Weight Consumer Discretionary ETF |  | 2080 | 261872 |
|  iShares 10-20 Year Treasury Bond ETF<sup>(b)</sup> |  | 1741 | 192763 |
|  iShares Russell 2000 ETF<sup>(b)</sup> |  | 591 | 110736 |
|  iShares US Technology ETF<sup>(b)</sup> |  | 8545 | 695734 |
|  Total Investment Companies <br>(cost $10,766,000) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11335285 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **CORPORATES - INVESTMENT GRADE – 1.6%** |  |  |  |
|  **Financial Institutions – 1.0%** |  |  |  |
|  **Banking – 0.6%** |  |  |  |
|  Ally Financial, Inc. <br>Series B <br>4.70%, 05/15/2026<sup>(j)</sup> | U.S.$| 272 | 197904 |
|  Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand <br>5.375%, 04/17/2025<sup>(c)</sup> |  | 184 | 181930 |
|  Banco Santander SA <br>4.175%, 03/24/2028 |  | 200 | 184644 |
|  Bank of America Corp. <br>Series Z <br>6.50%, 10/23/2024<sup>(j)</sup> |  | 2 | 1978 |
|  Barclays PLC <br>8.00%, 03/15/2029<sup>(j)</sup> |  | 200 | 188500 |
|  BNP Paribas SA <br>4.625%, 02/25/2031<sup>(c) (j)</sup> |  | 283 | 214972 |
|  Citigroup, Inc.<br>3.875%, 02/18/2026<sup>(j)</sup> |  | 50 | 41773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/30/2023<sup>(j)</sup> |  | 280 | 277469 |
|  Series V<br>4.70%, 01/30/2025<sup>(j)</sup> |  | 47 | 39517 |
|  Series Y<br>4.15%, 11/15/2026<sup>(j)</sup> |  | 65 | 52577 |
|  Credit Agricole SA <br>8.125%, 12/23/2025<sup>(c) (j)</sup> |  | 400 | 406588 |
|  First-Citizens Bank & Trust Co. <br>3.929%, 06/19/2024 |  | 31 | 30650 |
|  Goldman Sachs Group, Inc. (The) <br>Series P <br>7.466% (LIBOR 3 Month + 2.87%), 01/03/2023<sup>(j) (n)</sup> |  | 89 | 86324 |
|  HSBC Holdings PLC <br>6.00%, 09/29/2023<sup>(c) (j)</sup> | EUR | 300 | 309767 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Truist Financial Corp. <br>Series Q <br>5.10%, 03/01/2030<sup>(j)</sup> | U.S.$| 273 | $244840 |
|  UBS Group AG <br>7.00%, 02/19/2025<sup>(c) (j)</sup> |  | 400 | 396108 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855541 |
|  **Brokerage – 0.0%** |  |  |  |
|  Charles Schwab Corp. (The) <br>Series G <br>5.375%, 06/01/2025<sup>(j)</sup> |  | 70 | 68549 |
|  **Finance – 0.1%** |  |  |  |
|  Air Lease Corp. <br>Series B <br>4.65%, 06/15/2026<sup>(j)</sup> |  | 112 | 94993 |
|  Aircastle Ltd.<br>2.85%, 01/26/2028<sup>(c)</sup> |  | 15 | 12204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/01/2024 |  | 14 | 13499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/2026 |  | 2 | 1865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2023 |  | 3 | 2989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/2025<sup>(c)</sup> |  | 200 | 191678 |
|  Aviation Capital Group LLC<br>1.95%, 01/30/2026<sup>(c)</sup> |  | 4 | 3496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2027<sup>(c)</sup> |  | 25 | 21516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/01/2025<sup>(c)</sup> |  | 39 | 36252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(c)</sup> |  | 30 | 28279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/2024<sup>(c)</sup> |  | 67 | 65729 |
|  Huarong Finance II Co., Ltd. <br>5.50%, 01/16/2025<sup>(c)</sup> |  | 200 | 185662 |
|  |  |  | 658162 |
|  **Insurance – 0.2%** |  |  |  |
|  Liberty Mutual Group, Inc. <br>7.80%, 03/15/2037<sup>(c)</sup> |  | 271 | 297334 |
|  MetLife Capital Trust IV <br>7.875%, 12/15/2037<sup>(c)</sup> |  | 254 | 268166 |
|  MetLife, Inc. <br>6.40%, 12/15/2036 |  | 5 | 4728 |
|  Prudential Financial, Inc.<br>5.20%, 03/15/2044 |  | 44 | 41877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2043 |  | 126 | 124693 |
|  |  |  | 736798 |
|  **REITs – 0.1%** |  |  |  |
|  GLP Capital LP/GLP Financing II, Inc. <br>5.375%, 04/15/2026 |  | 20 | 19435 |
|  MPT Operating Partnership LP/MPT Finance Corp. <br>5.00%, 10/15/2027<sup>(b)</sup> |  | 33 | 28154 |
|  Trust Fibra Uno <br>4.869%, 01/15/2030<sup>(c)</sup> |  | 200 | 165412 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  VICI Properties LP/VICI Note Co., Inc.<br>5.625%, 05/01/2024<sup>(c)</sup> | U.S.$| 90 | $89296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/2027<sup>(c)</sup> |  | 108 | 105249 |
|  |  |  | 407546 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726596 |
|  **Industrial – 0.6%** |  |  |  |
|  **Basic – 0.1%** |  |  |  |
|  ArcelorMittal SA <br>6.75%, 03/01/2041 |  | 54 | 53046 |
|  Arconic Corp. <br>6.00%, 05/15/2025<sup>(c)</sup> |  | 54 | 53277 |
|  Braskem Netherlands Finance BV <br>4.50%, 01/31/2030<sup>(c)</sup> |  | 200 | 169500 |
|  Celanese US Holdings LLC<br>5.90%, 07/05/2024 |  | 33 | 32803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/2025 |  | 33 | 32841 |
|  CF Industries, Inc. <br>4.95%, 06/01/2043 |  | 3 | 2614 |
|  Industrias Penoles SAB de CV <br>5.65%, 09/12/2049<sup>(c)</sup> |  | 201 | 178425 |
|  |  |  | 522506 |
|  **Capital Goods – 0.0%** |  |  |  |
|  General Electric Co. <br>Series D <br>6.623% (LIBOR 3 Month + 3.33%), 03/15/2023<sup>(j) (n)</sup> |  | 122 | 117163 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Directv Financing LLC/Directv Financing Co-Obligor, Inc. <br>5.875%, 08/15/2027<sup>(c)</sup> |  | 56 | 51374 |
|  Netflix, Inc. <br>5.875%, 11/15/2028 |  | 168 | 171246 |
|  Warnermedia Holdings, Inc.<br>3.755%, 03/15/2027<sup>(c)</sup> |  | 5 | 4556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.279%, 03/15/2032<sup>(c)</sup> |  | 8 | 6798 |
|  |  |  | 233974 |
|  **Communications - Telecommunications – 0.0%** |  |  |  |
|  Hughes Satellite Systems Corp. <br>5.25%, 08/01/2026 |  | 55 | 52835 |
|  **Consumer Cyclical - Automotive – 0.0%** |  |  |  |
|  General Motors Co. <br>6.25%, 10/02/2043 |  | 17 | 16397 |
|  Lear Corp. <br>4.25%, 05/15/2029 |  | 3 | 2730 |
|  |  |  | 19127 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  MDC Holdings, Inc. <br>6.00%, 01/15/2043 |  | 195 | 157188 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc. <br>4.625%, 04/16/2029<sup>(c)</sup> | U.S.$| 200 | $137808 |
|  Toll Brothers Finance Corp. <br>4.875%, 03/15/2027 |  | 3 | 2747 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297743 |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  Macy's Retail Holdings LLC<br>5.875%, 03/15/2030<sup>(c)</sup> |  | 24 | 21666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/15/2032<sup>(c)</sup> |  | 21 | 18332 |
|  |  |  | 39998 |
|  **Consumer Non-Cyclical – 0.0%** |  |  |  |
|  Newell Brands, Inc.<br>6.375%, 09/15/2027 |  | 69 | 67869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/15/2029<sup>(b)</sup> |  | 69 | 68078 |
|  |  |  | 135947 |
|  **Energy – 0.1%** |  |  |  |
|  Antero Resources Corp. <br>7.625%, 02/01/2029<sup>(c)</sup> |  | 15 | 15346 |
|  Apache Corp. <br>4.25%, 01/15/2030 |  | 50 | 44969 |
|  Cenovus Energy, Inc. <br>6.75%, 11/15/2039 |  | 3 | 2687 |
|  Continental Resources, Inc./OK <br>5.75%, 01/15/2031<sup>(c)</sup> |  | 82 | 77553 |
|  Ecopetrol SA<br>4.625%, 11/02/2031 |  | 46 | 34693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/02/2051 |  | 39 | 25779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/29/2030 |  | 93 | 83142 |
|  Energy Transfer LP<br>4.40%, 03/15/2027 |  | 12 | 11488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/2028 |  | 3 | 2895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 12/15/2045 |  | 135 | 127855 |
|  Plains All American Pipeline LP/PAA Finance Corp. <br>4.50%, 12/15/2026 |  | 3 | 2895 |
|  Targa Resources Partners LP/Targa Resources Partners Finance Corp. <br>4.00%, 01/15/2032 |  | 17 | 14574 |
|  Western Midstream Operating LP<br>3.95%, 06/01/2025 |  | 18 | 17297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/01/2030 |  | 48 | 42889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/2028 |  | 56 | 52486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/2028 |  | 29 | 27161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/2044 |  | 19 | 15866 |
|  |  |  | 599575 |
|  **Services – 0.0%** |  |  |  |
|  Expedia Group, Inc. <br>6.25%, 05/01/2025<sup>(c)</sup> |  | 3 | 3038 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Technology – 0.1%** |  |  |  |
|  Baidu, Inc. <br>3.075%, 04/07/2025<sup>(b)</sup> | U.S.$| 250 | $235627 |
|  CDW LLC/CDW Finance Corp. <br>4.125%, 05/01/2025 |  | 6 | 5761 |
|  Microchip Technology, Inc. <br>4.25%, 09/01/2025 |  | 58 | 56336 |
|  Western Digital Corp.<br>3.10%, 02/01/2032 |  | 16 | 11891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/2026 |  | 10 | 9417 |
|  |  |  | 319032 |
|  **Transportation - Airlines – 0.1%** |  |  |  |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.75%, 10/20/2028<sup>(c)</sup> |  | 67 | 63483 |
|  Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd. <br>6.50%, 06/20/2027<sup>(c)</sup> |  | 336 | 333132 |
|  |  |  | 396615 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2737553 |
|  **Utility – 0.0%** |  |  |  |
|  **Electric – 0.0%** |  |  |  |
|  Israel Electric Corp., Ltd. <br>Series 6 <br>5.00%, 11/12/2024<sup>(c)</sup> |  | 200 | 197000 |
|  Total Corporates - Investment Grade <br>(cost $8,260,614) |  |  | 7661149 |
|  **EMERGING MARKETS - SOVEREIGNS – 0.9%** |  |  |  |
|  **Angola – 0.1%** |  |  |  |
|  Angolan Government International Bond<br>9.375%, 05/08/2048<sup>(c)</sup> |  | 200 | 165750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/12/2025<sup>(c)</sup> |  | 386 | 393237 |
|  |  |  | 558987 |
|  **Argentina – 0.0%** |  |  |  |
|  Argentine Republic Government International Bond<br>0.50%, 07/09/2030 |  | 307 | 81077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/09/2029 |  | 96 | 24866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/09/2035 |  | 62 | 15058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/09/2041 |  | 52 | 14342 |
|  |  |  | 135343 |
|  **Bahrain – 0.1%** |  |  |  |
|  Bahrain Government International Bond<br>7.00%, 10/12/2028<sup>(c)</sup> |  | 200 | 200663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 05/14/2030<sup>(c)</sup> |  | 200 | 203225 |
|  |  |  | 403888 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Dominican Republic – 0.1%** |  |  |  |
|  Dominican Republic International Bond <br>8.625%, 04/20/2027<sup>(c)</sup> | U.S.$| 425 | $441150 |
|  **Ecuador – 0.1%** |  |  |  |
|  Ecuador Government International Bond<br>1.50%, 07/31/2040<sup>(c)</sup> |  | 200 | 79192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/31/2035<sup>(c)</sup> |  | 484 | 210660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/31/2030<sup>(c)</sup> |  | 166 | 100707 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390559 |
|  **El Salvador – 0.0%** |  |  |  |
|  El Salvador Government International Bond <br>7.625%, 02/01/2041<sup>(c)</sup> |  | 334 | 121075 |
|  **Gabon – 0.1%** |  |  |  |
|  Gabon Government International Bond <br>6.625%, 02/06/2031<sup>(c)</sup> |  | 200 | 164788 |
|  **Ivory Coast – 0.1%** |  |  |  |
|  Ivory Coast Government International Bond<br>4.875%, 01/30/2032<sup>(c)</sup> | EUR | 471 | 384378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/15/2025<sup>(c)</sup> |  | 152 | 149848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/17/2031<sup>(c)</sup> |  | 135 | 117240 |
|  |  |  | 651466 |
|  **Lebanon – 0.0%** |  |  |  |
|  Lebanon Government International Bond<br>6.60%, 11/27/2026<sup>(a) (c) (o)</sup> | U.S.$| 189 | 10607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 04/22/2024<sup>(a) (c) (o)</sup> |  | 45 | 2610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 03/23/2027<sup>(a) (c) (o)</sup> |  | 46 | 2582 |
|  |  |  | 15799 |
|  **Nigeria – 0.0%** |  |  |  |
|  Nigeria Government International Bond <br>7.625%, 11/28/2047<sup>(c)</sup> |  | 200 | 131500 |
|  **Oman – 0.1%** |  |  |  |
|  Oman Government International Bond <br>6.25%, 01/25/2031<sup>(c)</sup> |  | 213 | 212201 |
|  **Senegal – 0.1%** |  |  |  |
|  Senegal Government International Bond <br>6.25%, 05/23/2033<sup>(c)</sup> |  | 365 | 303931 |
|  **South Africa – 0.1%** |  |  |  |
|  Republic of South Africa Government International Bond<br>5.75%, 09/30/2049 |  | 247 | 187720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/16/2025 |  | 300 | 301650 |
|  |  |  | 489370 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  **Ukraine – 0.0%** |  |  |  |  |
|  Ukraine Government International Bond<br>7.75%, 09/01/2025<sup>(c)</sup> |  | 100 |  | 24925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/01/2026<sup>(c)</sup> | U.S.$| 285 |  | $64089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/01/2029<sup>(c)</sup> |  | 188 |  | 44157 |
|  |  |  |  | 133171 |
|  **Venezuela – 0.0%** |  |  |  |  |
|  Venezuela Government International Bond <br>9.25%, 09/15/2027<sup>(a) (o)</sup> |  | 815 |  | 67238 |
|  Total Emerging Markets - Sovereigns <br>(cost $6,109,486) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220466 |
|  **BANK LOANS – 0.8%** |  |  |  |  |
|  **Financial Institutions – 0.1%** |  |  |  |  |
|  **Finance – 0.0%** |  |  |  |  |
|  Orbit Private Holdings I Ltd. <br>8.174% (LIBOR 3 Month + 4.50%), 12/11/2028<sup>(e) (p)</sup> |  | 20 |  | 19528 |
|  **Insurance – 0.1%** |  |  |  |  |
|  Hub International Limited<br>7.232% (LIBOR 3 Month + 3.25%), 04/25/2025<sup>(p)</sup> |  | 0 | \*\* | 303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.528% (LIBOR 3 Month + 3.25%), 04/25/2025<sup>(p)</sup> |  | 121 |  | 118711 |
|  Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) <br>7.821% (LIBOR 1 Month + 3.75%), 09/03/2026<sup>(p)</sup> |  | 145 |  | 141271 |
|  |  |  |  | 260285 |
|  |  |  |  | 279813 |
|  **Industrial – 0.7%** |  |  |  |  |
|  **Capital Goods – 0.1%** |  |  |  |  |
|  ACProducts Holdings, Inc.<br>7.127% (LIBOR 3 Month + 4.25%), 05/17/2028<sup>(p)</sup> |  | 136 |  | 98366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.924% (LIBOR 3 Month + 4.25%), 05/17/2028<sup>(p)</sup> |  | 45 |  | 32457 |
|  Chariot Buyer LLC <br>7.571% (LIBOR 1 Month + 3.50%), 11/03/2028<sup>(p)</sup> |  | 20 |  | 18554 |
|  Granite US Holdings Corporation <br>7.688% (LIBOR 3 Month + 4.00%), 09/30/2026<sup>(e) (p)</sup> |  | 161 |  | 160573 |
|  |  |  |  | 309950 |
|  **Communications - Media – 0.1%** |  |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>8.284% (LIBOR 3 Month + 4.50%), 10/28/2027<sup>(p)</sup> |  | 147 |  | 118232 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** | **U.S. $ Value** |
|  Clear Channel Outdoor Holdings, Inc.<br>7.571% (LIBOR 1 Month + 3.50%), 08/21/2026<sup>(p)</sup> | U.S.$| 0 | \*\* | $| 80 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.915% (LIBOR 3 Month + 3.50%), 08/21/2026<sup>(p)</sup> |  | 34 |  |  | 31135 |
|  iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) <br>7.071% (LIBOR 1 Month + 3.00%), 05/01/2026<sup>(p)</sup> |  | 35 |  |  | 33197 |
|  Univision Communications, Inc. <br>6.821% (LIBOR 1 Month + 2.75%), 03/15/2024<sup>(p)</sup> |  | 18 |  |  | 18141 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200785 |
|  **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** |
|  Crown Subsea Communications Holding, Inc. <br>8.870% (LIBOR 1 Month + 4.75%), 04/27/2027<sup>(p)</sup> |  | 128 |  |  | 124934 |
|  Intrado Corporation (West Corp/Olympus Merger) <br>8.415% (LIBOR 3 Month + 4.00%), 10/10/2024<sup>(p)</sup> |  | 127 |  |  | 115930 |
|  Proofpoint, Inc. <br>9.320% (LIBOR 3 Month + 6.25%), 08/31/2029<sup>(p)</sup> |  | 230 |  |  | 219650 |
|  Zacapa SARL <br>7.803% (SOFR 3 Month + 4.25%), 03/22/2029<sup>(p)</sup> |  | 196 |  |  | 188505 |
|  |  |  |  |  | 649019 |
|  **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** |
|  Clarios Global LP <br>7.321% (LIBOR 1 Month + 3.25%), 04/30/2026<sup>(p)</sup> |  | 51 |  |  | 49835 |
|  **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** |
|  Caesars Resort Collection, LLC <br>6.821% (LIBOR 1 Month + 2.75%), 12/23/2024<sup>(p)</sup> |  | 145 |  |  | 143708 |
|  **Consumer Cyclical - Retailers – 0.0%** | **Consumer Cyclical - Retailers – 0.0%** | **Consumer Cyclical - Retailers – 0.0%** | **Consumer Cyclical - Retailers – 0.0%** | **Consumer Cyclical - Retailers – 0.0%** | **Consumer Cyclical - Retailers – 0.0%** |
|  Great Outdoors Group, LLC <br>7.821% (LIBOR 1 Month + 3.75%), 03/06/2028<sup>(p)</sup> |  | 51 |  |  | 48949 |
|  Restoration Hardware, Inc. <br>7.437% (SOFR 1 Month + 3.25%), 10/20/2028<sup>(p)</sup> |  | 60 |  |  | 56569 |
|  |  |  |  |  | 105518 |
|  **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** |
|  Kronos Acquisition Holdings, Inc. <br>8.485% (LIBOR 3 Month + 3.75%), 12/22/2026<sup>(p)</sup> |  | 79 |  |  | 74466 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) <br>8.165% (LIBOR 3 Month + 3.75%), 11/16/2025<sup>(p)</sup> | U.S$ | 96 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88620 |
|  Padagis LLC <br>8.491% (LIBOR 3 Month + 4.75%), 07/06/2028<sup>(e) (p)</sup> |  | 47 | 39294 |
|  PetSmart LLC <br>7.820% (LIBOR 1 Month + 3.75%), 02/11/2028<sup>(p)</sup> |  | 198 | 189529 |
|  US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.) <br>(US Outpatient Imaging Services, Inc.) <br>8.924% (LIBOR 3 Month + 5.25%), 12/15/2027<sup>(p)</sup> |  | 167 | 151102 |
|  |  |  | 543011 |
|  **Energy – 0.1%** |  |  |  |
|  CITGO Petroleum Corporation <br>10.321% (LIBOR 1 Month + 6.25%), 03/28/2024<sup>(p)</sup> |  | 54 | 53954 |
|  GIP II Blue Holding, L.P. <br>8.174% (LIBOR 3 Month + 4.50%), 09/29/2028<sup>(p)</sup> |  | 119 | 118333 |
|  Parkway Generation, LLC <br>8.500% (LIBOR 1 Month + 4.75%), 02/18/2029<sup>(p)</sup> |  | 80 | 78256 |
|  |  |  | 250543 |
|  **Other Industrial – 0.0%** |  |  |  |
|  American Tire Distributors, Inc. <br>10.608% (LIBOR 3 Month + 6.25%), 10/20/2028<sup>(p)</sup> |  | 94 | 85918 |
|  Dealer Tire, LLC <br>8.321% (LIBOR 1 Month + 4.25%), 12/12/2025<sup>(p)</sup> |  | 39 | 38336 |
|  Rockwood Service Corporation <br>8.321% (LIBOR 1 Month + 4.25%), 01/23/2027<sup>(p)</sup> |  | 9 | 8882 |
|  |  |  | 133136 |
|  **Services – 0.0%** |  |  |  |
|  Amentum Government Services Holdings LLC<br>7.674% (LIBOR 3 Month + 4.00%), 01/29/2027<sup>(p)</sup> |  | 29 | 28918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.170% (LIBOR 3 Month + 4.00%), 01/29/2027<sup>(p)</sup> |  | 10 | 9596 |
|  Verscend Holding Corp. <br>8.071% (LIBOR 1 Month + 4.00%), 08/27/2025<sup>(p)</sup> |  | 88 | 86768 |
|  |  |  | 125282 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **Technology – 0.2%** |  |  |  |  |
|  Ascend Learning, LLC <br>9.821% (LIBOR 1 Month + 5.75%), 12/10/2029<sup>(p)</sup> | U.S.$| 60 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50850 |
|  Banff Guarantor, Inc. <br>9.571% (LIBOR 1 Month + 5.50%), 02/27/2026<sup>(p)</sup> |  | 40 |  | 36693 |
|  Boxer Parent Company, Inc. <br>7.821% (LIBOR 1 Month + 3.75%), 10/02/2025<sup>(p)</sup> |  | 162 |  | 155385 |
|  Endurance International Group Holdings, Inc. <br>7.347% (LIBOR 1 Month + 3.50%), 02/10/2028<sup>(p)</sup> |  | 176 |  | 158841 |
|  FINThrive Software Intermediate Holdings, Inc. <br>10.821% (LIBOR 1 Month + 6.75%), 12/17/2029<sup>(p)</sup> |  | 40 |  | 33750 |
|  Loyalty Ventures, Inc. <br>8.571% (LIBOR 1 Month + 4.50%), 11/03/2027<sup>(p)</sup> |  | 147 |  | 58138 |
|  Peraton Corp. <br>7.821% (LIBOR 1 Month + 3.75%), 02/01/2028<sup>(p)</sup> |  | 64 |  | 62533 |
|  Presidio Holdings, Inc.<br>7.580% (LIBOR 1 Month + 3.50%), 01/22/2027<sup>(e) (p)</sup> |  | 2 |  | 1770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.920% (LIBOR 3 Month + 3.50%), 01/22/2027<sup>(e) (p)</sup> |  | 40 |  | 39925 |
|  Veritas US, Inc. <br>8.674% (LIBOR 3 Month + 5.00%), 09/01/2025<sup>(p)</sup> |  | 220 |  | 157671 |
|  |  |  |  | 755556 |
|  |  |  |  | 3266343 |
|  **Utility – 0.0%** |  |  |  |  |
|  **Electric – 0.0%** |  |  |  |  |
|  Granite Generation LLC <br>7.821% (LIBOR 1 Month + 3.75%), 11/09/2026<sup>(p)</sup> |  | 194 |  | 188806 |
|  Total Bank Loans <br>(cost $4,085,639) | Total Bank Loans <br>(cost $4,085,639) | Total Bank Loans <br>(cost $4,085,639) |  | 3734962 |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.7%** |  |  |  |  |
|  **Industrial – 0.6%** |  |  |  |  |
|  **Basic – 0.2%** | **Basic – 0.2%** | **Basic – 0.2%** | **Basic – 0.2%** | **Basic – 0.2%** |
|  Braskem Idesa SAPI <br>7.45%, 11/15/2029<sup>(c)</sup> |  | 200 |  | 156625 |
|  CSN Inova Ventures <br>6.75%, 01/28/2028<sup>(b) (c)</sup> |  | 219 |  | 207229 |
|  Eldorado Gold Corp. <br>6.25%, 09/01/2029<sup>(b) (c)</sup> |  | 46 |  | 38238 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Indika Energy Capital IV Pte Ltd. <br>8.25%, 10/22/2025<sup>(c)</sup> | U.S.$| 250 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243125 |
|  Stillwater Mining Co. <br>4.50%, 11/16/2029<sup>(c)</sup> |  | 200 | 160375 |
|  Vedanta Resources Finance II PLC <br>13.875%, 01/21/2024<sup>(c)</sup> |  | 201 | 171327 |
|  Volcan Cia Minera SAA <br>4.375%, 02/11/2026<sup>(c)</sup> |  | 40 | 34095 |
|  |  |  | 1011014 |
|  **Capital Goods – 0.1%** |  |  |  |
|  Embraer Netherlands Finance BV<br>5.40%, 02/01/2027 |  | 90 | 85950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/17/2028<sup>(c)</sup> |  | 200 | 198163 |
|  Odebrecht Holdco Finance Ltd. <br>Zero Coupon, 09/10/2058<sup>(c)</sup> |  | 127 | 317 |
|  |  |  | 284430 |
|  **Communications - Telecommunications – 0.0%** |  |  |  |
|  C&W Senior Financing DAC <br>6.875%, 09/15/2027<sup>(c)</sup> |  | 200 | 178368 |
|  Digicel Group Holdings Ltd. <br>7.00%, 12/16/2022<sup>(f) (h) (j)</sup> |  | 9 | 853 |
|  |  |  | 179221 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Melco Resorts Finance Ltd. <br>5.375%, 12/04/2029<sup>(c)</sup> |  | 200 | 157125 |
|  Wynn Macau Ltd. <br>5.50%, 10/01/2027<sup>(c)</sup> |  | 214 | 181365 |
|  |  |  | 338490 |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  K2016470219 South Africa Ltd. <br>3.00%, 12/31/2022<sup>(d) (f) (h)</sup> |  | 40 | 20 |
|  K2016470260 South Africa Ltd. <br>25.00%, 12/31/2022<sup>(d) (f) (h)</sup> |  | 28 | 3 |
|  |  |  | 23 |
|  **Consumer Non-Cyclical – 0.1%** |  |  |  |
|  BRF GmbH <br>4.35%, 09/29/2026<sup>(c)</sup> |  | 210 | 187950 |
|  Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL <br>5.25%, 04/27/2029<sup>(c)</sup> |  | 23 | 20605 |
|  Teva Pharmaceutical Finance Netherlands III BV<br>4.75%, 05/09/2027 |  | 200 | 179679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/09/2029<sup>(b)</sup> |  | 200 | 177050 |
|  Tonon Luxembourg SA <br>6.50% (0.50% Cash and 6.00% PIK), 10/31/2024<sup>(a) (d) (f) (h) (o)</sup> |  | 5 | 1 |
|  Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018<sup>(a) (d) (e) (f) (g)</sup> |  | 434 | 43 |
|  |  |  | 565328 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Energy – 0.1%** |  |  |  |
|  Leviathan Bond Ltd.<br>5.75%, 06/30/2023<sup>(c)</sup> | U.S.$| 18 | $17913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/30/2027<sup>(c)</sup> |  | 109 | 106107 |
|  Peru LNG SRL <br>5.375%, 03/22/2030<sup>(c)</sup> |  | 217 | 179025 |
|  |  |  | 303045 |
|  **Technology – 0.0%** |  |  |  |
|  CA Magnum Holdings <br>5.375%, 10/31/2026<sup>(c)</sup> |  | 200 | 176000 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857551 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  Cemig Geracao e Transmissao SA <br>9.25%, 12/05/2024<sup>(c)</sup> |  | 200 | 204850 |
|  Investment Energy Resources Ltd. <br>6.25%, 04/26/2029<sup>(c)</sup> |  | 270 | 242882 |
|  Terraform Global Operating LP <br>6.125%, 03/01/2026<sup>(f)</sup> |  | 12 | 11225 |
|  |  |  | 458957 |
|  **Financial Institutions – 0.0%** |  |  |  |
|  **Other Finance – 0.0%** |  |  |  |
|  OEC Finance Ltd. <br>5.25%, 12/27/2033<sup>(c) (h)</sup> |  | 116 | 2420 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $3,919,921) | Total Emerging Markets - Corporate Bonds <br>(cost $3,919,921) | Total Emerging Markets - Corporate Bonds <br>(cost $3,919,921) | 3318928 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 0.5%** |  |  |  |
|  **CLO - Floating Rate – 0.5%** |  |  |  |
|  Ares XXXIV CLO Ltd. <br>Series 2015-2A, Class CR <br>6.079% (LIBOR 3 Month + 2.00%), 04/17/2033<sup>(c) (n)</sup> |  | 270 | 252242 |
|  Dryden 49 Senior Loan Fund <br>Series 2017-49A, Class E <br>10.494% (LIBOR 3 Month + 6.30%), 07/18/2030<sup>(c) (n)</sup> |  | 250 | 209581 |
|  Dryden 78 CLO Ltd. <br>Series 2020-78A, Class C <br>6.029% (LIBOR 3 Month + 1.95%), 04/17/2033<sup>(c) (n)</sup> |  | 250 | 235191 |
|  Dryden 98 CLO Ltd. <br>Series 2022-98A, Class E <br>10.363% (SOFR + 6.40%), 04/20/2035<sup>(c) (n)</sup> |  | 250 | 212718 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Elmwood CLO VIII Ltd. <br>Series 2021-1A, Class E1 <br>10.243% (LIBOR 3 Month + 6.00%), 01/20/2034<sup>(c) (n)</sup> | U.S.$| 150 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138197 |
|  Elmwood CLO XII Ltd. <br>Series 2021-5A, Class E <br>10.593% (LIBOR 3 Month + 6.35%), 01/20/2035<sup>(c) (n)</sup> |  | 250 |  | 228175 |
|  Octagon Investment Partners 29 Ltd. <br>Series 2016-1A, Class DR <br>7.425% (LIBOR 3 Month + 3.10%), 01/24/2033<sup>(c) (n)</sup> |  | 263 |  | 235813 |
|  Rad CLO 11 Ltd. <br>Series 2021-11A, Class E <br>10.329% (LIBOR 3 Month + 6.25%), 04/15/2034<sup>(c) (n)</sup> |  | 250 |  | 221469 |
|  Regatta XIX Funding Ltd. <br>Series 2022-1A, Class E <br>10.843% (SOFR + 6.88%), 04/20/2035<sup>(c) (n)</sup> |  | 250 |  | 216468 |
|  Rockford Tower CLO Ltd. <br>Series 2017-2A, Class DR <br>6.929% (LIBOR 3 Month + 2.85%), 10/15/2029<sup>(c) (n)</sup> |  | 306 |  | 275265 |
|  Trimaran Cavu Ltd. <br>Series 2019-1A, Class E <br>11.283% (LIBOR 3 Month + 7.04%), 07/20/2032<sup>(c) (n)</sup> |  | 250 |  | 217337 |
|  Voya CLO Ltd. <br>Series 2019-1A, Class DR <br>6.929% (LIBOR 3 Month + 2.85%), 04/15/2031<sup>(c) (n)</sup> |  | 109 |  | 93532 |
|  Total Collateralized Loan Obligations <br>(cost $2,840,313) | Total Collateralized Loan Obligations <br>(cost $2,840,313) | Total Collateralized Loan Obligations <br>(cost $2,840,313) |  | 2535988 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.4%** |
|  **Risk Share Floating Rate – 0.4%** | **Risk Share Floating Rate – 0.4%** | **Risk Share Floating Rate – 0.4%** | **Risk Share Floating Rate – 0.4%** | **Risk Share Floating Rate – 0.4%** |
|  Bellemeade Re Ltd. <br>Series 2019-3A, Class M1C <br>5.994% (LIBOR 1 Month + 1.95%), 07/25/2029<sup>(c) (n)</sup> |  | 164 |  | 162209 |
|  Eagle Re Ltd. <br>Series 2018-1, Class M2 <br>7.044% (LIBOR 1 Month + 3.00%), 11/25/2028<sup>(c) (n)</sup> |  | 150 |  | 148901 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2015-HQA1, Class B<br>12.816% (LIBOR 1 Month + 8.80%), 03/25/2028<sup>(n)</sup> |  | 790 |  | 782848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-HQA3, Class M3<br>7.866% (LIBOR 1 Month + 3.85%), 03/25/2029<sup>(n)</sup> |  | 223 |  | 226431 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-DNA1, Class M2<br>5.716% (LIBOR 1 Month + 1.70%), 01/25/2050<sup>(c) (n)</sup> | U.S.$| 66 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64795 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2015-C02, Class 1M2<br>8.016% (LIBOR 1 Month + 4.00%), 05/25/2025<sup>(n)</sup> |  | 49 | 49467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C03, Class 1M2<br>9.016% (LIBOR 1 Month + 5.00%), 07/25/2025<sup>(n)</sup> |  | 3 | 2537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C04, Class 2M2<br>9.566% (LIBOR 1 Month + 5.55%), 04/25/2028<sup>(n)</sup> |  | 108 | 111187 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2<br>10.966% (LIBOR 1 Month + 6.95%), 08/25/2028<sup>(n)</sup> |  | 53 | 55201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C04, Class 1B<br>14.266% (LIBOR 1 Month + 10.25%), 01/25/2029<sup>(n)</sup> |  | 197 | 204365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C01, Class 1B1<br>9.766% (LIBOR 1 Month + 5.75%), 07/25/2029<sup>(n)</sup> |  | 27 | 28740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C03, Class 1B1<br>8.866% (LIBOR 1 Month + 4.85%), 10/25/2029<sup>(n)</sup> |  | 27 | 27754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C05, Class 1B1<br>7.616% (LIBOR 1 Month + 3.60%), 01/25/2030<sup>(n)</sup> |  | 27 | 26998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C01, Class 1B1<br>7.566% (LIBOR 1 Month + 3.55%), 07/25/2030<sup>(n)</sup> |  | 86 | 85704 |
|  Traingle Re Ltd. <br>Series 2020-1, Class M2 <br>9.644% (LIBOR 1 Month + 5.6%), 10/25/2030<sup>(c) (n)</sup> |  | 106 | 105906 |
|  |  |  | 2083043 |
|  **Agency Fixed Rate – 0.0%** |  |  |  |
|  Federal National Mortgage Association Grantor Trust <br>Series 2004-T5, Class AB4 <br>4.126%, 05/28/2035 |  | 84 | 75422 |
|  **Non-Agency Fixed Rate – 0.0%** |  |  |  |
|  Alternative Loan Trust <br>Series 2006-28CB, Class A14 <br>6.25%, 10/25/2036 |  | 9 | 4853 |
|  CSMC Mortgage-Backed Trust <br>Series 2006-7, Class 3A12 <br>6.25%, 08/25/2036 |  | 9 | 4318 |
|  |  |  | 9171 |
|  Total Collateralized Mortgage Obligations <br>(cost $2,254,525) |  |  | 2167636 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **QUASI-SOVEREIGNS – 0.1%** | **QUASI-SOVEREIGNS – 0.1%** | **QUASI-SOVEREIGNS – 0.1%** | **QUASI-SOVEREIGNS – 0.1%** |
|  **Quasi-Sovereign Bonds – 0.1%** | **Quasi-Sovereign Bonds – 0.1%** | **Quasi-Sovereign Bonds – 0.1%** | **Quasi-Sovereign Bonds – 0.1%** |
|  **Mexico – 0.1%** | **Mexico – 0.1%** | **Mexico – 0.1%** | **Mexico – 0.1%** |
|  Petroleos Mexicanos<br>6.49%, 01/23/2027 | U.S.$| 51 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/23/2029 |  | 41 | 34379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/21/2047 |  | 182 | 115797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/28/2060 |  | 31 | 19539 |
|  |  |  | 215860 |
|  **Ukraine – 0.0%** |  |  |  |
|  State Agency of Roads of Ukraine <br>6.25%, 06/24/2030<sup>(f)</sup> |  | 324 | 56761 |
|  **United Arab Emirates – 0.0%** |  |  |  |
|  DP World Crescent Ltd. <br>3.875%, 07/18/2029<sup>(c)</sup> |  | 220 | 202455 |
|  Total Quasi-Sovereigns <br>(cost $777,072) | Total Quasi-Sovereigns <br>(cost $777,072) | Total Quasi-Sovereigns <br>(cost $777,072) | 475076 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.1%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.1%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.1%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.1%** |
|  **Colombia – 0.1%** | **Colombia – 0.1%** | **Colombia – 0.1%** | **Colombia – 0.1%** |
|  Colombia Government International Bond<br>4.125%, 05/15/2051 |  | 200 | 117800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 02/26/2044 |  | 200 | 141600 |
|  |  |  | 259400 |
|  **Mexico – 0.0%** |  |  |  |
|  Mexico Government International Bond <br>2.659%, 05/24/2031 |  | 238 | 197421 |
|  Total Governments - Sovereign Bonds <br>(cost $489,546) | Total Governments - Sovereign Bonds <br>(cost $489,546) | Total Governments - Sovereign Bonds <br>(cost $489,546) | 456821 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.0%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.0%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.0%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.0%** |
|  **Non-Agency Floating Rate CMBS – 0.0%** | **Non-Agency Floating Rate CMBS – 0.0%** | **Non-Agency Floating Rate CMBS – 0.0%** | **Non-Agency Floating Rate CMBS – 0.0%** |
|  DBWF Mortgage Trust <br>Series 2018-GLKS, Class E <br>6.957% (LIBOR 1 Month + 3.02%), 12/19/2030<sup>(c) (n)</sup> |  | 100 | 93483 |
|  Morgan Stanley Capital I Trust <br>Series 2019-BPR, Class E <br>8.873% (LIBOR 1 Month + 5.00%), 05/15/2036<sup>(c) (n)</sup> |  | 39 | 30984 |
|  |  |  | 124467 |
|  **Non-Agency Fixed Rate CMBS – 0.0%** |  |  |  |
|  Citigroup Commercial Mortgage Trust <br>Series 2014-GC23, Class D <br>4.63%, 07/10/2047<sup>(c)</sup> |  | 35 | 32005 |
|  GS Mortgage Securities Trust <br>Series 2014-GC18, Class D <br>5.224%, 01/10/2047<sup>(c)</sup> |  | 28 | 11539 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  JPMBB Commercial Mortgage Securities Trust <br>Series 2013-C17, Class D <br>5.046%, 01/15/2047<sup>(c)</sup> | U.S.$| 71 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65855 |
|  |  |  |  | 109399 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $259,530) | Total Commercial Mortgage-Backed Securities <br>(cost $259,530) | Total Commercial Mortgage-Backed Securities <br>(cost $259,530) |  | 233866 |
|  | **Shares** | **Shares** |  |  |
|  **PREFERRED STOCKS – 0.0%** | **PREFERRED STOCKS – 0.0%** | **PREFERRED STOCKS – 0.0%** | **PREFERRED STOCKS – 0.0%** | **PREFERRED STOCKS – 0.0%** |
|  **Industrials – 0.0%** | **Industrials – 0.0%** | **Industrials – 0.0%** | **Industrials – 0.0%** | **Industrials – 0.0%** |
|  **Auto Components – 0.0%** | **Auto Components – 0.0%** | **Auto Components – 0.0%** | **Auto Components – 0.0%** | **Auto Components – 0.0%** |
|  Energy Technology <br>0.00%<sup>(d) (e)</sup> |  | 117 |  | 66105 |
|  **Energy Equipment & Services – 0.0%** | **Energy Equipment & Services – 0.0%** | **Energy Equipment & Services – 0.0%** | **Energy Equipment & Services – 0.0%** | **Energy Equipment & Services – 0.0%** |
|  Gulfport Energy Corp. <br>10.00%<sup>(e)</sup>  |  | 10 |  | 54000 |
|  **Industrial Conglomerates – 0.0%** | **Industrial Conglomerates – 0.0%** | **Industrial Conglomerates – 0.0%** | **Industrial Conglomerates – 0.0%** | **Industrial Conglomerates – 0.0%** |
|  WESCO International, Inc. <br>Series A <br>10.625% |  | 3350 |  | 91790 |
|  |  |  |  | 211895 |
|  **Consumer Discretionary – 0.0%** | **Consumer Discretionary – 0.0%** | **Consumer Discretionary – 0.0%** | **Consumer Discretionary – 0.0%** | **Consumer Discretionary – 0.0%** |
|  **Household Durables – 0.0%** | **Household Durables – 0.0%** | **Household Durables – 0.0%** | **Household Durables – 0.0%** | **Household Durables – 0.0%** |
|  Hovnanian Enterprises, Inc. <br>7.625% |  | 1190 |  | 21670 |
|  Total Preferred Stocks <br>(cost $193,246) | Total Preferred Stocks <br>(cost $193,246) | Total Preferred Stocks <br>(cost $193,246) |  | 233565 |
|  **EMERGING MARKETS - TREASURIES – 0.0%** | **EMERGING MARKETS - TREASURIES – 0.0%** | **EMERGING MARKETS - TREASURIES – 0.0%** | **EMERGING MARKETS - TREASURIES – 0.0%** | **EMERGING MARKETS - TREASURIES – 0.0%** |
|  **Russia – 0.0%** | **Russia – 0.0%** | **Russia – 0.0%** | **Russia – 0.0%** | **Russia – 0.0%** |
|  Russian Federal Bond - OFZ Series 6212 <br>(cost $355,795) | U.S.$| 23770 |  | 159700 |
|  **WARRANTS – 0.0%** | **WARRANTS – 0.0%** | **WARRANTS – 0.0%** | **WARRANTS – 0.0%** | **WARRANTS – 0.0%** |
|  **Industrials – 0.0%** | **Industrials – 0.0%** | **Industrials – 0.0%** | **Industrials – 0.0%** | **Industrials – 0.0%** |
|  **Construction & Engineering – 0.0%** | **Construction & Engineering – 0.0%** | **Construction & Engineering – 0.0%** | **Construction & Engineering – 0.0%** | **Construction & Engineering – 0.0%** |
|  Willscot Corp., expiring 11/29/2022<sup>(a) (d) (e)</sup> | Willscot Corp., expiring 11/29/2022<sup>(a) (d) (e)</sup> | 1913 |  | 60412 |
|  **Information Technology – 0.0%** | **Information Technology – 0.0%** | **Information Technology – 0.0%** | **Information Technology – 0.0%** | **Information Technology – 0.0%** |
|  **Software – 0.0%** | **Software – 0.0%** | **Software – 0.0%** | **Software – 0.0%** | **Software – 0.0%** |
|  Avaya Holdings Corp., expiring 12/15/2022<sup>(a)</sup> | Avaya Holdings Corp., expiring 12/15/2022<sup>(a)</sup> | 4686 |  | 94 |
|  **Diversified – 0.0%** | **Diversified – 0.0%** | **Diversified – 0.0%** | **Diversified – 0.0%** | **Diversified – 0.0%** |
|  **Special Purpose Acquisition Company – 0.0%** | **Special Purpose Acquisition Company – 0.0%** | **Special Purpose Acquisition Company – 0.0%** | **Special Purpose Acquisition Company – 0.0%** | **Special Purpose Acquisition Company – 0.0%** |
|  CWT Travel Holdings, Inc., A-CW26, expiring 11/19/2026<sup>(a) (d) (e)</sup> | CWT Travel Holdings, Inc., A-CW26, expiring 11/19/2026<sup>(a) (d) (e)</sup> | 1052 |  | 14 |
|  CWT Travel Holdings, Inc., B-CW28, expiring 11/19/2028<sup>(a) (d) (e)</sup> | CWT Travel Holdings, Inc., B-CW28, expiring 11/19/2028<sup>(a) (d) (e)</sup> | 1108 |  | 19 |
|  |  |  |  | 33 |
|  Total Warrants <br>(cost $8,723) | Total Warrants <br>(cost $8,723) | Total Warrants <br>(cost $8,723) |  | 60539 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | | **U.S. $ Value** |
|  **MORTGAGE PASS-THROUGHS – 0.0%** |  |  |  |  |
|  **Agency Fixed Rate 30-Year – 0.0%** |  |  |  |  |
|  Federal National Mortgage Association <br>Series 2006 <br>5.00%, 01/01/2036 <br>(cost $83) | U.S.$| 0 | \*\* | $78 |
|  | **Shares** | **Shares** |  |  |
|  **RIGHTS – 0.0%** |  |  |  |  |
|  **Financials – 0.0%** |  |  |  |  |
|  **Capital Markets – 0.0%** |  |  |  |  |
|  Credit Suisse Group AG, expiring 12/08/2022<sup>(a) (b)</sup> <sup></sup>(cost $0) | Credit Suisse Group AG, expiring 12/08/2022<sup>(a) (b)</sup> <sup></sup>(cost $0) | 428 |  | 40 |
|  **SHORT-TERM INVESTMENTS – 22.1%** |  |  |  |  |
|  **Investment Companies – 21.8%** |  |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.50%<sup>(m) (q) (r)</sup> <br>(cost $107,830,660) |  | 107830660 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107830660 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |  |
|  **U.S. Treasury Bills – 0.3%** |  |  |  |  |
|  **United States – 0.3%** |  |  |  |  |
|  U.S. Treasury Bill <br>(cost $1,689,420) | U.S.$| 1716 |  | 1687994 |
|  **Total Investments Before Security Lending Collateral for Securities Loaned – 96.5%** <br> (cost $457,702,061) |  |  |  | 477867539 |
|  | **Shares** | **Shares** |  |  |
|  **INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 0.4%** |  |  |  |  |
|  **Investment Companies – 0.4%** |  |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.50%<sup>(m) (q) (r)</sup> <br>(cost $1,840,737) |  | 1840737 |  | 1840737 |
|  **Total Investments – 96.9%** <br> (cost $459,542,798)<sup>(s)</sup> |  |  |  | 479708276 |
|  Other assets less liabilities – 3.1% |  |  |  | 15265376 |
|  **Net Assets – 100.0%** |  |  |  | $**494973652** |

---

------

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| 10 Yr Australian Bond Futures | 125 | December 2022 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10237207 | $122700 |
| 10 Yr Canadian Bond Futures | 144 | March 2023 | 13460625 | 85412 |
| 10 Yr Japan Bond (OSE) Futures | 23 | December 2022 | 24770512 | (11732) |
| Euro Buxl 30 Yr Bond Futures | 40 | December 2022 | 6589080 | (11029) |
| Euro STOXX 50 Index Futures | 146 | December 2022 | 6023930 | 409242 |
| Euro-BOBL Futures | 44 | December 2022 | 5495742 | (154346) |
| Euro-Bund Futures | 92 | December 2022 | 13487176 | (341503) |
| Euro-Schatz Futures | 72 | December 2022 | 8000300 | (114658) |
| FTSE 100 Index Futures | 36 | December 2022 | 3297132 | 234273 |
| FTSE KLCI Futures | 71 | December 2022 | 1186526 | (1251) |
| FTSE Taiwan Index Futures | 26 | December 2022 | 1352520 | 3531 |
| FTSE/JSE Top 40 Futures | 55 | December 2022 | 2191990 | 70276 |
| Hang Seng Index Futures | 8 | December 2022 | 953380 | 48004 |
| Long Gilt Futures | 119 | March 2023 | 15058171 | 83019 |
| MSCI EAFE Futures | 2 | December 2022 | 197980 | 27436 |
| MSCI Emerging Markets Futures | 417 | December 2022 | 20485125 | 141690 |
| S&P Mid 400 E Mini Futures | 26 | December 2022 | 6707480 | 193252 |
| S&P TSX 60 Index Futures | 11 | December 2022 | 2028517 | 106692 |
| SET 50 Futures | 313 | December 2022 | 1765900 | 8825 |
| SPI 200 Futures | 16 | December 2022 | 1984393 | 96183 |
| TOPIX Index Futures | 19 | December 2022 | 2738069 | 45174 |
| U.S. Long Bond (CBT) Futures | 12 | March 2023 | 1524000 | (5712) |
| U.S. T-Note 2 Yr (CBT) Futures | 87 | March 2023 | 17866266 | 45487 |
| U.S. T-Note 5 Yr (CBT) Futures | 205 | March 2023 | 22256914 | 123058 |
| U.S. T-Note 10 Yr (CBT) Futures | 312 | March 2023 | 35412000 | 111374 |
| U.S. Ultra Bond (CBT) Futures | 219 | March 2023 | 29845594 | (188543) |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| 10 Yr Australian Bond Futures | 34 | December 2022 | 2784520 | (117998) |
| 10 Yr Canadian Bond Futures | 73 | March 2023 | 6823789 | (43531) |
| 10 Yr Mini Japan Government Bond Futures | 42 | December 2022 | 4525440 | (29016) |
| E-Mini Russell 1000 Futures | 67 | December 2022 | 7505340 | 28981 |
| Euro Buxl 30 Yr Bond Futures | 15 | December 2022 | 2470905 | (110839) |
| Euro STOXX 50 Index Futures | 107 | December 2022 | 4414798 | (565013) |
| Euro-Bund Futures | 8 | December 2022 | 1172798 | (4649) |
| FTSE 100 Index Futures | 15 | December 2022 | 1373805 | (98796) |
| FTSE China A50 Futures | 115 | December 2022 | 1459925 | (51677) |
| Long Gilt Futures | 28 | March 2023 | 3543099 | (9754) |
| Mexican BOLSA Index Futures | 2 | December 2022 | 53540 | (3957) |
| MSCI Singapore IX ETS Futures | 157 | December 2022 | 3426136 | (4342) |
| OMXS30 Index Futures | 86 | December 2022 | 1721130 | (11051) |
| S&P 500 E-Mini Futures | 289 | December 2022 | 58974063 | (2278805) |
| S&P TSX 60 Index Futures | 6 | December 2022 | 1106464 | (74860) |
| SGX Nifty 50 Futures | 56 | December 2022 | 2118648 | (72190) |
| SPI 200 Futures | 9 | December 2022 | 1116221 | (62081) |
| TOPIX Index Futures | 23 | December 2022 | 3314505 | (155591) |
| U.S. 10 Yr Ultra Futures | 14 | March 2023 | 1675187 | (2496) |
| U.S. T-Note 2 Yr (CBT) Futures | 63 | March 2023 | 12937641 | (34531) |
| U.S. T-Note 5 Yr (CBT) Futures | 20 | March 2023 | 2171406 | (12307) |
| U.S. T-Note 10 Yr (CBT) Futures | 165 | March 2023 | 18727500 | (99173) |
| U.S. Ultra Bond (CBT) Futures | 51 | March 2023 | 6950344 | 79589 |
| WIG 20 Index Futures | 144 | December 2022 | 1116752 | (2912) |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2610145) |

---

------

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | EUR | 1680 | USD | 1623 | 12/08/2022 | $(125998) |
| Bank of America, NA | EUR | 2203 | USD | 2285 | 12/21/2022 | (10847) |
| Bank of America, NA | NOK | 9996 | USD | 1000 | 12/21/2022 | (15935) |
| Bank of America, NA | SEK | 24652 | USD | 2362 | 12/21/2022 | 11295 |
| Bank of America, NA | KRW | 1736373 | USD | 1215 | 01/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117771) |
| Barclays Bank PLC | BRL | 745 | USD | 141 | 12/02/2022 | (2841) |
| Barclays Bank PLC | USD | 143 | BRL | 745 | 12/02/2022 | 566 |
| Barclays Bank PLC | MYR | 32054 | USD | 7184 | 12/15/2022 | (64360) |
| Barclays Bank PLC | USD | 3050 | MYR | 13818 | 12/15/2022 | 74829 |
| Barclays Bank PLC | USD | 4491 | MYR | 19827 | 12/15/2022 | (8456) |
| Barclays Bank PLC | ZAR | 33843 | USD | 1862 | 12/15/2022 | (94694) |
| Barclays Bank PLC | CAD | 1259 | USD | 928 | 12/21/2022 | (7789) |
| Barclays Bank PLC | TWD | 20410 | USD | 633 | 12/21/2022 | (34543) |
| Barclays Bank PLC | USD | 900 | CAD | 1197 | 12/21/2022 | (9920) |
| Barclays Bank PLC | USD | 601 | CHF | 572 | 12/21/2022 | 5163 |
| Barclays Bank PLC | USD | 845 | GBP | 708 | 12/21/2022 | 8844 |
| Barclays Bank PLC | USD | 865 | INR | 71963 | 12/21/2022 | 19121 |
| Barclays Bank PLC | USD | 805 | NZD | 1305 | 12/21/2022 | 17944 |
| Barclays Bank PLC | USD | 3635 | MXN | 70982 | 01/19/2023 | 13555 |
| Barclays Bank PLC | IDR | 14978026 | USD | 962 | 01/26/2023 | 5823 |
| Barclays Bank PLC | IDR | 36684314 | USD | 2334 | 01/26/2023 | (7418) |
| Barclays Bank PLC | PHP | 188384 | USD | 3244 | 01/26/2023 | (92242) |
| Barclays Bank PLC | USD | 1239 | IDR | 19475022 | 01/26/2023 | 3733 |
| Barclays Bank PLC | USD | 4008 | IDR | 62483626 | 01/26/2023 | (19014) |
| Barclays Bank PLC | PLN | 2280 | USD | 501 | 01/30/2023 | (1315) |
| Barclays Bank PLC | USD | 3382 | HUF | 1346904 | 01/30/2023 | (13506) |
| Barclays Bank PLC | USD | 555 | KRW | 784207 | 01/30/2023 | 47154 |
| Barclays Bank PLC | CNH | 3411 | USD | 470 | 02/16/2023 | (17447) |
| Barclays Bank PLC | USD | 690 | CNH | 4951 | 02/16/2023 | 17078 |
| BNP Paribas SA | USD | 1665 | COP | 8113846 | 01/19/2023 | 1676 |
| BNP Paribas SA | USD | 467 | IDR | 7295058 | 01/26/2023 | (905) |
| Citibank, NA | USD | 1299 | SEK | 13568 | 12/01/2022 | (6594) |
| Citibank, NA | JPY | 90748 | USD | 651 | 12/02/2022 | (5886) |
| Citibank, NA | AUD | 964 | USD | 612 | 01/19/2023 | (44013) |
| Citibank, NA | CAD | 4290 | USD | 3144 | 01/19/2023 | (48149) |
| Citibank, NA | USD | 1552 | PHP | 92641 | 01/26/2023 | 88166 |
| Citibank, NA | USD | 657 | JPY | 90748 | 02/09/2023 | 5915 |
| Deutsche Bank AG | SEK | 6869 | USD | 615 | 12/01/2022 | (38967) |
| Deutsche Bank AG | USD | 650 | SEK | 6869 | 12/01/2022 | 4558 |
| Deutsche Bank AG | CHF | 612 | USD | 636 | 12/07/2022 | (11199) |
| Deutsche Bank AG | ZAR | 14009 | USD | 769 | 12/15/2022 | (41242) |
| Deutsche Bank AG | INR | 165289 | USD | 2016 | 12/21/2022 | (15387) |
| Deutsche Bank AG | TWD | 16386 | USD | 524 | 12/21/2022 | (12136) |
| Deutsche Bank AG | USD | 3975 | CAD | 5286 | 12/21/2022 | (43763) |
| Deutsche Bank AG | USD | 1758 | TWD | 55659 | 12/21/2022 | 63137 |
| Deutsche Bank AG | PHP | 31785 | USD | 555 | 01/26/2023 | (7979) |
| Deutsche Bank AG | USD | 730 | KRW | 961214 | 01/30/2023 | 8206 |
| Deutsche Bank AG | USD | 2559 | PLN | 11647 | 01/30/2023 | 8804 |
| Deutsche Bank AG | CNH | 31813 | USD | 4445 | 02/16/2023 | (97200) |
| Goldman Sachs Bank USA | BRL | 2276 | USD | 429 | 12/02/2022 | (9304) |
| Goldman Sachs Bank USA | USD | 423 | BRL | 2276 | 12/02/2022 | 15224 |
| Goldman Sachs Bank USA | USD | 1365 | ZAR | 23587 | 12/15/2022 | (1645) |
| Goldman Sachs Bank USA | JPY | 258015 | USD | 1855 | 12/21/2022 | (18173) |
| Goldman Sachs Bank USA | NOK | 11405 | USD | 1146 | 12/21/2022 | (12924) |
| Goldman Sachs Bank USA | USD | 796 | EUR | 771 | 12/21/2022 | 7439 |
| Goldman Sachs Bank USA | USD | 4575 | INR | 372228 | 12/21/2022 | 708 |
| Goldman Sachs Bank USA | USD | 1714 | SEK | 18191 | 12/21/2022 | 20710 |
| Goldman Sachs Bank USA | USD | 2148 | PHP | 127143 | 01/26/2023 | 103650 |
| Goldman Sachs Bank USA | HUF | 800541 | USD | 1980 | 01/30/2023 | (22570) |
| Goldman Sachs Bank USA | CNH | 10929 | USD | 1501 | 02/16/2023 | (59246) |
| Goldman Sachs Bank USA | USD | 1278 | CNH | 9006 | 02/16/2023 | 7612 |
| HSBC Bank USA | PEN | 5731 | USD | 1489 | 01/19/2023 | 776 |
| JPMorgan Chase Bank, NA | BRL | 2036 | USD | 384 | 12/02/2022 | (7761) |
| JPMorgan Chase Bank, NA | USD | 378 | BRL | 2036 | 12/02/2022 | 14398 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| JPMorgan Chase Bank, NA | EUR | 2127 | USD | 2108 | 12/08/2022 | $(106516) |
| JPMorgan Chase Bank, NA | AUD | 2600 | USD | 1757 | 12/21/2022 | (9245) |
| JPMorgan Chase Bank, NA | CHF | 3771 | USD | 4015 | 12/21/2022 | 19829 |
| JPMorgan Chase Bank, NA | GBP | 3830 | USD | 4522 | 12/21/2022 | (97534) |
| JPMorgan Chase Bank, NA | TWD | 47742 | USD | 1494 | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68097) |
| JPMorgan Chase Bank, NA | USD | 733 | GBP | 617 | 12/21/2022 | 11017 |
| JPMorgan Chase Bank, NA | USD | 3989 | JPY | 556136 | 12/21/2022 | 47754 |
| JPMorgan Chase Bank, NA | GBP | 783 | USD | 932 | 01/18/2023 | (12789) |
| JPMorgan Chase Bank, NA | CZK | 75593 | USD | 3218 | 01/30/2023 | (3956) |
| JPMorgan Chase Bank, NA | USD | 1796 | CNH | 12806 | 02/16/2023 | 32863 |
| Morgan Stanley Capital Services, Inc. | BRL | 4576 | USD | 849 | 12/02/2022 | (32827) |
| Morgan Stanley Capital Services, Inc. | USD | 864 | BRL | 4576 | 12/02/2022 | 17448 |
| Morgan Stanley Capital Services, Inc. | USD | 1240 | EUR | 1237 | 12/08/2022 | 47954 |
| Morgan Stanley Capital Services, Inc. | MYR | 13608 | USD | 2919 | 12/15/2022 | (157976) |
| Morgan Stanley Capital Services, Inc. | USD | 729 | MYR | 3237 | 12/15/2022 | 2858 |
| Morgan Stanley Capital Services, Inc. | NZD | 1381 | USD | 845 | 12/21/2022 | (25748) |
| Morgan Stanley Capital Services, Inc. | TWD | 13781 | USD | 433 | 12/21/2022 | (18152) |
| Morgan Stanley Capital Services, Inc. | USD | 844 | BRL | 4576 | 01/04/2023 | 32945 |
| Standard Chartered Bank | TWD | 13781 | USD | 433 | 12/21/2022 | (17948) |
| Standard Chartered Bank | USD | 3989 | AUD | 5946 | 12/21/2022 | 49959 |
| State Street Bank & Trust Co. | NOK | 2568 | USD | 248 | 12/01/2022 | (12467) |
| State Street Bank & Trust Co. | USD | 240 | NOK | 2568 | 12/01/2022 | 20277 |
| State Street Bank & Trust Co. | USD | 976 | SEK | 10762 | 12/01/2022 | 48448 |
| State Street Bank & Trust Co. | JPY | 1180 | USD | 8 | 12/02/2022 | (330) |
| State Street Bank & Trust Co. | USD | 630 | JPY | 90748 | 12/02/2022 | 27601 |
| State Street Bank & Trust Co. | USD | 623 | CHF | 612 | 12/07/2022 | 24448 |
| State Street Bank & Trust Co. | EUR | 1972 | USD | 1960 | 12/08/2022 | (91726) |
| State Street Bank & Trust Co. | USD | 1100 | EUR | 1110 | 12/08/2022 | 54733 |
| State Street Bank & Trust Co. | NZD | 798 | USD | 497 | 12/21/2022 | (5596) |
| State Street Bank & Trust Co. | GBP | 58 | USD | 70 | 01/18/2023 | (154) |
| State Street Bank & Trust Co. | USD | 98 | GBP | 82 | 01/18/2023 | 1045 |
| State Street Bank & Trust Co. | CAD | 976 | USD | 729 | 01/19/2023 | 2612 |
| State Street Bank & Trust Co. | CAD | 911 | USD | 673 | 01/19/2023 | (5092) |
| State Street Bank & Trust Co. | THB | 206012 | USD | 5588 | 01/19/2023 | (283540) |
| State Street Bank & Trust Co. | USD | 626 | CAD | 847 | 01/19/2023 | 3902 |
| State Street Bank & Trust Co. | USD | 417 | CAD | 556 | 01/19/2023 | (3411) |
| State Street Bank & Trust Co. | USD | 922 | THB | 33060 | 01/19/2023 | 19805 |
| State Street Bank & Trust Co. | USD | 2880 | THB | 100871 | 01/19/2023 | (4651) |
| State Street Bank & Trust Co. | USD | 475 | CZK | 11237 | 01/30/2023 | 3822 |
| UBS AG | SEK | 24330 | USD | 2258 | 12/01/2022 | (58900) |
| UBS AG | CLP | 1460653 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 | 01/19/2023 | (7135) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1127525) |

---

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid/<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 4070 | 10/25/2024 | 1 Day<br>SOFR | 4.551% | Annual | $11758 | $— | $11758 |
| CNY | 36260 | 02/17/2025 | China<br>7-Day<br>Reverse<br>Repo<br>Rate | 2.547% | Quarterly | 5736 |  | 5736 |
| CNY | 107914 | 02/20/2025 | China<br>7-Day<br>Reverse<br>Repo<br>Rate | 2.598% | Quarterly | 33379 |  | 33379 |
| CNY | 109516 | 02/21/2025 | China<br>7-Day<br>Reverse<br>Repo<br>Rate | 2.620% | Quarterly | 40797 |  | 40797 |
| CHF | 1040 | 09/21/2031 | 1 Day<br>SARON | (0.192)% | Annual | (164051) | (15726) | (148325) |
| CHF | 590 | 11/19/2031 | 1 Day<br>SARON | 0.100% | Annual | (78824) |  | (78824) |
| NOK | 840 | 05/25/2032 | 6 Month<br>NIBOR | 2.913% | Semi-Annual/<br> Annual | (978) |  | (978) |
| NOK | 5000 | 06/15/2032 | 6 Month<br>NIBOR | 3.335% | Semi-Annual/<br> Annual | 5703 |  | 5703 |
| NZD | 60 | 07/21/2032 | 3 Month<br>BKBM | 3.973% | Quarterly/<br>Semi-Annual | (551) |  | (551) |
| NZD | 900 | 08/22/2032 | 3 Month<br>BKBM | 3.721% | Quarterly/<br>Semi-Annual | (24266) |  | (24266) |
| CHF | 480 | 08/22/2032 | 1 Day<br>SARON | 1.365% | Annual | (10530) |  | (10530) |
| SEK | 60 | 08/22/2032 | 2.370% | 3 Month<br>STIBOR | Annual/<br>Quarterly | 136 |  | 136 |
| SEK | 9430 | 09/15/2032 | 2.907% | 3 Month<br>STIBOR | Annual/<br>Quarterly | (16833) |  | (16833) |
| SEK | 29980 | 09/27/2032 | 3.115% | 3 Month<br>STIBOR | Annual/<br>Quarterly | (102670) |  | (102670) |
| NZD | 1290 | 09/28/2032 | 3 Month<br>BKBM | 4.378% | Quarterly/<br>Semi-Annual | 1327 |  | 1327 |
| NOK | 11920 | 10/03/2032 | 6 Month<br>NIBOR | 3.568% | Semi-Annual/<br> Annual | 31533 |  | 31533 |
| USD | 830 | 10/25/2032 | 3.934% | 1 Day<br>SOFR | Annual | (38776) |  | (38776) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(307110) | $(15726) | $(291384) |

---

------

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>November 30,<br>2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 33, 5 Year Index, 12/20/2024\* | (5.00)% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.91% | USD | 8166 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(405784) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67158) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(338626) |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 39, 5 Year Index, 12/20/2027\* | 5.00 | Quarterly | 4.53 | USD | 9810 | 280406 | (366580) | 646986 |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Xover Series 38, 5 Year Index, 12/20/2027\* | 5.00 | Quarterly | 4.58 | EUR | 2900 | 79810 | (124491) | 204301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic of South Africa, 5.875%, 09/16/2025, 12/20/2027\* | 1.00 | Quarterly | 2.42 | USD | 300 | (17977) | (22632) | 4655 |
|  |  |  |  |  |  | $(63545) | $(580861) | $517316 |

---

*\** *Termination date* 

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>November 30,<br>2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** |
| Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | (5.00)% | Monthly | &nbsp;&nbsp;&nbsp;&nbsp;7.50% | USD | 591 | $217560 | $182945 | $34615 |
| JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | (3.00) | Monthly | 7.50 | USD | 632 | 146805 | 101021 | 45784 |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 18 | (6620) | (8371) | 1751 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113237) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49752) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63485) |
| Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 2975 | (699152) | (274151) | (425001) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>November 30,<br>2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00% | Monthly | &nbsp;&nbsp;&nbsp;&nbsp;7.50% | USD | 906 | $(337364) | $(151384) | $(185980) |
| Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Group, Inc., 5.250%, 03/15/2025, 12/20/2023\* | 5.00 | Quarterly | 1.19 | USD | 50 | 3091 | 679 | 2412 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 3 | (1273) | (1608) | 335 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 3 | (1273) | (1608) | 335 |
| Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 21 | (7893) | (9206) | 1313 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 21 | (7893) | (8509) | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 7 | (2546) | (3147) | 601 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 21 | (7639) | (8187) | 548 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 22 | (8148) | (8681) | 533 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 23 | (8402) | (8899) | 497 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(833984) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(248858) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(585126) |

---

*\** *Termination date* 

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** |
| Bank of America, NA | Bank of America, NA |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MLABUSCU | OBFR Plus<br>0.25% | Quarterly | USD | 2371 | 11/15/2023 | $54501 |
| &nbsp;&nbsp;&nbsp;&nbsp; MLABUSLV | OBFR Plus<br>0.25% | Quarterly | USD | 431 | 04/17/2023 | 42136 |
| &nbsp;&nbsp;&nbsp;&nbsp; MLABUSLV | OBFR Plus<br>0.25% | Quarterly | USD | 538 | 10/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52576 |
| &nbsp;&nbsp;&nbsp;&nbsp; MLABUSLV | OBFR Plus<br>0.25% | Quarterly | USD | 93 | 11/15/2023 | 3237 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Barclays Bank PLC | Barclays Bank PLC | Barclays Bank PLC | Barclays Bank PLC | Barclays Bank PLC | Barclays Bank PLC | Barclays Bank PLC | Barclays Bank PLC |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital US Inflation Linked Bonds 1 to 10 Year | SOFR Plus<br>0.0022% | Annual/<br>Maturity | USD | 86923 |  | 02/01/2023 | $786136 |
| Citibank, NA | Citibank, NA |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CGABROEG | FedFundEffective<br>Plus 0.35% | Quarterly | USD | 669 |  | 12/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43943 |
| &nbsp;&nbsp;&nbsp;&nbsp; CGABROEG | FedFundEffective<br>Plus 0.35% | Quarterly | USD | 731 |  | 12/15/2022 | 42741 |
| &nbsp;&nbsp;&nbsp;&nbsp; CGABROEG | FedFundEffective<br>Plus 0.35% | Quarterly | USD | 526 |  | 12/15/2022 | 34596 |
| &nbsp;&nbsp;&nbsp;&nbsp; CGABROEG | FedFundEffective<br>Plus 0.35% | Quarterly | USD | 253 |  | 12/15/2022 | 14798 |
| &nbsp;&nbsp;&nbsp;&nbsp; CGABROEG | FedFundEffective<br>Plus 0.35% | Quarterly | USD | 188 |  | 12/15/2022 | 11026 |
| Goldman Sachs International | Goldman Sachs International |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GSABVISP | SOFR Plus<br>0.40% | Quarterly | USD | 857 |  | 08/15/2023 | 16989 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSABVISP | SOFR Plus<br>0.40% | Quarterly | USD | 76 |  | 08/15/2023 | 765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Markit iBoxx EUR Contingent Convertible Liquid Developed Market AT1 TRI | EURIBOR | Annual/<br>Maturity | EUR | 527 |  | 03/20/2023 | 18159 |
| &nbsp;&nbsp;&nbsp;&nbsp; Micro Focus International PLC | SONIA Plus<br>0.35% | Monthly | GBP | 40 |  | 07/15/2025 | 468 |
| JPMorgan Chase Bank, NA | JPMorgan Chase Bank, NA |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AVEVA Group PLC | SONIA Plus<br>0.35% | Monthly | GBP | 145 |  | 08/14/2023 | 829 |
| &nbsp;&nbsp;&nbsp;&nbsp; AVEVA Group PLC | SONIA Plus<br>0.35% | Monthly | GBP | 96 |  | 08/14/2023 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp; ContourGlobal PLC | SONIA Plus<br>0.35% | Monthly | GBP | 13 |  | 08/14/2023 | (15) |
| &nbsp;&nbsp;&nbsp;&nbsp; ContourGlobal PLC | SONIA Plus<br>0.35% | Monthly | GBP | 2 |  | 08/14/2023 | (26) |
| &nbsp;&nbsp;&nbsp;&nbsp; ContourGlobal PLC | SONIA Plus<br>0.35% | Monthly | GBP | 3 |  | 08/14/2023 | (32) |
| &nbsp;&nbsp;&nbsp;&nbsp; ContourGlobal PLC | SONIA Plus<br>0.35% | Monthly | GBP | 3 |  | 08/14/2023 | (33) |
| &nbsp;&nbsp;&nbsp;&nbsp; ContourGlobal PLC | SONIA Plus<br>0.35% | Monthly | GBP | 6 |  | 08/14/2023 | (68) |
| &nbsp;&nbsp;&nbsp;&nbsp; ContourGlobal PLC | SONIA Plus<br>0.35% | Monthly | GBP | 10 |  | 08/14/2023 | (107) |
| &nbsp;&nbsp;&nbsp;&nbsp; ContourGlobal PLC | SONIA Plus<br>0.35% | Monthly | GBP | 16 |  | 08/14/2023 | (137) |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 370 |  | 08/14/2023 | 10640 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 185 |  | 08/14/2023 | 5715 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 142 |  | 08/14/2023 | 3948 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 89 |  | 08/14/2023 | 2554 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 94 |  | 08/14/2023 | 1571 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 49 |  | 08/14/2023 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 46 |  | 08/14/2023 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 41 |  | 08/14/2023 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeServe PLC | SONIA Plus<br>0.35% | Monthly | GBP | 0 | \*\*\* | 08/14/2023 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPABJVAL<sup>(1)</sup> | TONAR Plus<br>0.18% | Quarterly | JPY | 181763 |  | 11/15/2023 | 33487 |
| Merrill Lynch International | Merrill Lynch International |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bloomberg Commodity Index | 0.10% | Annual | USD | 2544 |  | 12/15/2022 | (9844) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bloomberg Commodity Index | 0.10% | Annual | USD | 32238 |  | 12/15/2022 | (124758) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 169 |  | 10/18/2023 | $2249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 85 |  | 10/18/2023 | 1268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 95 |  | 10/18/2023 | 1224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 76 |  | 10/18/2023 | 1107 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 63 |  | 10/18/2023 | 858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 58 |  | 10/18/2023 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 48 |  | 10/18/2023 | 541 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 22 |  | 10/18/2023 | 332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 24 |  | 10/18/2023 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 13 |  | 10/18/2023 | 134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 4 |  | 10/18/2023 | 57 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 2 |  | 10/18/2023 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 1 |  | 10/18/2023 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 1 |  | 10/18/2023 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 0 | \*\*\* | 10/18/2023 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euromoney Institutional Investor PLC | SONIA Plus<br>0.54% | Monthly | GBP | 0 | \*\*\* | 10/18/2023 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Micro Focus International PLC | SONIA Plus<br>0.54% | Monthly | GBP | 166 |  | 10/18/2023 | 2699 |
| &nbsp;&nbsp;&nbsp;&nbsp; Micro Focus International PLC | SONIA Plus<br>0.54% | Monthly | GBP | 65 |  | 10/18/2023 | 670 |
| &nbsp;&nbsp;&nbsp;&nbsp; Micro Focus International PLC | SONIA Plus<br>0.54% | Monthly | GBP | 61 |  | 10/18/2023 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Micro Focus International PLC | SONIA Plus<br>0.54% | Monthly | GBP | 28 |  | 10/18/2023 | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens Gamesa Renewable Energy SA | EURIBOR<br>Plus 0.50% | Monthly | EUR | 59 |  | 10/18/2023 | 269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens Gamesa Renewable Energy SA | EURIBOR<br>Plus 0.50% | Monthly | EUR | 28 |  | 10/18/2023 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens Gamesa Renewable Energy SA | EURIBOR<br>Plus 0.50% | Monthly | EUR | 15 |  | 10/18/2023 | 69 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens Gamesa Renewable Energy SA | EURIBOR<br>Plus 0.50% | Monthly | EUR | 13 |  | 10/18/2023 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens Gamesa Renewable Energy SA | EURIBOR<br>Plus 0.50% | Monthly | EUR | 1 |  | 10/18/2023 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens Gamesa Renewable Energy SA | EURIBOR<br>Plus 0.50% | Monthly | EUR | 1 |  | 10/18/2023 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Monthly | CHF | 558 |  | 12/16/2022 | 22601 |
| UBS AG | UBS AG | UBS AG | UBS AG | UBS AG | UBS AG | UBS AG | UBS AG |
| &nbsp;&nbsp;&nbsp;&nbsp; Russell 2000 Total Return Index | OBFR Plus<br>0.05% | Quarterly | USD | 6436 |  | 06/15/2023 | 189098 |
| **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** |
| Goldman Sachs International | Goldman Sachs International |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 220 |  | 07/15/2025 | 20290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 220 |  | 07/15/2025 | 17596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 172 |  | 07/15/2025 | 13953 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 137 |  | 07/15/2025 | 12696 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 165 |  | 07/15/2025 | $11522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 65 |  | 07/15/2025 | 4628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 159 |  | 07/15/2025 | 3408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 89 |  | 07/15/2025 | 3222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 42 |  | 07/15/2025 | 3211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 28 |  | 07/15/2025 | 1958 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.34% | Monthly | USD | 115 |  | 07/15/2025 | 1954 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.33% | Monthly | USD | 22 |  | 07/15/2025 | 805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 7 |  | 07/15/2025 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 5 |  | 07/15/2025 | 585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 55 |  | 07/15/2025 | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 1 |  | 07/15/2025 | 73 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 1 |  | 07/15/2025 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.33% | Monthly | USD | 1 |  | 07/15/2025 | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 0 | \*\*\* | 07/15/2025 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.35% | Monthly | USD | 66 |  | 07/15/2025 | (622) |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 51 |  | 07/15/2025 | (1237) |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.30% | Monthly | USD | 362 |  | 01/05/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134060 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.30% | Monthly | USD | 346 |  | 01/05/2023 | 125139 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.30% | Monthly | USD | 268 |  | 01/05/2023 | 88337 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.30% | Monthly | USD | 160 |  | 01/05/2023 | 60134 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.07% | Monthly | USD | 104 |  | 01/05/2023 | 34878 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.30% | Monthly | USD | 104 |  | 01/05/2023 | 33675 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 55 |  | 07/15/2025 | 22511 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 41 |  | 07/15/2025 | 17635 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 36 |  | 07/15/2025 | 15484 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.32% | Monthly | USD | 0 | \*\*\* | 07/15/2025 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | SOFR Minus<br>0.48% | Monthly | USD | 237 |  | 07/15/2025 | (3301) |
| JPMorgan Chase Bank, NA | JPMorgan Chase Bank, NA |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | OBFR Minus<br>0.28% | Monthly | USD | 374 |  | 08/14/2023 | 11050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | OBFR Minus<br>0.28% | Monthly | USD | 232 |  | 08/14/2023 | 7735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | OBFR Minus<br>0.28% | Monthly | USD | 114 |  | 08/14/2023 | 4792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | OBFR Minus<br>0.28% | Monthly | USD | 225 |  | 08/14/2023 | 1993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | OBFR Minus<br>0.28% | Monthly | USD | 13 |  | 08/14/2023 | 598 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.28% | Monthly | USD | 5 | 08/14/2023 | $(461) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.28% | Monthly | USD | 8 | 08/14/2023 | (649) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.78% | Monthly | USD | 33 | 08/14/2023 | (2129) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.28% | Monthly | USD | 49 | 08/14/2023 | (2321) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.28% | Monthly | USD | 64 | 08/14/2023 | (2946) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.28% | Monthly | USD | 39 | 08/14/2023 | (3384) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.28% | Monthly | USD | 40 | 08/14/2023 | (3876) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.28% | Monthly | USD | 69 | 08/14/2023 | (4243) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICE U.S. Dollar Index | OBFR Minus<br>0.28% | Monthly | USD | 62 | 08/14/2023 | (5881) |
| &nbsp;&nbsp;&nbsp;&nbsp; MaxLinear, Inc. | OBFR Minus<br>0.30% | Monthly | USD | 154 | 08/14/2023 | 31078 |
| Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines Ltd. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 265 | 10/18/2023 | (15231) |
| &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines Ltd. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 265 | 10/18/2023 | (32001) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures | 0.00% | Monthly | BRL | 3157 | 12/14/2022 | 25769 |
| &nbsp;&nbsp;&nbsp;&nbsp; KOSPI 200 Futures | 0.00% | Monthly | KRW | 239738 | 12/08/2022 | (1092) |
| &nbsp;&nbsp;&nbsp;&nbsp; MSABHOWN | FedFundEffective<br>Minus 0.22% | Quarterly | USD | 522 | 04/17/2023 | (20471) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 366 | 10/18/2023 | (48508) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 366 | 10/18/2023 | (63308) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 33 | 10/18/2023 | 957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 7 | 10/18/2023 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 1 | 10/18/2023 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 15 | 10/18/2023 | (16) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 58 | 10/18/2023 | (205) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 24 | 10/18/2023 | (553) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 33 | 10/18/2023 | (1837) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 38 | 10/18/2023 | (2103) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 40 | 10/18/2023 | (2263) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 71 | 10/18/2023 | (4956) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 118 | 10/18/2023 | (8242) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers, Inc. | FedFundEffective<br>Plus 3.53% | Monthly | USD | 118 | 10/18/2023 | (8949) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744372 |

---

------

**VARIANCE SWAPS** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Volatility<br>Strike<br>Rate** | **Payment<br>Frequency** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>(Paid)/<br>Received** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** |  |  |  |  |  |  |  |
| JPMorgan Chase Bank, NA |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; FTSE 100 Index 12/16/2022\* | 23.90% | Maturity | GBP | 92 | $(79852) | $— | $(79852) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nikkei 225 Index 02/10/2023\* | 23.65 | Maturity | JPY | 37324 | (32333) |  | (32333) |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P/ASX 200 Index 12/15/2022\* | 21.20 | Maturity | AUD | 246 | (92725) |  | (92725) |
| UBS AG |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; NASDAQ 100 Stock Index 02/17/2023\* | 33.50 | Maturity | USD | 385 | (82205) |  | (82205) |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P 500 Index 02/17/2023\* | 27.10 | Maturity | USD | 159 | (32947) |  | (32947) |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P/ASX 200 Index 02/16/2023\* | 19.12 | Maturity | AUD | 400 | (73880) |  | (73880) |
| **Sale Contracts** |  |  |  |  |  |  |  |
| Citibank, NA |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Russell 2000 Index 12/16/2022\* | 30.10 | Maturity | USD | 237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77141 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77141 |
| Goldman Sachs International |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro STOXX 50 Price EUR Index 12/16/2022\* | 20.50 | Maturity | EUR | 100 | 39719 |  | 39719 |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P 500 Index 12/16/2022\* | 23.50 | Maturity | USD | 86 | 12304 |  | 12304 |
| UBS AG |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; FTSE 100 Index 12/16/2022\* | 22.60 | Maturity | GBP | 82 | 68130 |  | 68130 |
| &nbsp;&nbsp;&nbsp;&nbsp; NASDAQ 100 Stock Index 12/16/2022\* | 31.15 | Maturity | USD | 359 | 33556 |  | 33556 |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P/ASX 200 Index 12/15/2022\* | 21.26 | Maturity | AUD | 247 | 93670 |  | 93670 |
|  |  |  |  |  | $(69422) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(69422) |

---

*\** *Termination date* 

*\*\** *Principal amount less than 500.* 

*\*\*\** *Notional amount less than $500.* 

*(a)* *Non-income producing security.* 

*(b)* *Represents entire or partial securities out on loan.* 

*(c)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At November 30, 2022, the aggregate market value of these securities amounted to $40,291,890 or 8.1% of net assets.* 

*(d)* *Fair valued by the Adviser.* 

*(e)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(f)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.02% of net assets as of November 30, 2022, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | **Percentage<br>of<br>Net Assets** | **Percentage<br>of<br>Net Assets** |
|  *Diamond Offshore Drilling, Inc.* | *04/26/2021* | $*56838* | | $*34864* | | *0.01 %* |
|  *Digicel Group Holdings Ltd. <br>7.00%, 12/16/2022* | *06/19/2020* | *2022* | | *853* | | *0.00 %* |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Exide Technologies (Exchange Priority) <br>11.00%, 10/31/2024* |  | *10/26/2020* | $*0* | | $*0* | | *0.00%* |
|  *Exide Technologies (First Lien) <br>11.00%, 10/31/2024* |  | *06/21/2019* | *17967* | | *0* | | *0.00%* |
|  *K2016470219 South Africa Ltd. <br>3.00%, 12/31/2022* |  | *04/26/2017* | *39490* | | *20* | | *0.00%* |
|  *K2016470260 South Africa Ltd. <br>25.00%, 12/31/2022* |  | *04/26/2017* | *28308* | | *3* | | *0.00%* |
|  *Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018* |  | *04/26/2017* | *15* | | *0* | | *0.00%* |
|  *State Agency of Roads of Ukraine <br>6.25%, 06/24/2030* |  | *06/17/2021* | *324000* | | *56761* | | *0.01%* |
|  *Terraform Global Operating LP <br>6.125%, 03/01/2026* |  | *02/08/2018* | *12000* | | *11225* | | *0.00%* |
|  *Tonon Luxembourg SA <br>6.50%, 10/31/2024* |  | *04/26/2017* | *2770* | | *1* | | *0.00%* |
|  *Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018* |  | *03/29/2017* | *33435* | | *43* | | *0.00%* |

---

*(g)* *Defaulted matured security.* 

*(h)* *Pay-In-Kind Payments (PIK). The issuer may pay cash interest and/or interest in additional debt securities. Rates shown are the rates in effect at November 30, 2022.* 

*(i)* *Convertible security.* 

*(j)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(k)* *Position, or a portion thereof, has been segregated to collateralize OTC derivatives outstanding.* 

*(l)* *Position, or a portion thereof, has been segregated to collateralize margin requirements for open exchange-traded derivatives.* 

*(m)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

*(n)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at November 30, 2022.* 

*(o)* *Defaulted.* 

*(p)* *The stated coupon rate represents the greater of the LIBOR or the LIBOR floor rate plus a spread at November 30, 2022.* 

*(q)* *Affiliated investments.* 

*(r)* *The rate shown represents the 7-day yield as of period end.* 

*(s)* *As of November 30, 2022, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $52,266,403 and gross unrealized depreciation of investments was $(34,522,839), resulting in net unrealized appreciation of $17,743,564.* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*CHF – Swiss Franc* 

*CLP – Chilean Peso* 

*CNH – Chiinese Yuan Renminbi (Offshore)* 

*CNY – Chinese Yuan Renminbi* 

*COP – Colombian Peso* 

*CZK – Czech Koruna* 

*EUR – Euro* 

*GBP – Great British Pound* 

*HUF – Hungarian Forint* 

*IDR – Indonesian Rupiah* 

------

*INR – Indian Rupee* 

*JPY – Japanese Yen* 

*KRW – South Korean Won* 

*MXN – Mexican Peso* 

*MYR – Malaysian Ringgit* 

*NOK – Norwegian Krone* 

*NZD – New Zealand Dollar* 

*PEN – Peruvian Sol* 

*PHP – Philippine Peso* 

*PLN – Polish Zloty* 

*SEK – Swedish Krona* 

*THB – Thailand Baht* 

*TWD – New Taiwan Dollar* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

*Glossary:* 

*ADR – American Depositary Receipt* 

*ASX – Australian Stock Exchange* 

*BKBM – Bank Bill Benchmark (New Zealand)* 

*BOBL – Bundesobligationen* 

*CBT – Chicago Board of Trade* 

*CDX-CMBX.NA – North American Commercial Mortgage-Backed Index* 

*CDX-NAHY – North American High Yield Credit Default Swap Index* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*EAFE – Europe, Australia, and Far East* 

*ETF – Exchange Traded Fund* 

*ETS – Emission Trading Scheme* 

*EURIBOR – Euro Interbank Offered Rate* 

*FedFundEffective – Federal Funds Effective Rate* 

*FTSE – Financial Times Stock Exchange* 

*ICE – Intercontinental Exchange* 

*JSE – Johannesburg Stock Exchange* 

*KLCI – Kuala Lumpur Composite Index* 

*KOSPI – Korea Composite Stock Price Index* 

*LIBOR – London Interbank Offered Rate* 

*MSCI – Morgan Stanley Capital International* 

*NASDAQ – National Association of Securities Dealers Automated Quotations* 

*NIBOR – Norwegian Interbank Offered Rate* 

*OBFR – Overnight Bank Funding Rate* 

*OSE – Osaka Securities Exchange* 

*REG – Registered Shares* 

*REIT – Real Estate Investment Trust* 

*SARON – Swiss Average Rate Overnight* 

*SET – Stock Exchange of Thailand* 

*SGX – Singapore Exchange* 

*SOFR – Secured Overnight Financing Rate* 

*SONIA – Sterling Overnight Index Average* 

*SPDR – Standard & Poor's Depository Receipt* 

*SPI – Share Price Index* 

*STIBOR – Stockholm Interbank Offered Rate* 

*TONAR – Tokyo Overnight Average Rate* 

*TOPIX – Tokyo Price Index* 

*TSX – Toronto Stock Exchange* 

*WIG – Warszawski Indeks Gieldowy* 

------

(1) The following table represents the 50 largest equity basket holdings underlying the total return swap in JPABJVAL as of November 30, 2022.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Description** | **Shares** | **Current Notional** | **Current Notional** | **Percent of**<br> **Basket's Value** |
| Sumitomo Mitsui Financial Group | 1446 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755846 | 3.7% |
| Nippon Yusen KK | 2146 |  | 6517191 | 3.6% |
| Mitsubishi Heavy Industries, Ltd. | 1189 |  | 6490266 | 3.6% |
| Marubeni Corp. | 4156 |  | 6433972 | 3.5% |
| Nintendo Co., Ltd. | 1021 |  | 6016785 | 3.3% |
| Japan Tobacco, Inc. | 2090 |  | 5885777 | 3.2% |
| SoftBank Group Corp. | 945 |  | 5621741 | 3.1% |
| Tokyo Electric Power Co. Holdings | 11088 |  | 5532986 | 3.0% |
| Toyo Suisan Kaisha, Ltd. | 853 |  | 4919160 | 2.7% |
| Toyota Motor Corp. | 2425 |  | 4875395 | 2.7% |
| TDK Corp. | 922 |  | 4499326 | 2.5% |
| Daito Trust Construction Co., Ltd. | 293 |  | 4490545 | 2.5% |
| Trend Micro, Inc./Japan | 651 |  | 4434517 | 2.4% |
| Central Japan Railway Co. | 265 |  | 4407706 | 2.4% |
| T&D Holdings, Inc. | 2630 |  | 4387069 | 2.4% |
| Otsuka Holdings Co., Ltd. | 935 |  | 4384861 | 2.4% |
| Subaru Corp. | 1852 |  | 4353808 | 2.4% |
| Takeda Pharmaceutical Co., Ltd. | 1070 |  | 4334912 | 2.4% |
| Taisei Corp. | 1000 |  | 4163929 | 2.3% |
| Nitto Denko Corp. | 480 |  | 4130984 | 2.3% |
| Nomura Real Estate Holdings, Inc. | 1187 |  | 3940805 | 2.2% |
| Pan Pacific International Holdings | 1594 |  | 3800150 | 2.1% |
| McDonald's Holdings Co./Japan | 735 |  | 3754223 | 2.1% |
| SBI Holdings, Inc./Japan | 1400 |  | 3665943 | 2.0% |
| NGK Insulators, Ltd. | 1985 |  | 3595082 | 2.0% |
| Brother Industries, Ltd. | 1609 |  | 3562036 | 2.0% |
| NEC Corp. | 701 |  | 3404445 | 1.9% |
| Hoya Corp. | 230 |  | 3238937 | 1.8% |
| Astellas Pharma, Inc. | 1425 |  | 3032488 | 1.7% |
| Aisin Corp. | 788 |  | 2967266 | 1.6% |
| Lida Group Holdings Co. Ltd. | 1346 |  | 2952263 | 1.6% |
| Nabtesco Corp. | 854 |  | 2910990 | 1.6% |
| ZOZO, Inc. | 794 |  | 2718048 | 1.5% |
| Lion Corp. | 1849 |  | 2709053 | 1.5% |
| Kobe Bussan Co. Ltd. | 649 |  | 2320950 | 1.3% |
| Shionogi & Co. Ltd. | 309 |  | 2145503 | 1.2% |
| Sony Group Corp. | 186 |  | 2091921 | 1.2% |
| Z Holdings Corp. | 5500 |  | 2054336 | 1.1% |
| Murata Manufacturing Co. Ltd. | 250 |  | 1864058 | 1.0% |
| TOPPAN, Inc. | 680 |  | 1450130 | 0.8% |
| Honda Motor Co. Ltd. | 411 |  | 1378585 | 0.8% |
| Tobu Railway Co. Ltd. | 397 |  | 1313870 | 0.7% |
| Dai-ichi Life Holdings, Inc. | 485 |  | 1233637 | 0.7% |
| Tokyo Electron, Ltd. | 27 |  | 1196036 | 0.7% |
| AGC, Inc. | 228 |  | 1050980 | 0.6% |
| United Urban Investment Corp. | 7 |  | 1028706 | 0.6% |
| Yamada Holdings Co. Ltd. | 2150 |  | 1025460 | 0.6% |
| Ajinomoto Co., Inc. | 206 |  | 893849 | 0.5% |
| Keyence Corp. | 15 |  | 876867 | 0.5% |
| Orix J-REIT, Inc. | 4 |  | 791861 | 0.4% |
| Other Long | 4651 |  | 10158161 | 5.3% |

---

**Country Breakdown<sup>1</sup>** 

**November 31, 2022 (unaudited)** 

56.5 % United States

2.5 % United Kingdom

2.4 % Canada

2.0 % Japan

1.7 % France

1.4 % Switzerland

1.3 % Netherlands

0.7 % Denmark

0.7 % Germany

0.6 % China

0.6 % Hong Kong

0.5 % Spain

0.5 % Israel

5.7 % Other

22.9 % Short-Term Investments

100.0 % Total Investments

*<sup>1</sup>* *The Fund's country breakdown is expressed as a percentage of total investments (excluding security lending collateral) and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.5% or less in the following: Angola, Argentina, Australia, Austria, Bahrain, Belgium, Bermuda, Brazil, Colombia, Dominican Republic, Ecuador, El Salvador, Finland, Gabon, Guatemala, India, Indonesia, Ireland, Italy, Ivory Coast, Jamaica, Lebanon, Luxembourg, Macau, Mexico, Mongolia, New Zealand, Nigeria, Norway, Oman,Panama, Peru, Portugal, Russia, Senegal, Singapore, South Africa, South Korea, Sweden, Taiwan, Turkey, Ukraine, United Arab Emirates and Venezuela.* 

------

**AB All Market Total Return Portfolio** 

**November 30, 2022 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of
investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

------

Bank loan prices are provided by third party pricing services and consist of a composite of the quotes received by the vendor into a consensus price. Certain bank loans are classified as Level 3, as significant input used in the fair value measurement of these instruments is the market quotes that are received by the vendor and these inputs are not observable.

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of November 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68050925 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818884 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $74869809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 41341791 | 9475191 |  | 50816982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 26747325 | 14800159 |  | 41547484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 23966864 | 6952729 | 2275 | 30921868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 18555286 | 6467764 |  | 25023050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 14272279 | 3399401 | 0 <sup>(a)</sup> | 17671680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 9517325 | 5120786 | 189530 <sup>(a)</sup> | 14827641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 4033870 | 5205028 | 0 <sup>(a)</sup> | 9238898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 5488700 | 1721881 | 0 <sup>(a)</sup> | 7210581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 5418170 | 1576819 |  | 6994989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 6212707 | 469845 |  | 6682552 |
| Corporates - Non-Investment Grade |  | 28074102 | 8102 <sup>(a)</sup> | 28082204 |
| Governments - Treasuries |  | 17867048 |  | 17867048 |
| Investment Companies | 11335285 |  |  | 11335285 |
| Corporates - Investment Grade |  | 7661149 |  | 7661149 |
| Emerging Markets - Sovereigns |  | 4220466 |  | 4220466 |
| Bank Loans |  | 3473872 | 261090 | 3734962 |
| Emerging Markets - Corporate Bonds |  | 3318885 | 43 | 3318928 |
| Collateralized Loan Obligations |  | 2535988 |  | 2535988 |
| Collateralized Mortgage Obligations |  | 2167636 |  | 2167636 |
| Quasi-Sovereigns |  | 475076 |  | 475076 |
| Governments - Sovereign Bonds |  | 456821 |  | 456821 |
| Commercial Mortgage-Backed Securities |  | 233866 |  | 233866 |
| Preferred Stocks | 113460 |  | 120105 | 233565 |
| Emerging Markets - Treasuries |  | 159700 |  | 159700 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Warrants | 94 |  | 60445 | 60539 |
| Mortgage Pass-Throughs |  | 78 |  | 78 |
| Rights | 40 |  |  | 40 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 107830660 |  |  | 107830660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bills |  | 1687994 |  | 1687994 |
| Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund | 1840737 |  |  | 1840737 |
| Total Investments in Securities | 344725518 | 134341168 | 641590 | 479708276 |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | 2064198 |  |  | 2064198 |
| Forward Currency Exchange Contracts |  | 1045404 |  | 1045404 |
| Centrally Cleared Interest Rate Swaps |  | 130369 |  | 130369 |
| Centrally Cleared Credit Default Swaps |  | 360216 |  | 360216 |
| Credit Default Swaps |  | 367456 |  | 367456 |
| Total Return Swaps |  | 2120177 |  | 2120177 |
| Variance Swaps |  | 324520 |  | 324520 |
| **Liabilities:** |  |  |  |  |
| Futures | (4674343) |  |  | (4674343) |
| Forward Currency Exchange |  |  |  |  |
| Contracts |  | (2172929) |  | (2172929) |
| Centrally Cleared Interest Rate Swaps |  | (437479) |  | (437479) |
| Centrally Cleared Credit Default |  |  |  |  |
| Swaps |  | (423761) |  | (423761) |
| Credit Default Swaps |  | (1201440) |  | (1201440) |
| Total Return Swaps |  | (375805) |  | (375805) |
| Variance Swaps |  | (393942) |  | (393942) |
| **Total** | $**342115373** | $**133683954** | $**641590** | $**476440917** |

---

*<sup>(a)</sup>* *The Fund held securities with zero market value at period end.* 

*<sup>(b)</sup>* *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

A summary of the Fund's transactions in AB mutual funds for the three months ended November 30, 2022 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>08/31/2022<br>(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Market Value<br>11/30/2022<br>(000)** | **Dividend<br>Income<br>(000)** |
| Government Money Market Portfolio | $75289 | $90618 | $58076 | $107831 | $502 |
| Government Money Market Portfolio\* | 5352 | 28866 | 32377 | 1841 | 27 |
| **Total** | $&nbsp;&nbsp;&nbsp;&nbsp;80641 | $&nbsp;&nbsp;&nbsp;&nbsp;119484 | $&nbsp;&nbsp;&nbsp;&nbsp;90453 | $&nbsp;&nbsp;&nbsp;&nbsp;109672 | $&nbsp;&nbsp;&nbsp;&nbsp;529 |

---

*\** *Investments of cash collateral for securities lending transactions*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB PORTFOLIOS

- **b. Investment Company Act file number:** 811-05088

- **c. CIK number of Registrant:** 0000812015

- **d. LEI of Registrant:** 549300SL79FN46SWRF45

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB All Market Total Return Portfolio

- **b. EDGAR series identifier (if any):** S000010512

- **c. LEI of Series:** 549300MLR3FD8Z8LJS86

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $512821389.07

**Total Liabilities:** $17487135.86

**Net Assets:** $495334253.21

**Amount of Assets Invested in Other Investment Companies:** $38984513.07

**Delayed Delivery Securities:** $79009.24

**Cash Not Reported:** $18056463.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -107742.23000000 | **1-Year:** -172660.72000000 | **5-Year:** -328406.04000000 | **10-Year:** -320390.58000000 | **30-Year:** -253013.16000000

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

- **3-Month:** -59251.31000000 | **1-Year:** -136761.61000000 | **5-Year:** -259545.18000000 | **10-Year:** -244009.18000000 | **30-Year:** -166528.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029019 | -8.79%               | 3.40%                | 5.48%                |
| Class ID C000029021 | -8.72%               | 3.49%                | 5.48%                |
| Class ID C000029018 | -8.74%               | 3.54%                | 5.46%                |
| Class ID C000029017 | -8.77%               | 3.42%                | 5.36%                |
| Class ID C000029015 | -8.73%               | 3.43%                | 5.55%                |
| Class ID C000029020 | -8.78%               | 3.53%                | 5.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2321212.69             | $-29655063.54                              |
| Month 2  | $-2474071.79             | $22875710.29                               |
| Month 3  | $-6069131.10             | $28994179.70                               |

**Designated Index Information**

- **Index Name:** 60% MSCI ACWI Index (Net, Unhedged) /40% Bloomberg Global Aggregate (Hedged to USD)

- **Index Identifier:** .MIWD00000GUS,LEGATRUH:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank N.A.                                                      | Long: SELS03913 TRS GBP R E SELS03913/GB00BYYTFB60 / Short: SELS03913 TRS GBP P V 00MLIBOR SELS03913/35BPS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     46160 | OU      | $224.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                      | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                       | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $51482.17     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                                                         | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC                                                  | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    123000 | PA      | $100091.25    | 0.02%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS2JGB6   TRS JPY R E IS2JGB6 EQUITYTRS / Short: IS2JGB6   TRS JPY P F   .00000 IS2JGC7 EQUITYTRS                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        | 177139181 | OU      | $33487.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                             | CF Industries Inc                                                                                                              | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2614.59      | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $-3526.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                      | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                               | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $57167.88     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                               | FTSE CHINA A50 DEC22                                                                                                           | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |      -115 | NC      | $-65001.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                             | Expedia Group Inc                                                                                                              | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3038.13      | 0.00%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                      | EnLink Midstream Partners LP                                                                                                   | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68801.76     | 0.01%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS78705 TRS GBP R E SELS78705/GB00BYYTFB60 / Short: SELS78705 TRS GBP P V 00MSONIA SONIO/N 35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     86369 | OU      | $2553.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                                                                 | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27160.82     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                                            | K2016470260 South Africa Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | DBT              | CORP              | ZA        |     28244 | PA      | $2.82         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                                                  | Rockwood Service Corporation Initial Term Loan                                                                                 | CUSIP: 77447JAH0<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |      9104 | PA      | $8882.48      | 0.00%             | 2027-01-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     51000 | PA      | $46144.80     | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                        | Long: IS22035   CDS USD R F  5.00000 IS22035 CMBX / Short: IS22035   CDS USD P V 01MEVENT IS22046 CMBX                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     22565 | OU      | $-8402.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endurance International Group Holdings, Inc.                                  | Endurance International Group Holdings, Inc. Initial Term Loan                                                                 | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    175515 | PA      | $158841.30    | 0.03%             | 2028-02-10      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                       | Kaixo Bondco Telecom SA                                                                                                        | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $89074.32     | 0.02%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS01899 TRS GBP R E SELS01899/GB00BYYTFB60 / Short: SELS01899 TRS GBP P V 00MSONIA SONIO/N 35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       151 | OU      | $4.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                                      | ZOZO Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     19100 | NS      | $482210.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Petroleum Co LLC                                                        | Berry Petroleum Co LLC                                                                                                         | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54854.66     | 0.01%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS2IC26   TRS AUD R E IS2IC26 / Short: IS2IC26   TRS AUD P E IS2IC37                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    245974 | OU      | $-92724.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                      | Universal Music Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     13073 | NS      | $310885.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14000 | PA      | $7741.56      | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                          | Neptune Bidco US Inc                                                                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    204000 | PA      | $196437.72    | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21556.92     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $21028.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                          | Colombia Government International Bond                                                                                         | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $117800.00    | 0.02%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                           | Spectrum Brands Inc                                                                                                            | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $133043.75    | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                                            | Everi Holdings Inc                                                                                                             | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15667.02     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                       | Enova International Inc                                                                                                        | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43256.70     | 0.01%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                              | Armor Holdco Inc                                                                                                               | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65481.42     | 0.01%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22208.78     | 0.00%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                    | Intuit Inc                                                                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       611 | NS      | $249037.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                                           | Imperial Brands PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     17430 | NS      | $448318.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                                       | NMG Holding Co Inc / Neiman Marcus Group LLC                                                                                   | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57733.20     | 0.01%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                           | Allegiant Travel Co                                                                                                            | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45461.69     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vantage Drilling International                                                | Vantage Drilling International                                                                                                 | CUSIP: 000000000<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |       250 | NS      | $4000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                       | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27550.20     | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                 | BlackRock Inc                                                                                                                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2096 | NS      | $1500736.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                      | Jaguar Land Rover Automotive PLC                                                                                               | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    153000 | PA      | $153978.52    | 0.03%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                    | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29459.92     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                              | Proofpoint, Inc. Initial Loan (Second Lien)                                                                                    | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    230000 | PA      | $219650.00    | 0.04%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| MOOG INC                                                                      | Moog Inc                                                                                                                       | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38058.30     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-17272.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                               | Yamana Gold Inc                                                                                                                | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |    279387 | NS      | $1525453.02   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $807.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                             | DISH Network Corp                                                                                                              | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       609 | NS      | $9774.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                                      | Hughes Satellite Systems Corp                                                                                                  | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52834.65     | 0.01%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                 | Accenture PLC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1174 | NS      | $353291.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                     | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $21666.00     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Transocean Sentry Ltd                                                         | Transocean Sentry Ltd                                                                                                          | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     99230 | PA      | $98273.26     | 0.02%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                              | Beazer Homes USA Inc                                                                                                           | CUSIP: 07556QBM6<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     45774 | PA      | $44070.75     | 0.01%             | 2025-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                            | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32901.40     | 0.01%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                   | Embarq Corp                                                                                                                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $76482.00     | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                               | Fidelity National Financial Inc                                                                                                | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     10016 | NS      | $404245.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-34543.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                | American Electric Power Co Inc                                                                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      4316 | NS      | $417788.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS QUATTRO FINANCE 1                                                       | INEOS Quattro Finance 1 Plc                                                                                                    | CUSIP: 000000000<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |    149000 | PA      | $131855.57    | 0.03%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMC Corp                                                                      | SMC Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       800 | NS      | $365048.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco S&P 500 Equal Weight Consumer Discretionary ETF                       | Invesco S&P 500 Equal Weight Consumer Discretionary ETF                                                                        | CUSIP: 46137V381<br>LEI: 549300MDN128WDAE3D15 | Long             | EC               | RF                | US        |      2080 | NS      | $261872.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                      | CUSIP: 221625AP1<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | XX        |    152000 | PA      | $149847.45    | 0.03%             | 2025-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                                           | OMXS30 IND FUTURE DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |       -86 | NC      | $-31623.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                           | SPI 200 FUTURES DEC22                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |       -12 | NC      | $-110312.03   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS225B8   CDS USD R F  5.00000 IS225B8 CMBX / Short: IS225B8   CDS USD P V 01MEVENT IS225C9 CMBX                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      3419 | OU      | $-1273.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                      | PetSmart Inc / PetSmart Finance Corp                                                                                           | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $252311.84    | 0.05%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                      | Volcan Cia Minera SAA                                                                                                          | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     10000 | PA      | $8523.75      | 0.00%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                             | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     34000 | PA      | $28983.64     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                | Long: SS1ZTI3   IRS CNY R F  2.54740 SS1ZTI3/2.5474 CCP / Short: SS1ZTI3   IRS CNY P V 00MCNRR0 CNRR007/1W/CCP/SS1ZTJ4         | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DIR              |  | CN        |  36260000 | OU      | $5735.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                     | Arko Corp                                                                                                                      | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $36939.38     | 0.01%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS76224 TRS EUR R E SELS76224/ES0143416115 / Short: SELS76224 TRS EUR P V 01MEURIB EUR001M/+50 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | DE        |      1346 | OU      | $6.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS87857 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS87857 TRS USD P E SELS87857/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     45043 | OU      | $3200.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                 | CommScope Inc                                                                                                                  | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     92000 | PA      | $77474.12     | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                            | STORE Capital Corp                                                                                                             | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |     17676 | NS      | $563864.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED ZAR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ZA        |         1 | NC      | $-1644.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                       | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32840.94     | 0.01%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $74.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                               | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     27000 | PA      | $19828.26     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Tire Distributors, Inc.                                              | American Tire Distributors, Inc. Initial Term Loan                                                                             | CUSIP: 03021BAL8<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |     94028 | PA      | $85917.63     | 0.02%             | 2028-10-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-18144.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                           | Senegal Government International Bond                                                                                          | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    365000 | PA      | $303930.94    | 0.06%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                         | AG TTMT Escrow Issuer LLC                                                                                                      | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $123310.28    | 0.02%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                                    | Expeditors International of Washington Inc                                                                                     | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      3657 | NS      | $424431.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                                  | Chugai Pharmaceutical Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     11600 | NS      | $308914.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| MetLife Inc                                                                   | MetLife Inc                                                                                                                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4728.00      | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                  | KBC Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      2016 | NS      | $111673.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                                      | Five Point Operating Co LP / Five Point Capital Corp                                                                           | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $147105.36    | 0.03%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS97861 TRS GBP R E SELS97861/GB0006886666 / Short: SELS97861 TRS GBP P V 00MSONIO SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     93887 | OU      | $1223.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-12789.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                      | MSCI Inc                                                                                                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1003 | NS      | $509353.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                    | Chipotle Mexican Grill Inc                                                                                                     | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       266 | NS      | $432771.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                         | Banijay Entertainment SASU                                                                                                     | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $148205.90    | 0.03%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                                      | Volvo AB                                                                                                                       | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     53670 | NS      | $986005.16    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                        | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                   | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10542.84     | 0.00%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $68957.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                          | Progressive Corp/The                                                                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4152 | NS      | $548686.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Government Services Holdings LLC                                      | Amentum Government Services Holdings LLC Initial Term Loan (First Lien)                                                        | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     39100 | PA      | $38513.50     | 0.01%             | 2027-01-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                                   | American Water Works Co Inc                                                                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1667 | NS      | $252983.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APACHE CORP                                                                   | Apache Corp                                                                                                                    | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44969.00     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                    | Vertex Pharmaceuticals Inc                                                                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       302 | NS      | $95552.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                       | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     93000 | PA      | $76097.25     | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc. (aka BMC Software, Inc.)                            | Boxer Parent Company Inc. (aka BMC Software, Inc.) 2021 Replacement Dollar Term Loan                                           | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    162217 | PA      | $155384.51    | 0.03%             | 2025-10-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                               | 10YR MINI JGB FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |       -42 | NC      | $-29015.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD CNH                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-17447.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                    | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62859.30     | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $86430.15     | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26782 | PA      | $27754.47     | 0.01%             | 2029-10-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-125998.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4432 | NS      | $788896.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                      | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                           | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     46679 | PA      | $44232.55     | 0.01%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                              | LONG GILT FUTURE MAR23                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       119 | NC      | $83019.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS90799 TRS CHF R E SELS90799/ZERORATE / Short: SELS90799 TRS CHF P F   .00000 SELS90799/SMZ2                          | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |    536714 | OU      | $22601.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196672 | PA      | $204365.41    | 0.04%             | 2029-01-25      | Floating      | 14.27%                | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                    | NetApp Inc                                                                                                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      5643 | NS      | $381523.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                                                  | Altra Industrial Motion Corp                                                                                                   | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     18308 | NS      | $1073214.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                               | BAE Systems PLC                                                                                                                | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     42724 | NS      | $423127.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD BRL                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-29203.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                      | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                               | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     51000 | PA      | $49082.40     | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                  | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41773.00     | 0.01%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                 | Rite Aid Corp                                                                                                                  | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $77708.40     | 0.02%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                                             | ENERGY TECHNOLOGY                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $2275.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                | Long: IS2JTH3   TRS USD R V 00MFEDL  IS2JTI4 - 22 BPS / Short: IS2JTH3   TRS USD P E IS2JTH3/MSABHOWN                          | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |    501308 | OU      | $-20471.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2514 | NS      | $1377068.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                                    | Aisin Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      4600 | NS      | $126774.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                       | Dryden 98 CLO Ltd                                                                                                              | CUSIP: 26248CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $212717.75    | 0.04%             | 2035-04-20      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS71725 TRS GBP R E SELS71725/GB0006886666 / Short: SELS71725 TRS GBP P V 01MSONIA SSONIO/N/54 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     83686 | OU      | $1267.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                        | Aviation Capital Group LLC                                                                                                     | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28278.90     | 0.01%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS07676 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS07676 TRS USD P E SELS07676/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    174960 | OU      | $11522.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                                                  | Ricoh Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     47300 | NS      | $375725.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-11766.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                       | National Bank of Canada                                                                                                        | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      2662 | NS      | $189841.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                  | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39516.66     | 0.01%             | 2025-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $-3411.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                             | Vibrantz Technologies Inc                                                                                                      | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    234000 | PA      | $175523.40    | 0.04%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED CHF / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $16202.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                               | ASML Holding NV                                                                                                                | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       883 | NS      | $539088.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                               | Philip Morris International Inc                                                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2503 | NS      | $249474.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                                       | Long: IS20UX9   CDS USD R V 01MEVENT IS20UY0 CMBX / Short: IS20UX9   CDS USD P F  3.00000 IS20UX9 CMBX                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    632012 | OU      | $148522.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                            | United Rentals Inc                                                                                                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       833 | NS      | $294073.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                                                      | Advisor Group Holdings Inc                                                                                                     | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84549.61     | 0.02%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-28CB                                                                                               | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8747 | PA      | $4853.02      | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED USD / SOLD CHF                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $19829.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                           | Coinbase Global Inc                                                                                                            | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    116000 | PA      | $62584.32     | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                                             | US Renal Care Inc                                                                                                              | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     66000 | PA      | $26451.48     | 0.01%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                             | EURO-BUXL 30Y BND DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -15 | NC      | $-110839.05   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                                                    | Air Canada                                                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $26534.13     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: SS2GGJ5   IRS NOK R F  3.33500 IS2GGJ5 CCPVANILLA / Short: SS2GGJ5   IRS NOK P V 06MNIBOR IS2GGK6 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $5702.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                             | Clean Harbors Inc                                                                                                              | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2823.39      | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                      | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                    | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $75309.30     | 0.02%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                            | Valero Energy Corp                                                                                                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       878 | NS      | $117318.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                 | Amphenol Corp                                                                                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     28401 | NS      | $2284292.43   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                              | Wells Fargo & Co                                                                                                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     15851 | NS      | $760055.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                                                                 | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17297.28     | 0.00%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                                      | Korn Ferry                                                                                                                     | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57593.34     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                       | Marathon Petroleum Corp                                                                                                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3754 | NS      | $457274.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                            | Mitsubishi UFJ Financial Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    344200 | NS      | $1877108.50   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-48149.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                   | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     93000 | PA      | $83142.00     | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                      | PM General Purchaser LLC                                                                                                       | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $90094.10     | 0.02%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                            | Angolan Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $165750.00    | 0.03%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | Long: IS2JPD1   TRS USD R E IS2JPD1 / Short: IS2JPD1   TRS USD P E IS2JPE2                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    385437 | OU      | $-82205.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                     | Partners Group Holding AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       553 | NS      | $550992.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                            | NextEra Energy Inc                                                                                                             | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5634 | NS      | $477199.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                | Long: SS1ZW84   IRS CNY R F  2.59750 SS1ZW84/CCP / Short: SS1ZW84   IRS CNY P V 00MCNRR0 CNRR007/1W/CCP/SS1ZW95                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DIR              |  | CN        | 107914000 | OU      | $33378.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Inc                                                           | Spirit Airlines Inc                                                                                                            | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     53764 | NS      | $1167216.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Staples Select Sector SPDR Fund                                      | Consumer Staples Select Sector SPDR Fund                                                                                       | CUSIP: 81369Y308<br>LEI: 549300Z52QUV3UXHLA68 | Long             | EC               | RF                | US        |      6660 | NS      | $514085.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                       | ASP Unifrax Holdings Inc                                                                                                       | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47914.96     | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                   | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45727.34     | 0.01%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS03580 TRS GBP R E SELS03580/GB00BF448H58 / Short: SELS03580 TRS GBP P V 00MSONIA SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     15708 | OU      | $-137.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS98021 TRS GBP R E SELS98021/GB00BYYTFB60 / Short: SELS98021 TRS GBP P V 00MSONIO SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     48816 | OU      | $239.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                   | Paychex Inc                                                                                                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      7094 | NS      | $879868.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                      | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $78827.73     | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRP Inc                                                                       | BRP Inc                                                                                                                        | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1841 | NS      | $137765.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTL INC                                                               | Mercer International Inc                                                                                                       | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79832.13     | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS89620 TRS GBP R E SELS89620/GB0006886666 / Short: SELS89620 TRS GBP P V 00MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      1416 | OU      | $18.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC GCB INTELSAT JACKS                                                        | ESC GCB INTELSAT JACKS                                                                                                         | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    176852 | PA      | $0.00         | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                               | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    205000 | PA      | $109611.45    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     31000 | PA      | $19539.30     | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS31171 TRS GBP R E SELS31171/GB00BJ1F4N75 / Short: SELS31171 TRS GBP P V 01MSONIA SONIA01/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |    163605 | OU      | $2699.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                                   | Otsuka Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     10700 | NS      | $360140.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                                               | iHeartMedia Inc                                                                                                                | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2453 | NS      | $19722.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                          | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59880.96     | 0.01%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc                                                           | Spectrum Brands Inc                                                                                                            | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1975.58      | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                            | Eldorado Gold Corp                                                                                                             | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $38237.50     | 0.01%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs & Co. LLC                                                       | Long: SELS13364 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS13364 TRS USD P E SELS13364/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    160452 | OU      | $3408.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                         | Deutsche Lufthansa AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     23105 | NS      | $186274.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AVEO Pharmaceuticals Inc                                                      | AVEO Pharmaceuticals Inc                                                                                                       | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |     51575 | NS      | $771046.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2I8T5   IRS SEK R V 03MSTIBO IS2I8U6 CCPVANILLA / Short: BS2I8T5   IRS SEK P F  2.90650 IS2I8T5 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9430000 | OU      | $-16832.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUGAR HSP GMNG PROP/FIN                                                       | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp                                                        | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $185562.18    | 0.04%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      8066 | NS      | $1300077.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS11266 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS11266 TRS USD P E SELS11266/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      4907 | OU      | $-460.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64503.27     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |         1 | NC      | $17078.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                          | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2679.72      | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                          | Entegris Escrow Corp                                                                                                           | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $55545.55     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                 | CHC Group LLC                                                                                                                  | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1138 | NS      | $1.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                                                                | Kakaku.com Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |     10100 | NS      | $181538.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                       | Dryden 49 Senior Loan Fund                                                                                                     | CUSIP: 26244QAE3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $209580.75    | 0.04%             | 2030-07-18      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                      | Asahi Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     65039 | NS      | $2085921.91   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | Long: IS2HMQ7   TRS USD R E IS2HMQ7 EQUITYTRS / Short: IS2HMQ7   TRS USD P F   .00000 IS2HMR8 EQUITYTRS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    388716 | OU      | $42136.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS04831 TRS USD R V 00MFEDL FEDL01/+353 BPS / Short: SELS04831 TRS USD P E SELS04831/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |    108814 | OU      | $-8949.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR CORP                                                                      | NCR Corp                                                                                                                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87756.72     | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                      | MetLife Capital Trust IV                                                                                                       | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $268165.58    | 0.05%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                          | CITGO Petroleum Corp                                                                                                           | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149853.76    | 0.03%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                             | Chariot Buyer LLC Initial Term Loan (First Lien)                                                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     19850 | PA      | $18553.60     | 0.00%             | 2028-11-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                  | Unilever PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     11319 | NS      | $565962.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED USD / SOLD CLP                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-7135.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                | Commonwealth Bank of Australia                                                                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      3433 | NS      | $253002.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Japan Post Insurance Co Ltd                                                   | Japan Post Insurance Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     22500 | NS      | $374192.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                                        | Singapore Exchange Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     43300 | NS      | $289823.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                        | SAP SE                                                                                                                         | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      3210 | NS      | $356170.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS34973 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS34973 TRS USD P E SELS34973/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     60166 | OU      | $-2945.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                   | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36764.10     | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                                           | Tourmaline Oil Corp                                                                                                            | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |      1020 | NS      | $62080.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4889900 | PA      | $4634708.34   | 0.94%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                                           | Callon Petroleum Co                                                                                                            | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    169000 | PA      | $168629.89    | 0.03%             | 2025-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-44013.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                          | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $166981.84    | 0.03%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $10765.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                                            | Battalion Oil Corp                                                                                                             | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |         1 | NS      | $11.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS16094 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS16094 TRS USD P E SELS16094/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     55045 | OU      | $465.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS30839 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS30839 TRS USD P E SELS30839/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       317 | OU      | $13.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                                                  | SPX FLOW Inc                                                                                                                   | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    103000 | PA      | $85236.62     | 0.02%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| South African Futures Exchange                                                | FTSE/JSE TOP 40 DEC22                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |        55 | NC      | $70276.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $1391.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                       | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32802.66     | 0.01%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                  | Thermo Fisher Scientific Inc                                                                                                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3019 | NS      | $1691304.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B Loan (First Lien)                                                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     64137 | PA      | $62533.15     | 0.01%             | 2028-02-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-7233.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                         | Costco Wholesale Corp                                                                                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       196 | NS      | $105693.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                       | ASP Unifrax Holdings Inc                                                                                                       | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     16000 | PA      | $10697.12     | 0.00%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                              | FTSE 100 IDX FUT DEC22                                                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       -15 | NC      | $-104362.05   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS90111 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS90111 TRS USD P E SELS90111/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      5737 | OU      | $582.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                                                  | Ferguson PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |      1155 | NS      | $130943.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Re Group Ltd                                                          | Everest Re Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1205 | NS      | $407217.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                                             | Constellation Software Inc/Canada                                                                                              | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       482 | NS      | $777033.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED BRL / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |         1 | NC      | $29308.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                  | Teradyne Inc                                                                                                                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      3512 | NS      | $328196.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                        | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21515.75     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD CHF                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-11199.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-10846.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $77.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                           | Cognizant Technology Solutions Corp                                                                                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     27760 | NS      | $1726949.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Restoration Hardware, Inc.                                                    | Restoration Hardware, Inc. 2022 Incremental Term Loan                                                                          | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     60000 | PA      | $56568.60     | 0.01%             | 2028-10-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS11258 TRS USD R V 00MFEDL0 FEDL01/+353 BPS / Short: SELS11258 TRS USD P E SELS11258/CA6979001089                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |    302566 | OU      | $-63308.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | BNP Paribas SA                                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     14984 | NS      | $841980.99    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                                            | Toyota Tsusho Corp                                                                                                             | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      3900 | NS      | $150551.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS60986 TRS BRL R F   .00000 SELS60986/BZZ2 / Short: SELS60986 TRS BRL P E SELS60986/ZERORATE                          | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |   3290810 | OU      | $25769.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                 | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82034.40     | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27392 | PA      | $26998.38     | 0.01%             | 2030-01-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    144000 | PA      | $85127.04     | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED USD / SOLD SEK                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-58900.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                           | Sirius XM Radio Inc                                                                                                            | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    116000 | PA      | $94798.68     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                      | NIKE Inc                                                                                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     29880 | NS      | $3277537.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Rad CLO Ltd                                                                   | Rad CLO 11 Ltd                                                                                                                 | CUSIP: 48662PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $221468.75    | 0.04%             | 2034-04-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                                      | Triton Water Holdings Inc                                                                                                      | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50622.00     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                     | Airbus SE                                                                                                                      | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      4260 | NS      | $489029.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                      | Agilent Technologies Inc                                                                                                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       814 | NS      | $126153.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    270000 | PA      | $242881.88    | 0.05%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                                     | Shell PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     89939 | NS      | $2632136.78   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED PHP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PH        |         1 | NC      | $28663.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                    | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20295.84     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                              | FTSE 100 IDX FUT DEC22                                                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        36 | NC      | $247631.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                                 | Owens Corning                                                                                                                  | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      5770 | NS      | $512606.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                   | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100403.05    | 0.02%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                               | Gen Digital Inc                                                                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85362.95     | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                      | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                                                             | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $13601.70     | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                                                                  | Calpine Corp                                                                                                                   | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25214.84     | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                      | Jaguar Land Rover Automotive PLC                                                                                               | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $154146.00    | 0.03%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                      | Jeronimo Martins SGPS SA                                                                                                       | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     16591 | NS      | $370170.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS89594 TRS GBP R E SELS89594/GB00BYYTFB60 / Short: SELS89594 TRS GBP P V 00MSONIA SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     41061 | OU      | $201.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                      | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $123504.28    | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED PLN / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |         1 | NC      | $8803.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS21495 TRS USD R V 00MLIBOR FEDL01/+353 BPS / Short: SELS21495 TRS USD P E SELS21495/CA0084741085                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |    249363 | OU      | $-15230.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                      | EnLink Midstream Partners LP                                                                                                   | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31653.57     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                            | Deutsche Boerse AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1920 | NS      | $352846.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                   | Snap-on Inc                                                                                                                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1712 | NS      | $411907.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11295 | NS      | $546790.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                       | Bank Leumi Le-Israel BM                                                                                                        | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     68887 | NS      | $631487.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                              | Novo Nordisk A/S                                                                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     14823 | NS      | $1859368.12   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS36934 TRS USD R V 01MLIBOR US0001M/-30 BPS / Short: SELS36934 TRS USD P E SELS36934/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    218486 | OU      | $60133.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                     | Linde PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      3532 | NS      | $1188447.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-12135.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS89610 TRS GBP R E SELS89610/GB0006886666 / Short: SELS89610 TRS GBP P V 00MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     24105 | OU      | $273.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                       | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19270.02     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS11209 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS11209 TRS USD P E SELS11209/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     63806 | OU      | $-4242.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                       | Summer BC Holdco B SARL                                                                                                        | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $138689.09    | 0.03%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                       | US Acute Care Solutions LLC                                                                                                    | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $53530.70     | 0.01%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    123000 | PA      | $101708.70    | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84554.67     | 0.02%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                    | Samsung Electronics Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     44155 | NS      | $2121601.46   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FIN LTD                                                      | Odebrecht Holdco Finance Ltd                                                                                                   | CUSIP: 67577TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    126985 | PA      | $317.46       | 0.00%             | 2058-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                     | Caesars Entertainment Inc                                                                                                      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       367 | NS      | $18647.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2873.55      | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                    | JPMBB Commercial Mortgage Securities Trust 2013-C17                                                                            | CUSIP: 46640UAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70860 | PA      | $65855.04     | 0.01%             | 2047-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS50012 TRS USD R V 01MLIBOR US0001M/-30 BPS / Short: SELS50012 TRS USD P E SELS50012/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    136521 | OU      | $33674.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                  | Iberdrola SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     65072 | NS      | $735145.38    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Knight Inc                                                              | Black Knight Inc                                                                                                               | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     23621 | NS      | $1464265.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS09721 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS09721 TRS USD P E SELS09721/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     49476 | OU      | $-1237.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                        | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                      | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     13000 | PA      | $11618.75     | 0.00%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | US ULTRA BOND CBT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       219 | NC      | $-188542.87   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                        | DBS Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     14600 | NS      | $380749.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                | ARD Finance SA                                                                                                                 | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    202000 | PA      | $147689.47    | 0.03%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                               | Xcel Energy Inc                                                                                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      5629 | NS      | $395268.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                                       | PURCHASED AUD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |         1 | NC      | $49959.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                      | iHeartCommunications Inc                                                                                                       | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    136635 | PA      | $121420.69    | 0.02%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Republic of Colombia                                                          | Colombia Government International Bond                                                                                         | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $141600.00    | 0.03%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                                       | Big River Steel LLC / BRS Finance Corp                                                                                         | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $99137.88     | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                                      | Industrias Penoles SAB de CV                                                                                                   | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    201000 | PA      | $178425.19    | 0.04%             | 2049-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                      | Embraer Netherlands Finance BV                                                                                                 | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $85950.00     | 0.02%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $76598.72     | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                                         | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                                                              | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9123.84      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1523800 | PA      | $1398800.78   | 0.28%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS30912 TRS USD R V 00MFEDL FEDL01/+353 BPS / Short: SELS30912 TRS USD P E SELS30912/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     15233 | OU      | $-15.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                | Wynn Macau Ltd                                                                                                                 | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    214000 | PA      | $181365.00    | 0.04%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS06539 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS06539 TRS USD P E SELS06539/US11135F1012                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    224590 | OU      | $1993.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    301000 | PA      | $245643.27    | 0.05%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-6593.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                           | Cheniere Energy Inc                                                                                                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5260 | NS      | $922393.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                                           | SVB Financial Group                                                                                                            | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       806 | NS      | $186814.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                                            | First Horizon Corp                                                                                                             | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     66748 | NS      | $1658687.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79941.87     | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                | Long: IS1EDN3   CDS USD R F  5.00000 IS1EDN3 CMBX-BB-416784 / Short: IS1EDN3   CDS USD P V 00MEVENT IS1EDO4 CMBX-BB-416784     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    304102 | OU      | $-113237.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     57917 | NS      | $2122078.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | S+P500 EMINI FUT DEC22                                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -289 | NC      | $-2278805.33  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                                                                 | ModivCare Inc                                                                                                                  | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15723.81     | 0.00%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                     | Toronto-Dominion Bank/The                                                                                                      | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      7698 | NS      | $512360.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                                                    | Amdocs Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       579 | NS      | $51449.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse International                                                   | Long: IS1EEH4   CDS USD R F  3.00000 IS1EEH4 CMBX-BBB--416864 / Short: IS1EEH4   CDS USD P V 00MEVENT IS1EEI5 CMBX-BBB--416864 | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |   2975113 | OU      | $-699151.56   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS42401 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS42401 TRS USD P E SELS42401/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     91208 | OU      | $3222.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                        | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3496.28      | 0.00%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS72068 TRS KRW R F   .00000 SELS72068/KMZ2 / Short: SELS72068 TRS KRW P E SELS72068/ZERORATE                          | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        | 238297708 | OU      | $-1091.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                         | Nabors Industries Ltd                                                                                                          | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     43000 | PA      | $41309.67     | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD BRL                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3622.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                 | Marriott International Inc/MD                                                                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2759 | NS      | $456200.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    197700 | PA      | $199924.13    | 0.04%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-43762.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                                      | Israel Electric Corp Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $197000.00    | 0.04%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                          | EnLink Midstream LLC                                                                                                           | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71725.98     | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-73195.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                       | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92685.00     | 0.02%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                                                                   | Dropbox Inc                                                                                                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     17236 | NS      | $406080.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                                                   | Bruker Corp                                                                                                                    | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      4072 | NS      | $274493.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                           | Sunnova Energy Corp                                                                                                            | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26843.70     | 0.01%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $47954.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                  | CSMC Mortgage-Backed Trust 2006-7                                                                                              | CUSIP: 22942KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9428 | PA      | $4318.16      | 0.00%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Granite Generation LLC                                                        | Granite Generation LLC Term Loan                                                                                               | CUSIP: 38750BAB3<br>LEI: 549300ERB8DGZI3MXK42 | Long             | LON              | CORP              | US        |    194095 | PA      | $188805.51    | 0.04%             | 2026-11-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Abcam PLC                                                                     | Abcam PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |     15553 | NS      | $243797.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corporation                                                   | CITGO Petroleum Corporation 2019 Incremental Term B Loan                                                                       | CUSIP: 17302UAM4<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | LON              | CORP              | US        |     53981 | PA      | $53953.55     | 0.01%             | 2024-03-28      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                       | Parkway Generation, LLC Term Loan C                                                                                            | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     10000 | PA      | $9825.00      | 0.00%             | 2029-02-18      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                    | CAN 10YR BOND FUT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -73 | NC      | $-43531.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                      | Clear Channel Outdoor Holdings Inc                                                                                             | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21731.50     | 0.00%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                                                | Tetra Tech Inc                                                                                                                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2757 | NS      | $426204.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                           | Societe Generale SA                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     15692 | NS      | $394952.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                                      | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                 | CUSIP: 25260WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     13922 | PA      | $12984.63     | 0.00%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS11254 TRS USD R V 00MFEDL FEDL01/+353BPS / Short: SELS11254 TRS USD P E SELS11254/CA0084741085                       | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |    232542 | OU      | $-32001.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                  | Arconic Corp                                                                                                                   | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30973.80     | 0.01%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                                                      | Horizon Therapeutics Plc                                                                                                       | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      5251 | NS      | $526622.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                          | Long: IS2JGV6   TRS USD R E IS2JGV6 EQUITYTRS / Short: IS2JGV6   TRS USD P F   .00000 IS2JGW7 EQUITYTRS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   2316977 | OU      | $54501.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                                                   | Cintas Corp                                                                                                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       949 | NS      | $438229.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    185000 | PA      | $143840.38    | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                 | Rite Aid Corp                                                                                                                  | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    109000 | PA      | $67127.65     | 0.01%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                 | Medtronic PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     17024 | NS      | $1345576.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercado Mexicano De Derivados                                                 | MEX BOLSA IDX FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 5493003M56ZNEEL5EQ10 | N/A              | DE               |  | MX        |        -2 | NC      | $-3957.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Mutual Group Inc                                                      | Liberty Mutual Group Inc                                                                                                       | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    270939 | PA      | $297333.88    | 0.06%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | US 10YR ULTRA FUT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -16 | NC      | $-3303.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zacapa S.a r.l.                                                               | Zacapa S.a r.l. Initial Term Loan (2022)                                                                                       | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |    196462 | PA      | $188505.06    | 0.04%             | 2029-03-22      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |     20000 | PA      | $19434.60     | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS41806 TRS USD R V 00MSOFR SOFRRATE/-33 BPS / Short: SELS41806 TRS USD P E SELS41806/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       884 | OU      | $40.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                                                                           | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1978.22      | 0.00%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tonon Luxembourg SA                                                           | Tonon Luxembourg SA                                                                                                            | CUSIP: 89031RAG1<br>LEI: 5493002IITPO16CQU448 | Long             | DBT              | CORP              | LU        |      5160 | PA      | $0.52         | 0.00%             | 2024-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS11293 TRS USD R V 00MFEDL0 FEDL01/+353BPS / Short: SELS11293 TRS USD P E SELS11293/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     66295 | OU      | $-4955.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                                            | Enphase Energy Inc                                                                                                             | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1412 | NS      | $452673.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                                                      | NCR Corp                                                                                                                       | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41813.20     | 0.01%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                              | ITT Holdings LLC                                                                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124520.20    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc.                                                        | Presidio Holdings Inc. Initial Term Loan (2020)                                                                                | CUSIP: 74101YAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42277 | PA      | $41695.53     | 0.01%             | 2027-01-22      | Floating      | 7.92%                 | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                             | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59012 | PA      | $0.00         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                            | WillScot Mobile Mini Holdings Corp                                                                                             | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      1235 | NS      | $59539.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                         | Texas Instruments Inc                                                                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1296 | NS      | $233876.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                                 | CME Group Inc                                                                                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3644 | NS      | $643166.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                  | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     58000 | PA      | $48269.34     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                                                   | KnowBe4 Inc                                                                                                                    | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3440 | NS      | $84933.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                           | PayPal Holdings Inc                                                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     11477 | NS      | $899911.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $51373.84     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                  | Centene Corp                                                                                                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     10610 | NS      | $923600.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                                         | Dell Technologies Inc                                                                                                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      5627 | NS      | $252033.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                                                   | iRobot Corp                                                                                                                    | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     23035 | NS      | $1199893.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                  | Alphabet Inc                                                                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7090 | NS      | $716019.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptim Corp                                                                    | Aptim Corp                                                                                                                     | CUSIP: 12595DAA5<br>LEI: 5493007OBZ8YTJ6O7E92 | Long             | DBT              | CORP              | US        |    161000 | PA      | $113762.60    | 0.02%             | 2025-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS47005 TRS USD R V 00MSOFR SOFRRATE/-47.80 / Short: SELS47005 TRS USD P E SELS47005/US6494451031                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    236854 | OU      | $-3344.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33048.45     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS43920 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS43920 TRS USD P E SELS43920/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     46411 | OU      | $-2320.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                              | Kronos Acquisition Holdings Inc. Tranche B-1 Term Loan                                                                         | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78600 | PA      | $74465.64     | 0.02%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                       | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     90000 | PA      | $78051.60     | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atlas Corp                                                                    | Atlas Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |      2868 | NS      | $44081.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cenovus Energy Inc                                                            | Cenovus Energy Inc                                                                                                             | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     20681 | NS      | $411267.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH Limited                                                                   | Long: SS2HL82   IRS CHF R F  1.36500 IS2HL82 CCPOIS / Short: SS2HL82   IRS CHF P V 00MSARON IS2HL93 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    480000 | OU      | $-10529.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                       | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     83000 | PA      | $84991.17     | 0.02%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                    | Genmab A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       726 | NS      | $336424.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                  | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     60000 | PA      | $58579.20     | 0.01%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                      | C&W Senior Financing DAC                                                                                                       | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $178368.00    | 0.04%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-16743.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                            | Long: IS2GJM9   TRS USD R E IS2GJM9 EQUITYTRS / Short: IS2GJM9   TRS USD P V 00MOBFR IS2GJN0 EQUITYTRS                         | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |   6208138 | OU      | $189098.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AVAYA INC                                                                     | Avaya Inc                                                                                                                      | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |    106000 | PA      | $46753.42     | 0.01%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS75739 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS75739 TRS USD P E SELS75739/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     29747 | OU      | $1950.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                      | Visa Inc                                                                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     18928 | NS      | $4107376.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                          | Western Digital Corp                                                                                                           | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9416.50      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                         | INTELSAT EMERGENCE SA                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      1653 | NS      | $38638.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD PHP                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7979.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                       | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6798.48      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED KRW / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $47154.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                   | Pandora A/S                                                                                                                    | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      2402 | NS      | $182866.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                         | Carlyle Group Inc/The                                                                                                          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      5338 | NS      | $166385.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS80393 TRS GBP R E SELS80393/GB00BF448H58 / Short: SELS80393 TRS GBP P V 00MSONIA SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     13368 | OU      | $-14.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS03410 TRS USD R V 00MOBFR OBFR01/-78 BPS / Short: SELS03410 TRS USD P E SELS03410/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     30800 | OU      | $-2129.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                                                 | Ibiden Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      2600 | NS      | $106695.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                     | Sodexo SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      2020 | NS      | $193462.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                              | Roche Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      9265 | NS      | $3026170.07   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                  | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    107000 | PA      | $81883.89     | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $17049.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: SS2CNA3   IRS CHF R F   .10000 IS2CNA3/0.1 LCH / Short: SS2CNA3   IRS CHF P V 12MSARON IS2CNB4 IRSLV515972 LCH           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |    590000 | OU      | $-78824.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                    | Zoetis Inc                                                                                                                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     16254 | NS      | $2505391.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                                | NRG Energy Inc                                                                                                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      9491 | NS      | $402892.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                     | Alibaba Group Holding Ltd                                                                                                      | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      8555 | NS      | $749075.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                            | Bahrain Government International Bond                                                                                          | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $203225.00    | 0.04%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                         | Civitas Resources Inc                                                                                                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       493 | NS      | $33208.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36321.60     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. International PLC                                        | Long: IS22154   CDS USD R F  5.00000 IS22154 CMBX / Short: IS22154   CDS USD P V 01MEVENT IS22165 CMBX                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     21197 | OU      | $-7893.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | US 10YR NOTE (CBT)MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -165 | NC      | $-99173.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                                                       | MoneyGram International Inc                                                                                                    | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62621.24     | 0.01%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                        | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $89296.20     | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS47760 TRS EUR R E SELS47760/ES0143416115 / Short: SELS47760 TRS EUR P V 01MEUR EUR001M/50 BPS                        | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | DE        |     15025 | OU      | $69.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                     | Archer-Daniels-Midland Co                                                                                                      | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      4762 | NS      | $464295.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                   | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     39000 | PA      | $25779.00     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                           | AUST 10Y BOND FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       125 | NC      | $122700.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                           | Elevance Health Inc                                                                                                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3676 | NS      | $1959013.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TECHNOLOGY                                                             | ENERGY TECHNOLOGY                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       117 | NS      | $66105.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                                             | Nippon Telegraph & Telephone Corp                                                                                              | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     18300 | NS      | $507440.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                         | NXP Semiconductors NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      2068 | NS      | $363637.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $2959.39      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                                | CBRE Group Inc                                                                                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     17452 | NS      | $1389179.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                        | Real Hero Merger Sub 2 Inc                                                                                                     | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $112512.38    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                                           | HKT Trust & HKT Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |    347000 | NS      | $423104.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                   | Raymond James Financial Inc                                                                                                    | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1186 | NS      | $138643.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                            | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    126000 | PA      | $102891.60    | 0.02%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                           | LBM Acquisition LLC                                                                                                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13745.00     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                      | Consolidated Communications Inc                                                                                                | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18988.75     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                        | Credit Suisse Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | N/A              | DE               |  | CH        |      2545 | NS      | $236.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Agricole SA                                                            | Credit Agricole SA                                                                                                             | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203294.00    | 0.04%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                               | Gerresheimer AG                                                                                                                | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |      3105 | NS      | $229192.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                                       | Empire Communities Corp                                                                                                        | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6171.41      | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS73166 TRS GBP R E SELS73166/GB00BF448H58 / Short: SELS73166 TRS GBP P V 00MSONIA SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      9617 | OU      | $-107.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                                                           | Avaya Holdings Corp                                                                                                            | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      2217 | NS      | $2141.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Voya CLO Ltd                                                                  | Voya CLO 2019-1 Ltd                                                                                                            | CUSIP: 92917NAS7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    108582 | PA      | $93531.88     | 0.02%             | 2031-04-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS92365 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS92365 TRS USD P E SELS92365/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     35691 | OU      | $-3383.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1383.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                       | Procter & Gamble Co/The                                                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6300 | NS      | $939708.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GIP II Blue Holding, L.P.                                                     | GIP II Blue Holding, L.P. Initial Term Loan                                                                                    | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119428 | PA      | $118333.28    | 0.02%             | 2028-09-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                    | Mattel Inc                                                                                                                     | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14659.20     | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                                 | Urban One Inc                                                                                                                  | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    203000 | PA      | $171971.45    | 0.03%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                | Morgan Stanley Capital I Trust 2019-BPR                                                                                        | CUSIP: 61769GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39000 | PA      | $30984.64     | 0.01%             | 2036-05-15      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                            | Hikari Tsushin Inc                                                                                                             | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |      1200 | NS      | $168420.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                        | Verscend Holding Corp. Term B-1 Loan                                                                                           | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87502 | PA      | $86768.26     | 0.02%             | 2025-08-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                          | IHO Verwaltungs GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97611.41     | 0.02%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                       | Akamai Technologies Inc                                                                                                        | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     12955 | NS      | $1228911.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                                                  | MediaTek Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      9000 | NS      | $217474.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS24861 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS24861 TRS USD P E SELS24861/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     35422 | OU      | $-3876.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED INR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |         1 | NC      | $708.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                                       | Gates Global LLC / Gates Corp                                                                                                  | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $125347.30    | 0.03%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-9245.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                                            | Huarong Finance II Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $185662.50    | 0.04%             | 2025-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                             | NatWest Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    144943 | NS      | $460963.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                 | TransDigm Inc                                                                                                                  | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46725.99     | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                      | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                               | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    153000 | PA      | $134695.08    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                                        | OCI NV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      8842 | NS      | $374317.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                                              | Medibank Pvt Ltd                                                                                                               | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    160381 | NS      | $319989.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $4558.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                      | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $146257.02    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC)  | Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) Term B Loan                                       | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    144807 | PA      | $143707.70    | 0.03%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-50457.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                                                                  | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277468.80    | 0.06%             | 2023-01-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | Tenet Healthcare Corp                                                                                                          | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57335.85     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                        | Koninklijke Philips NV                                                                                                         | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     46491 | NS      | $696649.43    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                                                                 | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42888.96     | 0.01%             | 2030-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                                          | Elmwood CLO XII Ltd                                                                                                            | CUSIP: 29003CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228175.00    | 0.05%             | 2035-01-20      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                  | Alimentation Couche-Tard Inc                                                                                                   | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      3072 | NS      | $139948.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| K2016470219 SA LTD                                                            | K2016470219 South Africa Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |     40372 | PA      | $20.19        | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                                            | Albertsons Cos Inc                                                                                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     19044 | NS      | $398971.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                             | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $37202.55     | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                             | Iron Mountain Inc                                                                                                              | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     53000 | PA      | $48621.14     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                            | Cenovus Energy Inc                                                                                                             | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      2543 | PA      | $2687.19      | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED HUF / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |         1 | NC      | $-13506.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS01907 TRS GBP R E SELS01907/GB00BF448H58 / Short: SELS01907 TRS GBP P V 00MSONIA SONIO/N 35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      2320 | OU      | $-25.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS11473 TRS USD R V 00MFEDL0 FEDL01/+353BPS / Short: SELS11473 TRS USD P E SELS11473/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     35799 | OU      | $-2102.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | PURCHASED USD / SOLD SEK                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $11295.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                            | Teck Resources Ltd                                                                                                             | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      5241 | NS      | $194265.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $19136.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                                                   | CDW Corp/DE                                                                                                                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     19383 | NS      | $3656409.12   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CWT TRAVEL HOLDINGS INC                                                       | CWT TRAVEL HOLDINGS INC                                                                                                        | CUSIP: 12671K124<br>LEI: N/A                  | N/A              | DE               |  | US        |      1108 | NS      | $19.28        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                      | Connect Finco SARL / Connect US Finco LLC                                                                                      | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $188904.00    | 0.04%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    283000 | PA      | $214972.46    | 0.04%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $791.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $111.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                               | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     53000 | PA      | $25462.26     | 0.01%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                      | NCR Corp                                                                                                                       | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27179.32     | 0.01%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                               | Sealed Air Corp                                                                                                                | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       525 | NS      | $27945.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: BS2J2E1   CDS USD R V 03MEVENT IS2J2F2 CCPCDX / Short: BS2J2E1   CDS USD P F  5.00000 IS2J2E1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   8166400 | OU      | $-405784.09   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                               | Granite US Holdings Corporation Replacement Term B Loan                                                                        | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161177 | PA      | $160572.99    | 0.03%             | 2026-09-30      | Floating      | 7.69%                 | No            |                  3 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     51236 | NS      | $13072353.04  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                                                      | iHeartCommunications Inc                                                                                                       | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     21935 | PA      | $20820.48     | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                                                                              | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      8588 | NS      | $282382.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLARIS MIDSTREAM HOLDIN                                                      | Solaris Midstream Holdings LLC                                                                                                 | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59448.00     | 0.01%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS2HMU1   TRS USD R E IS2HMU1 EQUITYTRS / Short: IS2HMU1   TRS USD P F   .00000 IS2HMV2 EQUITYTRS                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    624658 | OU      | $43942.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                  | Insulet Corp                                                                                                                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       467 | NS      | $139805.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Select Sector SPDR Fund                                           | Health Care Select Sector SPDR Fund                                                                                            | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |     65294 | NS      | $9077171.88   | 1.83%             |  |  |  | No            |                  1 | On Loan: —       |
| Enel SpA                                                                      | Enel SpA                                                                                                                       | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     31780 | NS      | $171446.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                             | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11487.96     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                       | Becton Dickinson and Co                                                                                                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1705 | NS      | $425124.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                                         | STMicroelectronics NV                                                                                                          | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     10868 | NS      | $420666.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                                        | Japan Post Bank Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     17500 | NS      | $133769.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Regatta XIX Funding Ltd                                                       | Regatta XIX Funding Ltd                                                                                                        | CUSIP: 75888CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $216468.50    | 0.04%             | 2035-04-20      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                      | EnLink Midstream Partners LP                                                                                                   | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     49000 | PA      | $37252.74     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-5318.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                           | American Tower Corp                                                                                                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      9992 | NS      | $2210730.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                     | Neste Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      8486 | NS      | $438018.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                                     | Kering SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      1084 | NS      | $651307.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                            | CA Magnum Holdings                                                                                                             | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $176000.00    | 0.04%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                                        | Russian Federal Bond - OFZ                                                                                                     | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |  23770000 | PA      | $159700.12    | 0.03%             | 2028-01-19      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                          | Presidio Holdings Inc                                                                                                          | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11205.72     | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED NZD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $17943.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                            | IQVIA Holdings Inc                                                                                                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     13770 | NS      | $3002135.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                                                 | Service Corp International/US                                                                                                  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      8617 | NS      | $615684.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                                            | Houlihan Lokey Inc                                                                                                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      5723 | NS      | $562857.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Pontus Ltd                                                         | Transocean Pontus Ltd                                                                                                          | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     36400 | PA      | $35425.21     | 0.01%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                         | Applied Materials Inc                                                                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      9123 | NS      | $999880.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD IDR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $5822.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS63385 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS63385 TRS USD P E SELS63385/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      7882 | OU      | $707.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                                                      | Indika Energy Capital IV Pte Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $243125.00    | 0.05%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11970.00     | 0.00%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                                      | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                 | CUSIP: 25260WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     11958 | PA      | $10833.23     | 0.00%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS70993 TRS GBP R E SELS70993/GB00BYYTFB60 / Short: SELS70993 TRS GBP P V 00MSONIA SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    180530 | OU      | $5714.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                           | Altice Financing SA                                                                                                            | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    279000 | PA      | $228043.44    | 0.05%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    109000 | PA      | $87929.64     | 0.02%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                       | EnerSys                                                                                                                        | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89196.00     | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12619.42     | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2130400 | PA      | $1696331.00   | 0.34%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                             | Huntington Ingalls Industries Inc                                                                                              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1717 | NS      | $398275.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                                      | Granite US Holdings Corp                                                                                                       | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $56363.58     | 0.01%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| PARK INTERMED HOLDINGS                                                        | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                               | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     49000 | PA      | $41895.49     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $34859.69     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    272000 | PA      | $197904.48    | 0.04%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                           | CUSIP: 3137G0LA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223359 | PA      | $226430.58    | 0.05%             | 2029-03-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED PHP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PH        |         1 | NC      | $74987.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1231900 | PA      | $1202064.92   | 0.24%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                                                  | Cars.com Inc                                                                                                                   | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61675.60     | 0.01%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                                                                       | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      6977 | NS      | $1795530.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                         | AECOM                                                                                                                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      3184 | NS      | $270640.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    108000 | PA      | $85424.81     | 0.02%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                 | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    126000 | PA      | $109379.34    | 0.02%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                                      | Willis Towers Watson PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      2732 | NS      | $672509.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                            | Credit Agricole SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203294.00    | 0.04%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                         | Nabors Industries Ltd                                                                                                          | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    117000 | PA      | $106943.85    | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                   | NVIDIA Corp                                                                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1893 | NS      | $320352.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                                              | Dentsu Group Inc                                                                                                               | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |     12100 | NS      | $391830.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                                                                 | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    112000 | PA      | $94992.80     | 0.02%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                  | Chevron Corp                                                                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $97154.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                        | FMG Resources August 2006 Pty Ltd                                                                                              | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    166000 | PA      | $152295.04    | 0.03%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: SS2IIS4   IRS NZD R F  4.37750 IS2IIS4 CCPVANILLA / Short: SS2IIS4   IRS NZD P V 03MNZDBB IS2IIT5 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1290000 | OU      | $1326.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                                                 | Summit Industrial Income REIT                                                                                                  | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               |  | CA        |     27410 | NS      | $459499.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: BS2J7L3   IRS USD R V 00MSOFR IS2J7M4 CCPOIS / Short: BS2J7L3   IRS USD P F  3.93350 IS2J7L3 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    830000 | OU      | $-38775.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                     | Adobe Inc                                                                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2021 | NS      | $697103.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS71705 TRS GBP R E SELS71705/GB0006886666 / Short: SELS71705 TRS GBP P V 01MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     21888 | OU      | $331.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                       | KeyCorp                                                                                                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      4840 | NS      | $91040.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | US 10YR NOTE (CBT)MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       312 | NC      | $111374.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                           | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5760.60      | 0.00%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                | ANGI Group LLC                                                                                                                 | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $157048.87    | 0.03%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| INTRUM AB                                                                     | Intrum AB                                                                                                                      | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $93295.00     | 0.02%             | 2025-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                        | AXA SA                                                                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     13275 | NS      | $375265.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-10226.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                          | Waste Management Inc                                                                                                           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3495 | NS      | $586181.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanese Republic                                                             | Lebanon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    189000 | PA      | $10607.63     | 0.00%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    112000 | PA      | $83278.72     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: IS2H825   TRS USD R E IS2H825 EQUITYTRS / Short: IS2H825   TRS USD P V 00MSOFR IS2H836 EQUITYTRS                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     74250 | OU      | $1363.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                     | Elisa Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      2527 | NS      | $131447.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2503 | PA      | $2536.78      | 0.00%             | 2025-07-25      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD SEK                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-38967.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                      | Microchip Technology Inc                                                                                                       | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56335.98     | 0.01%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dealer Tire, LLC                                                              | Dealer Tire, LLC Term B-1 Loan                                                                                                 | CUSIP: 24228HAM0<br>LEI: 549300XTS06OMOCRSE50 | Long             | LON              | CORP              | US        |     38900 | PA      | $38335.95     | 0.01%             | 2025-12-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                      | NFP Corp                                                                                                                       | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    257000 | PA      | $217404.01    | 0.04%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS75992 TRS GBP R E SELS75992/GB0006886666 / Short: SELS75992 TRS GBP P V 01MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       593 | OU      | $6.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS33708 TRS USD R V 00MSOFR SOFRRATE/-33 BPS / Short: SELS33708 TRS USD P E SELS33708/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     22236 | OU      | $793.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Wireless Inc                                                           | Sierra Wireless Inc                                                                                                            | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |     37018 | NS      | $1085737.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                                                                  | Alphabet Inc                                                                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     45322 | NS      | $4597916.90   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                                                     | Baidu Inc                                                                                                                      | CUSIP: 056752AQ1<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $235627.50    | 0.05%             | 2025-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| CURO GROUP HOLDINGS CORP                                                      | Curo Group Holdings Corp                                                                                                       | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |    177000 | PA      | $72561.15     | 0.01%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                 | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      2000 | PA      | $1864.52      | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Meridian Bioscience Inc                                                       | Meridian Bioscience Inc                                                                                                        | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     42404 | NS      | $1356928.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $179679.00    | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS97923 TRS GBP R E SELS97923/GB00BJ1F4N75 / Short: SELS97923 TRS GBP P V 00MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     64098 | OU      | $669.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co Ltd                                                       | Open House Group Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      6700 | NS      | $284123.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                                            | SITC International Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     80000 | NS      | $177468.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                                      | Ubisoft Entertainment SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      4280 | NS      | $119061.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                             | Admiral Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      5401 | NS      | $132043.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                    | S+P/TSX 60 IX FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        -6 | NC      | $-74860.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                          | Dassault Aviation SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       925 | NS      | $147035.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS52792 TRS GBP R E SELS52792/GB00BBG9VN75 / Short: SELS52792 TRS GBP P V 00MSONIA SONIO/N/+35BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     96292 | OU      | $149.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                                                                              | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16397.01     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Stockland                                                                     | Stockland                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     93365 | NS      | $243764.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                       | Frontier Communications Holdings LLC                                                                                           | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61839.70     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | PURCHASED PHP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |         1 | NC      | $88166.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                      | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                      | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336300 | PA      | $333132.05    | 0.07%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED IDR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |         1 | NC      | $-19013.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                 | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40871.67     | 0.01%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | Long: IS2J7J1   TRS GBP R E IS2J7K2 / Short: IS2J7J1   TRS GBP P E IS2J7J1                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     82309 | OU      | $68130.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                 | Sempra Energy                                                                                                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2796 | NS      | $464667.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORP                                                                   | Harsco Corp                                                                                                                    | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    122000 | PA      | $98685.80     | 0.02%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                                                           | Avaya Holdings Corp                                                                                                            | CUSIP: 05351X119<br>LEI: 549300NZS2OZN6Q63A60 | N/A              | DE               |  | US        |      4686 | NS      | $93.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                                                             | Triumph Group Inc                                                                                                              | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52511.13     | 0.01%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                       | O'Reilly Automotive Inc                                                                                                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       835 | NS      | $721890.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                          | Long: IS2JGT4   TRS USD R E IS2JGT4 EQUITYTRS / Short: IS2JGT4   TRS USD P F   .00000 IS2JGU5 EQUITYTRS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     89793 | OU      | $3237.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5661.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                                  | Peru LNG Srl                                                                                                                   | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    217000 | PA      | $179025.00    | 0.04%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                                                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      5424 | NS      | $552597.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                      | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $157125.00    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentine Republic Government International Bond                                                                               | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     95639 | PA      | $24866.14     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                     | adidas AG                                                                                                                      | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       856 | NS      | $110345.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                                | US Radiology Specialists, Inc. Closing Date Term Loan                                                                          | CUSIP: 90372AAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167460 | PA      | $151102.12    | 0.03%             | 2027-12-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| TPRO ACQUISITION CORP                                                         | TPro Acquisition Corp                                                                                                          | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35980.56     | 0.01%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                  | Illumina Inc                                                                                                                   | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      4872 | NS      | $1062485.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITAS US INC/BERMUDA L                                                      | Veritas US Inc / Veritas Bermuda Ltd                                                                                           | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $225879.96    | 0.05%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                             | Telstra Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | EC               | CORP              | AU        |    140024 | NS      | $379915.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BRF GMBH                                                                      | BRF GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |    210000 | PA      | $187950.00    | 0.04%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                               | Madison IAQ LLC                                                                                                                | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    207000 | PA      | $151890.39    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86441 | PA      | $85703.95     | 0.02%             | 2030-07-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS11840 TRS USD R V 00MFEDL FEDL01/+353BPS / Short: SELS11840 TRS USD P E SELS11840/CA7677441056                       | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     31402 | OU      | $-1837.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Padagis LLC                                                                   | Padagis LLC Term B Loan                                                                                                        | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47059 | PA      | $39294.11     | 0.01%             | 2028-07-06      | Floating      | 8.49%                 | No            |                  3 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                    | CAN 10YR BOND FUT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       144 | NC      | $85411.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-94693.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                           | Sirius XM Radio Inc                                                                                                            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    292000 | PA      | $258043.32    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                                                        | National CineMedia LLC                                                                                                         | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |     67000 | PA      | $23953.84     | 0.00%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | Gartner Inc                                                                                                                    | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46110.47     | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                   | Gartner Inc                                                                                                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1229 | NS      | $430604.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHES BUYER INC                                                              | Arches Buyer Inc                                                                                                               | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31466.37     | 0.01%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| MAGNETATION LLC/FIN CORP                                                      | Magnetation LLC / Mag Finance Corp                                                                                             | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145972 | PA      | $0.00         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                      | Marsh & McLennan Cos Inc                                                                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3340 | NS      | $578421.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                                 | Principal Financial Group Inc                                                                                                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      4619 | NS      | $414231.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                   | Walmart Inc                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1688 | NS      | $257284.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                      | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    218000 | PA      | $193204.30    | 0.04%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                        | Option Care Health Inc                                                                                                         | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72468.45     | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                      | Republic of South Africa Government International Bond                                                                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    247000 | PA      | $187720.00    | 0.04%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $-4928.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS14085 TRS GBP R E SELS14085/GB0006886666 / Short: SELS14085 TRS GBP P V 00MSONIA SONIO/N/+54BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      2347 | OU      | $23.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                             | Compass Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     25941 | NS      | $591401.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                 | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $169500.00    | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                             | Iron Mountain Inc                                                                                                              | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    124000 | PA      | $116019.36    | 0.02%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS57622 TRS GBP R E SELS57622/GB00BF448H58 / Short: SELS57622 TRS GBP P V 00MSONIA SONIO/N 35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      6105 | OU      | $-67.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                              | Coca-Cola Co/The                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     36754 | NS      | $2337921.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                                  | Fortinet Inc                                                                                                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      7280 | NS      | $387004.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                    | S+P/TSX 60 IX FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        11 | NC      | $106692.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                                                     | Calix Inc                                                                                                                      | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      4838 | NS      | $344949.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                                                 | Robert Half International Inc                                                                                                  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      5176 | NS      | $407765.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS97915 TRS GBP R E SELS97915/GB00BJ1F4N75 / Short: SELS97915 TRS GBP P V 00MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     28133 | OU      | $280.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                      | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103222.90    | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                       | MPT Operating Partnership LP / MPT Finance Corp                                                                                | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     33000 | PA      | $28153.95     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| LCH Limited                                                                   | Long: SS2G6G2   IRS NOK R F  2.91300 IS2G6G2 CCPVANILLA / Short: SS2G6G2   IRS NOK P V 06MNIBOR IS2G6H3 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    840000 | OU      | $-978.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4688.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Forest Products Inc                                                  | Resolute Forest Products Inc                                                                                                   | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14789 | NS      | $312047.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                          | Royal Bank of Canada                                                                                                           | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      8694 | NS      | $864649.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Public Storage                                                                | Public Storage                                                                                                                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |        77 | NS      | $22942.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS58961 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS58961 TRS USD P E SELS58961/US11135F1012                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    381038 | OU      | $11049.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19457.90     | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                  | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125713.50    | 0.03%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $47753.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL PKG HOLDCO ISSUER                                                       | Intelligent Packaging Holdco Issuer LP                                                                                         | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     52000 | PA      | $36625.16     | 0.01%             | 2026-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                         | Caesars Entertainment Inc                                                                                                      | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100641.36    | 0.02%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                                                  | Techtronic Industries Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     36700 | NS      | $447378.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                          | Cleveland-Cliffs Inc                                                                                                           | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21935.00     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| DEALER TIRE LLC/DT ISSR                                                       | Dealer Tire LLC / DT Issuer LLC                                                                                                | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $145290.99    | 0.03%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K2016470219 (SOUTH AFRICA) LTD                                                | K2016470219 (SOUTH AFRICA) LTD                                                                                                 | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | EC               | CORP              | US        |     73623 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS30908 TRS USD R V 00MFEDL FEDL01/+353 BPS / Short: SELS30908 TRS USD P E SELS30908/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     57826 | OU      | $-205.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                                                                       | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    126065 | PA      | $124693.41    | 0.03%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/GENESI                                                      | Genesis Energy LP / Genesis Energy Finance Corp                                                                                | CUSIP: 37185LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $49550.58     | 0.01%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                                | JPN 10Y BOND(OSE) DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        23 | NC      | $-11732.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                              | Exxon Mobil Corp                                                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2332 | NS      | $259644.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritas US Inc.                                                               | Veritas US Inc. Dollar Term B-2021 Loan                                                                                        | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    219860 | PA      | $157670.49    | 0.03%             | 2025-09-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49282 | PA      | $49466.94     | 0.01%             | 2025-05-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73260.35     | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XBH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108343 | PA      | $111186.72    | 0.02%             | 2028-04-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp                                                | Silicon Motion Technology Corp                                                                                                 | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | US        |     10822 | NS      | $682868.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     47855 | PA      | $20840.85     | 0.00%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                     | Nestle SA                                                                                                                      | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      6213 | NS      | $739493.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                                         | Spark New Zealand Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    126454 | NS      | $412253.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                       | Dryden 78 CLO Ltd                                                                                                              | CUSIP: 26253LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235190.75    | 0.05%             | 2033-04-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                          | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12058.15     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                          | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $34308.68     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                                          | Elmwood CLO VIII Ltd                                                                                                           | CUSIP: 290021AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $138196.80    | 0.03%             | 2034-01-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                                               | HANG SENG IDX FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         8 | NC      | $55745.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS83386 TRS GBP R E SELS83386/GB0006886666 / Short: SELS83386 TRS GBP P V 00MSONIA SONIO/N 54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     47747 | OU      | $541.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $80152.80     | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                             | Triumph Group Inc                                                                                                              | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35176.27     | 0.01%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                                | Galaxy Entertainment Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |    168800 | NS      | $1026212.33   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                     | Host Hotels & Resorts Inc                                                                                                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      7343 | NS      | $139076.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                                                  | Keyence Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       500 | NS      | $211565.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-894.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $115881.30    | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS2G7O7   TRS USD R E IS2G7O7 EQUITYTRS / Short: IS2G7O7   TRS USD P V 00MFEDL IS2G7P8 EQUITYTRS +35 BPS                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    236010 | OU      | $14797.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                            | Steel Dynamics Inc                                                                                                             | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3931 | NS      | $408548.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bancorp Inc                                                          | Flagstar Bancorp Inc                                                                                                           | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               | CORP              | US        |     45717 | NS      | $1716216.18   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                                             | Wolters Kluwer NV                                                                                                              | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      7359 | NS      | $811038.21    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                                            | Angolan Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    386000 | PA      | $393237.50    | 0.08%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                          | Western Digital Corp                                                                                                           | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11891.20     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                   | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    287000 | PA      | $204722.84    | 0.04%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Mallinckrodt PLC                                                              | Mallinckrodt PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | IE        |       223 | NS      | $2413.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS91561 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS91561 TRS USD P E SELS91561/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    184280 | OU      | $13953.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                                      | BCPE Ulysses Intermediate Inc                                                                                                  | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $31667.52     | 0.01%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                      | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                               | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $59365.44     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                             | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2894.82      | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| West Corporation                                                              | West Corporation Initial Term B Loan                                                                                           | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    126584 | PA      | $115929.53    | 0.02%             | 2024-10-10      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                                                      | iShares Russell 2000 ETF                                                                                                       | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |       591 | NS      | $110735.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                                                                          | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    273000 | PA      | $244840.05    | 0.05%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                       | Activision Blizzard Inc                                                                                                        | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     21584 | NS      | $1596136.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                                                          | GULFPORT ENERGY CORP                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $5400.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                         | Venezuela Government International Bond                                                                                        | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    815000 | PA      | $67237.50     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                                | LSB Industries Inc                                                                                                             | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21478.09     | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-8895.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                              | LONG GILT FUTURE MAR23                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -28 | NC      | $-9754.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC                                                               | TripAdvisor Inc                                                                                                                | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40662.57     | 0.01%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                             | EURO-BUND FUTURE DEC22                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        92 | NC      | $-341503.33   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $4195.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stericycle Inc                                                                | Stericycle Inc                                                                                                                 | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     30093 | NS      | $1568748.09   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                        | Millennium Escrow Corp                                                                                                         | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $100742.60    | 0.02%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                                | MONITRONICS INTERNATIONAL, INC                                                                                                 | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $0.00         | 0.00%             | 2023-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-56057.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                            | Gray Escrow II Inc                                                                                                             | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $98402.49     | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS07832 TRS GBP R E SELS07832/GB00BF448H58 / Short: SELS07832 TRS GBP P V 00MSONIA SONIO/N 35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      2948 | OU      | $-32.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED USD / SOLD CNH                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-59246.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                         | Level 3 Financing Inc                                                                                                          | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     67000 | PA      | $56823.37     | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                                      | RELX PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     24893 | NS      | $702499.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1169.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                                     | Link REIT                                                                                                                      | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |     24700 | NS      | $166843.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                    | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74591.40     | 0.02%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-4441.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     18000 | PA      | $17913.38     | 0.00%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                 | Assa Abloy AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     11753 | NS      | $269489.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                               | London Stock Exchange Group PLC                                                                                                | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      2306 | NS      | $230912.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                             | EURO-SCHATZ FUT DEC22                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        72 | NC      | $-114658.35   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd                                                            | Viking Cruises Ltd                                                                                                             | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    129000 | PA      | $108179.40    | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National CineMedia LLC                                                        | National CineMedia LLC                                                                                                         | CUSIP: 63530QAH2<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |     33304 | PA      | $3439.30      | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: SS2IE86   CDS EUR R F  5.00000 IS2IE86 CCPITRAXX / Short: SS2IE86   CDS EUR P V 03MEVENT IS2IE97 CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2900000 | OU      | $79810.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS03990 TRS USD R V 00MFEDL FEDL01/+353 BPS / Short: SELS03990 TRS USD P E SELS03990/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     23087 | OU      | $-553.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                               | TJX Cos Inc/The                                                                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     32286 | NS      | $2584494.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                   | Long: SS2B9A2   IRS CHF R F   .00000 SS2B9A2 IRSLV515441 LCH / Short: SS2B9A2   IRS CHF P V 12MLIBOR IS2B9B3 IRSLV515441 LCH   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |   1040000 | OU      | $-164050.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                      | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                    | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $57811.20     | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                                                   | Incyte Corp                                                                                                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1760 | NS      | $140219.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanese Republic                                                             | Lebanon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     45000 | PA      | $2610.00      | 0.00%             | 2024-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                                       | Texas Pacific Land Corp                                                                                                        | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $414806.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                                            | Sage Group PLC/The                                                                                                             | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     30245 | NS      | $293360.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Turquoise Hill Resources Ltd                                                  | Turquoise Hill Resources Ltd                                                                                                   | CUSIP: 900435207<br>LEI: 549300R80B2163QFEC16 | Long             | EC               | CORP              | CA        |     35113 | NS      | $1099475.57   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                                     | Repsol SA                                                                                                                      | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     26031 | NS      | $401927.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)           | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) New Term Loan                                              | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     35484 | PA      | $33196.60     | 0.01%             | 2026-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                 | CUSIP: 57164PAG1<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18864.34     | 0.00%             | 2025-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                        | Berkshire Hathaway Inc                                                                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       583 | NS      | $185743.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                       | Gulfport Energy Corp                                                                                                           | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     52856 | PA      | $52677.88     | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                    | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54055.68     | 0.01%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    166320 | PA      | $100706.76    | 0.02%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                             | Lebanon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     46000 | PA      | $2581.75      | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                          | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21186.45     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                                         | Eco Material Technologies Inc                                                                                                  | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $115118.19    | 0.02%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                             | TOMRA Systems ASA                                                                                                              | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |     17025 | NS      | $326840.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                 | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     51000 | PA      | $29836.02     | 0.01%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                | Hershey Co/The                                                                                                                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1801 | NS      | $423541.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                                                | PDC Energy Inc                                                                                                                 | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155736.72    | 0.03%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                               | SGX NIFTY 50 DEC22                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       -56 | NC      | $-82699.47    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentine Republic Government International Bond                                                                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     62095 | PA      | $15058.04     | 0.00%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                        | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47489.20     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                            | Dominican Republic International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    425000 | PA      | $441150.00    | 0.09%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS19351 TRS GBP R E SELS19351/GB00BYYTFB60 / Short: SELS19351 TRS GBP P V 00MSONIA SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    138594 | OU      | $3947.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                              | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67869.09     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                     | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $163884.00    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52347.00     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                                                  | JELD-WEN Inc                                                                                                                   | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14406.82     | 0.00%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bursa Malaysia                                                                | FTSE KLCI FUTURE DEC22                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |       109 | NC      | $-4593.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                                    | Cadence Design Systems Inc                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2699 | NS      | $464335.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACProducts Holdings, Inc.                                                     | ACProducts Holdings, Inc. Initial Term Loan                                                                                    | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180712 | PA      | $130823.20    | 0.03%             | 2028-05-17      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $-9920.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                      | Lindblad Expeditions LLC                                                                                                       | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34228.70     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                                      | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                                                | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $178396.77    | 0.04%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                            | Murphy Oil USA Inc                                                                                                             | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      5669 | PA      | $5471.04      | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | Long: IS2J5V9   TRS AUD R E IS2J5W0 / Short: IS2J5V9   TRS AUD P E IS2J5V9                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    247368 | OU      | $93669.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                          | Juniper Networks Inc                                                                                                           | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      3182 | NS      | $105769.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOXER PARENT CO INC                                                           | Boxer Parent Co Inc                                                                                                            | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6832.00      | 0.00%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                         | Foundation Building Materials Inc                                                                                              | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     24000 | PA      | $17981.28     | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                        | Long: IS21ZV5   CDS USD R F  5.00000 IS21ZV5 CMBX / Short: IS21ZV5   CDS USD P V 01MEVENT IS21ZW6 CMBX                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     21881 | OU      | $-8147.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chr Hansen Holding A/S                                                        | Chr Hansen Holding A/S                                                                                                         | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |      4131 | NS      | $254963.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                  | Virtusa Corp                                                                                                                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     66000 | PA      | $49538.94     | 0.01%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                | Long: IS226N7   CDS USD R F  5.00000 IS226N7 CMBX / Short: IS226N7   CDS USD P V 01MEVENT IS226O8 CMBX                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     17778 | OU      | $-6619.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                                           | General Electric Co                                                                                                            | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    121880 | PA      | $117163.24    | 0.02%             | 2023-03-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS95689 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS95689 TRS USD P E SELS95689/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     58364 | OU      | $17635.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                      | EQM Midstream Partners LP                                                                                                      | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59641.40     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120923.31    | 0.02%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-22886.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | US 5YR NOTE (CBT) MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       205 | NC      | $123058.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                                  | Xylem Inc/NY                                                                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      2752 | NS      | $309187.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                | Mastercard Inc                                                                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     15906 | NS      | $5668898.40   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                        | ESC GCB GULFPORT ENERG                                                                                                         | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $88.75        | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | US LONG BOND(CBT) MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        12 | NC      | $-5712.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                                                    | Salmar ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |      4783 | NS      | $168597.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                         | Hightower Holding LLC                                                                                                          | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $224110.80    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                              | Booz Allen Hamilton Holding Corp                                                                                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      3461 | NS      | $368250.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GARDEN SPINCO CORP                                                            | Garden Spinco Corp                                                                                                             | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $75867.05     | 0.02%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                                                      | ICON PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1365 | NS      | $294075.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                  | Broadcom Inc                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2304 | NS      | $1269573.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                     | Amgen Inc                                                                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1576 | NS      | $451366.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                                                    | Japan Post Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     54300 | NS      | $425612.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                             | DISH Network Corp                                                                                                              | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     56000 | PA      | $36260.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $5795.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                              | AHP Health Partners Inc                                                                                                        | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     83000 | PA      | $65781.65     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                          | Kyndryl Holdings Inc                                                                                                           | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       772 | NS      | $9040.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                        | ESC CB GULFPORT ENERGY                                                                                                         | CUSIP: 402ESCAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $15.00        | 0.00%             | 2023-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                          | SandRidge Energy Inc                                                                                                           | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        14 | NS      | $285.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc                                                       | Shaw Communications Inc                                                                                                        | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |     62225 | NS      | $1698159.87   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD PHP                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-89015.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                       | WESCO International Inc                                                                                                        | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      3350 | NS      | $91790.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentine Republic Government International Bond                                                                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    306529 | PA      | $81076.92     | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $2148.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                           | SPI 200 FUTURES DEC22                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        16 | NC      | $111565.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     53000 | PA      | $52941.17     | 0.01%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| iShares 10-20 Year Treasury Bond ETF                                          | iShares 10-20 Year Treasury Bond ETF                                                                                           | CUSIP: 464288653<br>LEI: 549300MH5J7BUV0VS287 | Long             | EC               | RF                | US        |      1741 | NS      | $192763.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                                                                      | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $87084.90     | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                                                      | Nippon Building Fund Inc                                                                                                       | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |        49 | NS      | $228561.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                      | Compass Group Diversified Holdings LLC                                                                                         | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     81000 | PA      | $70772.13     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                     | Tesla Inc                                                                                                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3155 | NS      | $614278.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                      | Acadia Healthcare Co Inc                                                                                                       | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82916.24     | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alcon Inc                                                                     | Alcon Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      3982 | NS      | $274597.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                      | Embraer Netherlands Finance BV                                                                                                 | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198162.50    | 0.04%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                           | Mclaren Finance PLC                                                                                                            | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $162500.00    | 0.03%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                        | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65729.01     | 0.01%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                  | PetSmart LLC Initial Term Loan                                                                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197500 | PA      | $189528.90    | 0.04%             | 2028-02-11      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                           | Deutsche Telekom AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     12706 | NS      | $258474.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                     | Aviva PLC                                                                                                                      | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     76396 | NS      | $412482.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS74132 TRS GBP R E SELS74132/GB00BJ1F4N75 / Short: SELS74132 TRS GBP P V 00MSONIA SONIO/N/35BPS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     39184 | OU      | $468.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD NOK                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12466.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                           | AUST 10Y BOND FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -34 | NC      | $-117997.99   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                             | EURO-BUND FUTURE DEC22                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -8 | NC      | $-4649.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                            | Home Depot Inc/The                                                                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2243 | NS      | $726709.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                                                                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    284000 | PA      | $272571.84    | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24947.50     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2IIQ2   IRS SEK R V 03MSTIBO IS2IIR3 CCPVANILLA / Short: BS2IIQ2   IRS SEK P F  3.11500 IS2IIQ2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  29980000 | OU      | $-102670.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                | Transocean Inc                                                                                                                 | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       833 | PA      | $524.01       | 0.00%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                           | CUSIP: 3137G0GM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    789539 | PA      | $782848.18    | 0.16%             | 2028-03-25      | Floating      | 12.82%                | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                             | Iron Mountain Inc                                                                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     69000 | PA      | $60948.39     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                       | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    134000 | PA      | $143641.30    | 0.03%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                         | Auto Trader Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     55566 | NS      | $383589.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                     | Crown Subsea Communications Holding, Inc. Initial Term Loan                                                                    | CUSIP: 22860EAE2<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    128219 | PA      | $124934.19    | 0.03%             | 2027-04-27      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| CNG Holdings Inc                                                              | CNG Holdings Inc                                                                                                               | CUSIP: 12612DAH9<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |     93000 | PA      | $78686.37     | 0.02%             | 2024-06-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Switch Inc                                                                    | Switch Inc                                                                                                                     | CUSIP: 87105L104<br>LEI: 549300EZ98N5Y55J4X37 | Long             | EC               | CORP              | US        |     10776 | NS      | $369078.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                                                                  | Arconic Corp                                                                                                                   | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53276.94     | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                        | Oman Government International Bond                                                                                             | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    213000 | PA      | $212201.25    | 0.04%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                          | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    131000 | PA      | $118535.35    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Thailand Futures Exchange                                                     | SET50 FUTURES DEC22                                                                                                            | CUSIP: 000000000<br>LEI: 5493006G4X6OUMF0CE07 | N/A              | DE               |  | TH        |       313 | NC      | $17532.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     88000 | PA      | $82174.40     | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86323.77     | 0.02%             | 2023-01-03      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                      | EnLink Midstream Partners LP                                                                                                   | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8310.50      | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                               | Nigeria Government International Bond                                                                                          | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $131500.00    | 0.03%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                          | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $40831.51     | 0.01%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                          | RP Escrow Issuer LLC                                                                                                           | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $37696.05     | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-84781.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                                        | Yum China Holdings Inc                                                                                                         | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     12258 | NS      | $675660.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                             | EURO STOXX 50 DEC22                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -107 | NC      | $-625392.20   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                             | Iron Mountain Inc                                                                                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      4132 | NS      | $224491.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS83169 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS83169 TRS USD P E SELS83169/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      6973 | OU      | $-648.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | S+P MID 400 EMINI DEC22                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        26 | NC      | $193251.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS96073 TRS USD R V 00MSOFR SOFRRATE/-35 BPS / Short: SELS96073 TRS USD P E SELS96073/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     64621 | OU      | $-626.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                       | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                               | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $86140.32     | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ABN AMRO Bank NV                                                              | ABN AMRO Bank NV                                                                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     46576 | NS      | $600640.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                 | Valvoline Inc                                                                                                                  | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    152000 | PA      | $147862.56    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | Long: IS2JBX3   TRS USD R F  1.00000 IS2JBX3 BONDTRS / Short: IS2JBX3   TRS USD P V 00MSOFR IS2JBY4 BONDTRS                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  85860000 | OU      | $786135.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $35116.50     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ENERGIZER HOLDINGS INC                                                        | Energizer Holdings Inc                                                                                                         | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28933.08     | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                 | Koninklijke Ahold Delhaize NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     30450 | NS      | $887376.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                                                                       | BCE Inc                                                                                                                        | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      7012 | NS      | $333932.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                                | BorgWarner Inc                                                                                                                 | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      9546 | NS      | $405800.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                      | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                               | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     91694 | PA      | $92746.65     | 0.02%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS42576 TRS USD R V 01MLIBOR US0001M/-30 BPS / Short: SELS42576 TRS USD P E SELS42576/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    353641 | OU      | $88336.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS05942 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS05942 TRS USD P E SELS05942/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     76374 | OU      | $22510.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                       | El Salvador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    334000 | PA      | $121075.00    | 0.02%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                 | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $12204.00     | 0.00%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     24709 | NS      | $2658194.22   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                                              | AMC Networks Inc                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    181000 | PA      | $134899.30    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                           | DBWF 2018-GLKS Mortgage Trust                                                                                                  | CUSIP: 23307GAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93482.85     | 0.02%             | 2030-12-19      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                                     | Bandai Namco Holdings Inc                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $371058.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28325.44     | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                      | Virgolino de Oliveira Finance SA                                                                                               | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    433839 | PA      | $43.38        | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36419.20     | 0.01%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                                         | Lumentum Holdings Inc                                                                                                          | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      6152 | NS      | $337990.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS2G327   TRS USD R E IS2G327 EQUITYTRS / Short: IS2G327   TRS USD P V 00MFEDL IS2G338 EQUITYTRS                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    176086 | OU      | $11025.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                          | SRS Distribution Inc                                                                                                           | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24067.39     | 0.00%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS79488 TRS GBP R E SELS79488/GB0006886666 / Short: SELS79488 TRS GBP P V 00MSONIA SONIO/N/+54 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |        72 | OU      | $0.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                   | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     46000 | PA      | $34693.20     | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNM Resources Inc                                                             | PNM Resources Inc                                                                                                              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     34082 | NS      | $1670018.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                         | Playtika Holding Corp                                                                                                          | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72960.30     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                               | OEC Finance Ltd                                                                                                                | CUSIP: 67614CAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    116092 | PA      | $2420.52      | 0.00%             | 2033-12-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                                                      | Advantage Sales & Marketing Inc                                                                                                | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    113000 | PA      | $88502.73     | 0.02%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24220 | PA      | $0.00         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED TWD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $53073.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $123899.34    | 0.03%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FINThrive Software Intermediate Holdings, Inc.                                | FINThrive Software Intermediate Holdings, Inc. Initial Loan (Second Lien)                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $33750.00     | 0.01%             | 2029-12-17      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    108855 | PA      | $106106.41    | 0.02%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                  | Dufry One BV                                                                                                                   | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    143000 | PA      | $144945.78    | 0.03%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CEMIG GERACAO E TRANSM                                                        | Cemig Geracao e Transmissao SA                                                                                                 | CUSIP: 000000000<br>LEI: 529900ZT0AVI5W1VFB58 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $204850.00    | 0.04%             | 2024-12-05      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                      | Dana Inc                                                                                                                       | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10125.94     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS09164 TRS GBP R E SELS09164/GB0006886666 / Short: SELS09164 TRS GBP P V 00MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     75072 | OU      | $1107.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                | Commerzbank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     26308 | NS      | $220358.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Corporation                                       | Traingle Re 2020-1 Ltd                                                                                                         | CUSIP: 89600MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    105710 | PA      | $105905.86    | 0.02%             | 2030-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                                            | Domino's Pizza Inc                                                                                                             | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       733 | NS      | $284939.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                          | Parker-Hannifin Corp                                                                                                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4288 | NS      | $1281854.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $88460.40     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                            | Kontoor Brands Inc                                                                                                             | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74420.10     | 0.02%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                      | Flex Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     26582 | NS      | $584272.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re 2018-1 Ltd.                                                          | Eagle RE 2018-1 Ltd                                                                                                            | CUSIP: 269826AB9<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148900.55    | 0.03%             | 2028-11-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| ForgeRock Inc                                                                 | ForgeRock Inc                                                                                                                  | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25828 | NS      | $561759.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                                                   | Long: IS2HL04   TRS USD R E IS2HL04 EQUITYTRS / Short: IS2HL04   TRS USD P F   .00000 IS2HL15 EQUITYTRS                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    839950 | OU      | $16988.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED INR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |         1 | NC      | $19121.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                                                       | Six Flags Entertainment Corp                                                                                                   | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29171.10     | 0.01%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                                                                 | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15866.14     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS50017 TRS USD R V 01MLIBOR US0001M/-7 BPS / Short: SELS50017 TRS USD P E SELS50017/US6494451031                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    137256 | OU      | $34878.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS2JP97   TRS USD R E IS2JPA8 / Short: IS2JP97   TRS USD P E IS2JP97                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    236885 | OU      | $77140.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                       | Gulfport Energy Corp                                                                                                           | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |         9 | NS      | $48600.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-18152.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                 | Univision Communications Inc. 2017 Replacement Repriced First-Lien Term Loan                                                   | CUSIP: 914908AX6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     18187 | PA      | $18141.43     | 0.00%             | 2024-03-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS12532 TRS GBP R E SELS12532/GB00BYYTFB60 / Short: SELS12532 TRS GBP P V 00MSONIA SONIO/N 35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     92187 | OU      | $1570.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS62262 TRS EUR R E SELS62262/ES0143416115 / Short: SELS62262 TRS EUR P V 01MEUR EUR001M/50 BPS                        | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | DE        |       682 | OU      | $3.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERP IRON ORE LLC                                                              | ERP IRON ORE LLC                                                                                                               | CUSIP: 26886EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12146 | PA      | $8102.32      | 0.00%             | 2019-12-31      | Floating      | 9.03%                 | No            |                  3 | On Loan: No      |
| Verscend Escrow Corp                                                          | Verscend Escrow Corp                                                                                                           | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115138.00    | 0.02%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                                               | Adams Homes Inc                                                                                                                | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $52556.49     | 0.01%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                   | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      7572 | NS      | $2923927.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                        | ESC CB GULFPORT ENERGY                                                                                                         | CUSIP: 402ESCAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $260.00       | 0.00%             | 2026-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FAURECIA                                                                      | Faurecia SE                                                                                                                    | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    219000 | PA      | $197492.98    | 0.04%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                                                                | CUSIP: 31408F6B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        77 | PA      | $78.24        | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                     | Hub International Limited B-3 Incremental Term Loan                                                                            | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    121098 | PA      | $119013.93    | 0.02%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                           | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160375.00    | 0.03%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                             | EURO STOXX 50 DEC22                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       146 | NC      | $491629.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    435864 | PA      | $189818.77    | 0.04%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                | Atlas Copco AB                                                                                                                 | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     13674 | NS      | $155243.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS23255 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS23255 TRS USD P E SELS23255/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    235248 | OU      | $17595.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                   | Rollins Inc                                                                                                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      9931 | NS      | $401609.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68078.16     | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68548.90     | 0.01%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                          | Clear Channel Outdoor Holdings, Inc. Term B Loan                                                                               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34192 | PA      | $31215.99     | 0.01%             | 2026-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| IAA Inc                                                                       | IAA Inc                                                                                                                        | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     17471 | NS      | $652891.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                | ServiceNow Inc                                                                                                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1727 | NS      | $718950.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                      | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34300.00     | 0.01%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: SS2HLA4   IRS NZD R F  3.72100 IS2HLA4 CCPVANILLA / Short: SS2HLA4   IRS NZD P V 03MNZDBB IS2HLB5 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $-24265.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                        | Rockford Tower CLO 2017-2 Ltd                                                                                                  | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |    305750 | PA      | $275264.89    | 0.06%             | 2029-10-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                          | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    113000 | PA      | $89063.21     | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                    | Sysco Corp                                                                                                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      5092 | NS      | $440508.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $262.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS95574 TRS USD R V 00MFEDL FEDL01/+353 BPS / Short: SELS95574 TRS USD P E SELS95574/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |    109467 | OU      | $-8241.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                               | Murphy Oil Corp                                                                                                                | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     51019 | PA      | $39624.42     | 0.01%             | 2042-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                      | Plains All American Pipeline LP / PAA Finance Corp                                                                             | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2895.09      | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    135000 | PA      | $117240.18    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                    | Fidelity National Information Services Inc                                                                                     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      7808 | NS      | $566704.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                                         | Julius Baer Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     20288 | NS      | $1168636.31   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                               | AdaptHealth LLC                                                                                                                | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23076.75     | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                      | Clarios Global LP / Clarios US Finance Co                                                                                      | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $68228.58     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5253.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentine Republic Government International Bond                                                                               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     51683 | PA      | $14342.03     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS90083 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS90083 TRS USD P E SELS90083/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     50670 | OU      | $15484.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                        | Southwestern Energy Co                                                                                                         | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73648.38     | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                    | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $185838.78    | 0.04%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                    | Dexcom Inc                                                                                                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1304 | NS      | $151629.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                            | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    167000 | PA      | $136138.40    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                     | Prosus NV                                                                                                                      | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      5802 | NS      | $379675.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS52420 TRS USD R V 00MFEDL FEDL01/+353BPS / Short: SELS52420 TRS USD P E SELS52420/CA7677441056                       | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     34031 | OU      | $956.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS95296 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS95296 TRS USD P E SELS95296/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    238122 | OU      | $20289.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                   | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     77000 | PA      | $61519.15     | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $105991.91    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                         | Ahead DB Holdings LLC                                                                                                          | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77419.30     | 0.02%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                       | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    112000 | PA      | $92956.64     | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                    | Deere & Co                                                                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1446 | NS      | $637686.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Capital Group Inc                                                        | Home Capital Group Inc                                                                                                         | CUSIP: 436913107<br>LEI: 529900BYMJZJJLBC8L85 | Long             | EC               | CORP              | CA        |     15735 | NS      | $499486.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                           | CUSIP: 87485LAC8<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30568.03     | 0.01%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                              | Roche Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       607 | NS      | $243840.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac Stacr Remic Trust 2020-DNA1                                                                                        | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | USGSE             | US        |     65532 | PA      | $64794.55     | 0.01%             | 2050-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                       | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     45616 | NS      | $3765144.64   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Warsaw Stock Exchange/Financial Derivatives                                   | WIG20 INDEX FUT DEC22                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |      -118 | NC      | $-2645.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                                       | Illinois Tool Works Inc                                                                                                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2103 | NS      | $478369.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS82919 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS82919 TRS USD P E SELS82919/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       597 | OU      | $182.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2556000 | PA      | $2238097.50   | 0.45%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $184644.00    | 0.04%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                     | Aflac Inc                                                                                                                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      5926 | NS      | $426257.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS71892 TRS USD R V 00MSOFR OBFR01/-28 BPS / Short: SELS71892 TRS USD P E SELS71892/US11135F1012                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     13149 | OU      | $597.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | US 2YR NOTE (CBT) MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -63 | NC      | $-34530.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                              | Long: IS1ECZ8   CDS USD R F  5.00000 IS1ECZ8 / Short: IS1ECZ8   CDS USD P V 00MEVENT IS1ED00                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |    906000 | OU      | $-337364.38   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                        | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $72200.43     | 0.01%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $19403.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                            | Meta Platforms Inc                                                                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       522 | NS      | $61648.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                                                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     14390 | NS      | $721370.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                                                  | VeriSign Inc                                                                                                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5240 | NS      | $1047004.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP PARENT LLC                                                          | White Cap Parent LLC                                                                                                           | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $24894.18     | 0.01%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                                              | Atlas Air Worldwide Holdings Inc                                                                                               | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      6204 | NS      | $625177.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                | TOPIX INDX FUTR DEC22                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -27 | NC      | $-228389.42   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                                      | Jazz Pharmaceuticals PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       345 | NS      | $54133.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                           | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22090.80     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TITAN INTERNATIONAL INC                                                       | Titan International Inc                                                                                                        | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102602.16    | 0.02%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                        | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                               | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    184000 | PA      | $181930.00    | 0.04%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                         | Molina Healthcare Inc                                                                                                          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1245 | NS      | $419278.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                                                          | Aramark Services Inc                                                                                                           | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89797.50     | 0.02%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                                                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     12555 | NS      | $1042441.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Outdoors Group, LLC                                                     | Great Outdoors Group, LLC Term B-2 Loan                                                                                        | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     51002 | PA      | $48949.58     | 0.01%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                                                                       | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41877.00     | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                      | SeaWorld Parks & Entertainment Inc                                                                                             | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95271.99     | 0.02%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS01156 TRS USD R V 00MSOFR SOFRRATE/-34 BPS / Short: SELS01156 TRS USD P E SELS01156/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    115948 | OU      | $1947.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                        | Standard Chartered PLC                                                                                                         | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     55512 | NS      | $413510.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                      | Graham Packaging Co Inc                                                                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23793.28     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29757.26     | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Umpqua Holdings Corp                                                          | Umpqua Holdings Corp                                                                                                           | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     79907 | NS      | $1619714.89   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                                                   | Denbury Inc                                                                                                                    | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       594 | NS      | $53317.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                                             | George Weston Ltd                                                                                                              | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1399 | NS      | $175193.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | Long: IS2I9G9   TRS EUR R F  1.00000 IS2I9G9 IBOXXTRS / Short: IS2I9G9   TRS EUR P V 03MEURIB IS2I9H0 IBOXXTRS                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              |  | US        |    510000 | OU      | $18159.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                                       | Castlelake Aviation Finance DAC                                                                                                | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |     46000 | PA      | $39288.60     | 0.01%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                 | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     14000 | PA      | $13498.94     | 0.00%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                      | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                             | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37331.52     | 0.01%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                                                      | Summit Materials LLC / Summit Materials Finance Corp                                                                           | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $31386.42     | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLATFELTER                                                                    | Glatfelter Corp                                                                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     32000 | PA      | $20877.12     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS21264 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS21264 TRS USD P E SELS21264/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    147965 | OU      | $12695.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                           | Avery Dennison Corp                                                                                                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1951 | NS      | $377186.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS79496 TRS EUR R E SELS79496/ES0143416115 / Short: SELS79496 TRS EUR P V 01MEURIB EUR001M/+50BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | DE        |     28290 | OU      | $129.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4020000 | PA      | $3504937.50   | 0.71%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                     | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     14000 | PA      | $5041.26      | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1Life Healthcare Inc                                                          | 1Life Healthcare Inc                                                                                                           | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68761 | NS      | $1168249.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    300000 | PA      | $309766.86    | 0.06%             | 2023-09-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                                                                 | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52485.44     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                               | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     91000 | PA      | $46423.65     | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                                             | Nippon Steel Corp                                                                                                              | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      2500 | NS      | $40053.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                               | D'ieteren Group                                                                                                                | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       778 | NS      | $148171.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS2H6Z4   TRS USD R E IS2H6Z4 EQUITYTRS / Short: IS2H6Z4   TRS USD P F   .00000 IS2H706 EQUITYTRS                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    491784 | OU      | $34595.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                  | Autodesk Inc                                                                                                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2271 | NS      | $458628.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                                                     | Orsted AS                                                                                                                      | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |      3167 | NS      | $277303.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                      | Crowdstrike Holdings Inc                                                                                                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2859 | NS      | $336361.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                      | Installed Building Products Inc                                                                                                | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27170.57     | 0.01%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED NOK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $20277.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED USD / SOLD BRL                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-1543.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $43804.94     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                       | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30159.50     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                           | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39766.95     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| GRIFOLS ESCROW ISSUER                                                         | Grifols Escrow Issuer SA                                                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $167306.00    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    291000 | PA      | $230287.49    | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                               | Gen Digital Inc                                                                                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     33543 | NS      | $770147.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                          | Long: IS2IB96   TRS USD R E IS2IB96 COMMODITYTRS / Short: IS2IB96   TRS USD P F   .10000 IS2IBA7 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              |  | GB        |  32355706 | OU      | $-124758.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                        | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    108000 | PA      | $105249.24    | 0.02%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED BRL / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $566.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                    | Ferrari NV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      2039 | NS      | $455108.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | E-MINI RUSS 1000 DEC22                                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -67 | NC      | $28981.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                        | Long: IS21ZZ9   CDS USD R F  5.00000 IS21ZZ9 CMBX / Short: IS21ZZ9   CDS USD P V 01MEVENT IS22002 CMBX                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     20513 | OU      | $-7638.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares US Technology ETF                                                     | iShares US Technology ETF                                                                                                      | CUSIP: 464287721<br>LEI: 5493003RR427QZS78C77 | Long             | EC               | RF                | US        |      8545 | NS      | $695733.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| BELLEMEADE RE LT                                                              | Bellemeade Re 2019-3 Ltd                                                                                                       | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    164000 | PA      | $162208.86    | 0.03%             | 2029-07-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                    | Dover Corp                                                                                                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     10038 | NS      | $1424894.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                           | Cardinal Health Inc                                                                                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3594 | NS      | $288130.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                                        | AmerisourceBergen Corp                                                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2478 | NS      | $422969.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     41000 | PA      | $34378.50     | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                            | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140343.06    | 0.03%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $9027.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                                                         | Hovnanian Enterprises Inc                                                                                                      | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |      1190 | NS      | $21669.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                       | Zayo Group Holdings Inc                                                                                                        | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8143.35      | 0.00%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: SS2J7N5   IRS USD R F  4.55100 IS2J7N5 CCPOIS / Short: SS2J7N5   IRS USD P V 00MSOFR IS2J7O6 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4070000 | OU      | $11758.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13041.21     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2014-GC18                                                                                         | CUSIP: 36252RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28242 | PA      | $11539.21     | 0.00%             | 2047-01-10      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                | Trust Fibra Uno                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    200000 | PA      | $165412.50    | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                 | INTELSAT JACKSON HOLDINGS S A                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       173 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD IDR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2908.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    131000 | PA      | $120420.44    | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                            | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     94000 | PA      | $76852.52     | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MONITRONICS                                                                   | MONITRONICS                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2239 | NS      | $559.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                     | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     37000 | PA      | $12970.72     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-330.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                         | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77553.14     | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS2JG38   TRS JPY R E IS2JG38 / Short: IS2JG38   TRS JPY P E IS2JG49                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  37323886 | OU      | $-32333.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS11883 TRS USD R V 00MFEDL FEDL01/+353BPS / Short: SELS11883 TRS USD P E SELS11883/CA7677441056                       | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     37942 | OU      | $-2263.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    101000 | PA      | $98165.94     | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                            | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                               | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   1840737 | NS      | $1840737.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                        | Sanofi                                                                                                                         | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     21610 | NS      | $1952015.70   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1113.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                  | Capgemini SE                                                                                                                   | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      3275 | NS      | $592111.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-154.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                  | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33408.18     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144186.00    | 0.03%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                      | Allison Transmission Inc                                                                                                       | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57107.40     | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                         | DP World Crescent Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $202455.00    | 0.04%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                      | Hess Midstream Operations LP                                                                                                   | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12022.92     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: SS2GZN2   IRS NZD R F  3.97300 IS2GZN2 CCPVANILLA / Short: SS2GZN2   IRS NZD P V 03MNZDBB IS2GZO3 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60000 | OU      | $-550.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                        | Credit Suisse Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $150282.00    | 0.03%             | 2024-12-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    199760 | PA      | $79192.36     | 0.02%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                | Starbucks Corp                                                                                                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     17241 | NS      | $1762030.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | Tenet Healthcare Corp                                                                                                          | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36968.88     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | US 2YR NOTE (CBT) MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        87 | NC      | $45486.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                        | RWE AG                                                                                                                         | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      8162 | NS      | $359299.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                            | CNX Resources Corp                                                                                                             | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.80      | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                       | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-17948.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                        | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36251.67     | 0.01%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                        | Toll Brothers Finance Corp                                                                                                     | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2927 | PA      | $2747.37      | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LHC Group Inc                                                                 | LHC Group Inc                                                                                                                  | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      9586 | NS      | $1566448.26   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS1RHQ3   CDS USD R F  5.00000 IS1RHQ3 CORPORATE / Short: IS1RHQ3   CDS USD P V 03MEVENT IS1RHR4 CORPORATE               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     50000 | OU      | $2459.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED BRL / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $14397.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS55753 TRS USD R V 00MOBFR SELS55753/-28 BPS / Short: SELS55753 TRS USD P E SELS55753/US11135F1012                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    237460 | OU      | $7734.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS07151 TRS GBP R E SELS07151/GB0006886666 / Short: SELS07151 TRS GBP P V 00MSONIA SONIO/N/+54 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       145 | OU      | $1.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                  | Barclays PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     66177 | NS      | $129446.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                      | Simon Property Group Inc                                                                                                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      3675 | NS      | $438942.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                                              | AmWINS Group Inc                                                                                                               | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17405.20     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | PURCHASED USD / SOLD NOK                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15935.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS99066 TRS GBP R E SELS99066/GB0006886666 / Short: SELS99066 TRS GBP P V 00MSONIA SONIO/N/+54 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     57071 | OU      | $575.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED BRL / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |         1 | NC      | $3635.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED Inc                                                                   | ABIOMED Inc                                                                                                                    | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |      3960 | NS      | $1496048.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                          | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33814.40     | 0.01%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                     | Sampo Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     13670 | NS      | $692292.06    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                               | Yum! Brands Inc                                                                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2149 | NS      | $276490.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | US 5YR NOTE (CBT) MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $-8823.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                              | Vail Resorts Inc                                                                                                               | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25098.25     | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | Long: IS2JPH5   TRS USD R E IS2JPI6 / Short: IS2JPH5   TRS USD P E IS2JPH5                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    358961 | OU      | $33556.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS22596   CDS USD R F  5.00000 IS22596 CMBX / Short: IS22596   CDS USD P V 01MEVENT IS225A7 CMBX                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      3419 | OU      | $-1273.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                              | Advantage Sales & Marketing Inc. Term B-1 Loan (First Lien)                                                                    | CUSIP: 00769EAZ3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    147375 | PA      | $118231.59    | 0.02%             | 2027-10-28      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                 | Live Nation Entertainment Inc                                                                                                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      5648 | NS      | $410948.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                                                              | Evo Payments Inc                                                                                                               | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      4683 | NS      | $157863.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                          | PURCHASED USD / SOLD KRW                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-117770.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED CHF / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $8245.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED TWD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $10063.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |         1 | NC      | $32863.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                                       | Fannie Mae Grantor Trust 2004-T5                                                                                               | CUSIP: 31394AXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84135 | PA      | $75422.13     | 0.02%             | 2035-05-28      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                                                 | Trimaran Cavu 2019-1 Ltd                                                                                                       | CUSIP: 896218AA2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $217336.75    | 0.04%             | 2032-07-20      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO Distribution Inc                                                                                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53720.27     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                  | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52576.55     | 0.01%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                       | Legacy LifePoint Health LLC                                                                                                    | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $56127.91     | 0.01%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                        | FMG Resources August 2006 Pty Ltd                                                                                              | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     36000 | PA      | $33127.92     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS61193 TRS GBP R E SELS61193/GB00BYYTFB60 / Short: SELS61193 TRS GBP P V 00MSONIA SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    360440 | OU      | $10640.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                               | Gen Digital Inc                                                                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85680.85     | 0.02%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) | Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2019 Term Loan                                   | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    144735 | PA      | $141271.35    | 0.03%             | 2026-09-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                  | UBS Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $396108.00    | 0.08%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                      | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                               | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     70283 | PA      | $71031.51     | 0.01%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                                    | Fortescue Metals Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     13420 | NS      | $178615.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                | Morgan Stanley                                                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3374 | NS      | $314018.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Staples Inc                                                                   | Staples Inc                                                                                                                    | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    228000 | PA      | $203357.76    | 0.04%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15225.75     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORR COMM/HLDGS                                                        | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc                                                              | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    182516 | PA      | $180926.29    | 0.04%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                             | Clarios Global LP Amendment No. 1 Dollar Term Loan (First Lien)                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     50712 | PA      | $49835.64     | 0.01%             | 2026-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS05933 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS05933 TRS USD P E SELS05933/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       780 | OU      | $72.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                           | Nissan Motor Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     36700 | NS      | $132413.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Westrock Co                                                                   | Westrock Co                                                                                                                    | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        16 | NS      | $606.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                     | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18332.37     | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                                                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1554 | NS      | $367381.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED THB / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |         1 | NC      | $19805.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                              | Oversea-Chinese Banking Corp Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     74000 | NS      | $682033.65    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                                    | CF Industries Holdings Inc                                                                                                     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3537 | NS      | $382668.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                                                              | Lamar Media Corp                                                                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3719.84      | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                       | New Fortress Energy Inc                                                                                                        | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $99574.44     | 0.02%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                         | Element Solutions Inc                                                                                                          | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     91000 | PA      | $77856.87     | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $133.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                     | Alibaba Group Holding Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     51300 | NS      | $558305.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $283.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                                                       | CGI Inc                                                                                                                        | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       452 | NS      | $39462.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD NZD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-25747.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    285000 | PA      | $64089.38     | 0.01%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                           | CSN Inova Ventures                                                                                                             | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    219000 | PA      | $207228.75    | 0.04%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ARTSONIG EQUITY                                                               | ARTSONIG EQUITY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51133 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                         | Emergent BioSolutions Inc                                                                                                      | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     13000 | PA      | $5850.00      | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                   | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141173.28    | 0.03%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                                    | Neurocrine Biosciences Inc                                                                                                     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      2276 | NS      | $289188.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20256.39     | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                   | NN Group NV                                                                                                                    | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     13963 | NS      | $596729.19    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                                                      | UGI Corp                                                                                                                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     10403 | NS      | $402075.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $72275.00     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                             | Lam Research Corp                                                                                                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       303 | NS      | $143131.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS65517 TRS GBP R E SELS65517/GB0006886666 / Short: SELS65517 TRS GBP P V 01MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     62520 | OU      | $858.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                             | EURO-BUXL 30Y BND DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        40 | NC      | $-11029.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS28965 TRS USD R V 01MLIBOR US0001M/-30 BPS / Short: SELS28965 TRS USD P E SELS28965/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    492353 | OU      | $134059.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify Health Inc                                                            | Signify Health Inc                                                                                                             | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40363 | NS      | $1155189.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EDCON TRANCHE D                                                               | EDCON TRANCHE D                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ZA        |      2416 | PA      | $0.00         | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AutoZone Inc                                                                  | AutoZone Inc                                                                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       541 | NS      | $1395239.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                      | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     67000 | PA      | $63482.50     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS60697 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS60697 TRS USD P E SELS60697/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       946 | OU      | $69.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $14728.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                                         | ON Semiconductor Corp                                                                                                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      4217 | NS      | $317118.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: SS2IA44   CDS USD R F  1.00000 IS2IA44 CCPSOVEREIGN / Short: SS2IA44   CDS USD P V 03MEVENT IS2IA55 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $-17977.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED GBP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $11016.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGENIC PHARMACEUTICALS INC.                                                 | PROGENIC PHARMACEUTICALS INC.                                                                                                  | CUSIP: 743CVR037<br>LEI: 5299005B0KKBVJ0B2156 | N/A              | DE               |  | US        |    136645 | NS      | $0.14         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ameriprise Financial Inc                                                      | Ameriprise Financial Inc                                                                                                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1314 | NS      | $436182.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                   | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193972.01    | 0.04%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                              | MDC Holdings Inc                                                                                                               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    195158 | PA      | $157188.06    | 0.03%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                                              | Imperial Oil Ltd                                                                                                               | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      7062 | NS      | $401780.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Bio-Rad Laboratories Inc                                                      | Bio-Rad Laboratories Inc                                                                                                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       672 | NS      | $278685.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                                                       | ModivCare Escrow Issuer Inc                                                                                                    | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14293.77     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS99074 TRS EUR R E SELS99074/ES0143416115 / Short: SELS99074 TRS EUR P V 01MEURIB EUR001M/+50 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | DE        |     13472 | OU      | $14.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                           | Otis Worldwide Corp                                                                                                            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     31722 | NS      | $2477170.98   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                      | KLA Corp                                                                                                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1947 | NS      | $765463.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                        | Digicel Group Holdings Ltd                                                                                                     | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      9480 | PA      | $853.20       | 0.00%             | 2022-12-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | Long: IS2IZL6   TRS USD R E IS2IZL6 EQUITYTRS / Short: IS2IZL6   TRS USD P F   .00000 IS2IZM7 EQUITYTRS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    485026 | OU      | $52575.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                           | Electronic Arts Inc                                                                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     17452 | NS      | $2282372.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    182000 | PA      | $115797.50    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                         | Cablevision Lightpath LLC                                                                                                      | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154148.00    | 0.03%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                 | McKesson Corp                                                                                                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3127 | NS      | $1193513.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos Inc                                                         | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $20294.40     | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                              | Skandinaviska Enskilda Banken AB                                                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     27813 | NS      | $320704.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                                    | Humana Inc                                                                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       877 | NS      | $482262.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                                                    | Berry Corp                                                                                                                     | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5577 | NS      | $50248.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                           | Citigroup Commercial Mortgage Trust 2014-GC23                                                                                  | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35430 | PA      | $32004.41     | 0.01%             | 2047-07-10      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                                                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    238000 | PA      | $197421.00    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                     | Keysight Technologies Inc                                                                                                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1619 | NS      | $292860.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                 | Kroger Co/The                                                                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      6552 | NS      | $322292.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NFP CORP                                                                      | NFP Corp                                                                                                                       | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67321.10     | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED GBP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $1044.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS65527 TRS GBP R E SELS65527/GB0006886666 / Short: SELS65527 TRS GBP P V 01MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |    167128 | OU      | $2249.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS46362 TRS USD R V 00MFEDL FEDL01/+353 BPS / Short: SELS46362 TRS USD P E SELS46362/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      7404 | OU      | $273.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                          | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50930.96     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                         | Antero Resources Corp                                                                                                          | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15345.60     | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                          | Cleveland-Cliffs Inc                                                                                                           | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12076.80     | 0.00%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE AGE ROADS                                                               | State Agency of Roads of Ukraine                                                                                               | CUSIP: 857329AA4<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | CORP              | UA        |    324000 | PA      | $56760.75     | 0.01%             | 2030-06-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Canadian National Railway Co                                                  | Canadian National Railway Co                                                                                                   | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      4037 | NS      | $518268.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                                                  | Navient Corp                                                                                                                   | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24951.00     | 0.01%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                           | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $52032.96     | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                | Long: SELS74190 TRS EUR R E SELS74190/ES0143416115 / Short: SELS74190 TRS EUR P V 01MEURIB EUR001M/+50 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | DE        |     58502 | OU      | $268.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                 | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     97000 | PA      | $72398.86     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     34124 | NS      | $5051375.72   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    188000 | PA      | $44156.50     | 0.01%             | 2029-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                       | Global Medical Response Inc                                                                                                    | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    108000 | PA      | $81502.20     | 0.02%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                           | Erste Group Bank AG                                                                                                            | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     13257 | NS      | $415094.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: SS2IKR7   CDS USD R F  5.00000 IS2IKR7 CCPCDX / Short: SS2IKR7   CDS USD P V 03MEVENT IS2IKS8 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   9810000 | OU      | $280406.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CWT TRAVEL EQUITY                                                             | CWT TRAVEL EQUITY                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1901 | NS      | $11120.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                                                      | Garda World Security Corp                                                                                                      | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $199214.70    | 0.04%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                  | Ares XXXIV CLO Ltd                                                                                                             | CUSIP: 04015GAT6<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |    269890 | PA      | $252242.43    | 0.05%             | 2033-04-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                  | Danaher Corp                                                                                                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1923 | NS      | $525767.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                                       | Darling Ingredients Inc                                                                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46044.96     | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                      | Prime Security Services Borrower LLC / Prime Finance Inc                                                                       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $230515.22    | 0.05%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1644.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                     | TEGNA Inc                                                                                                                      | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     14345 | NS      | $283170.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                      | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14574.44     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                          | Dassault Systemes SE                                                                                                           | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      8992 | NS      | $335287.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                     | Taiwan Semiconductor Manufacturing Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     18000 | NS      | $289077.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53078 | PA      | $55201.30     | 0.01%             | 2028-08-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| Financial Select Sector SPDR Fund                                             | Financial Select Sector SPDR Fund                                                                                              | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             | EC               | RF                | US        |     13300 | NS      | $482923.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                      | Volcan Cia Minera SAA                                                                                                          | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     30000 | PA      | $25571.25     | 0.01%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                 | Regeneron Pharmaceuticals Inc                                                                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       465 | NS      | $349540.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    170000 | PA      | $138735.40    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                        | Long: IS21ZT3   CDS USD R F  5.00000 IS21ZT3 CMBX / Short: IS21ZT3   CDS USD P V 01MEVENT IS21ZU4 CMBX                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     21197 | OU      | $-7893.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc                                                        | Stevens Holding Co Inc                                                                                                         | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18078.48     | 0.00%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                      | Transocean Phoenix 2 Ltd                                                                                                       | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     60400 | PA      | $60017.67     | 0.01%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED IDR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-904.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                                        | MSCI EAFE DEC22                                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         2 | NC      | $27436.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                             | Iron Mountain Inc                                                                                                              | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      3000 | PA      | $2822.22      | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1342400 | PA      | $1253466.00   | 0.25%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                            | Bahrain Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $200662.50    | 0.04%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $24925.00     | 0.01%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                      | EQM Midstream Partners LP                                                                                                      | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64123.93     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                                                  | Medical Properties Trust Inc                                                                                                   | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |     11653 | NS      | $152887.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Demant A/S                                                                    | Demant A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |      3525 | NS      | $100688.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CWT TRAVEL HLDGS INC                                                          | CWT TRAVEL HLDGS INC                                                                                                           | CUSIP: 12671K116<br>LEI: N/A                  | N/A              | DE               |  | US        |      1052 | NS      | $13.89        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VOC Escrow Ltd                                                                | VOC Escrow Ltd                                                                                                                 | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000 | PA      | $2584.98      | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MoneyGram International Inc                                                   | MoneyGram International Inc                                                                                                    | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     36136 | NS      | $394605.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                                     | Lear Corp                                                                                                                      | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2730.21      | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                 | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83837.60     | 0.02%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                                         | CD&R Smokey Buyer Inc                                                                                                          | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7150.08      | 0.00%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                            | Mattamy Group Corp                                                                                                             | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $72626.40     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                 | Automatic Data Processing Inc                                                                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     15223 | NS      | $4021003.22   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS97968 TRS USD R V 00MOBFR OBFR01/-30 BPS / Short: SELS97968 TRS USD P E SELS97968/US57776J1007                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    182953 | OU      | $31077.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enova International Inc                                                       | Enova International Inc                                                                                                        | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    161000 | PA      | $149633.40    | 0.03%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                 | DIAMOND OFFSHORE DRILLING INC                                                                                                  | CUSIP: 25271C300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3643 | NS      | $34863.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                                            | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                               | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        | 107830660 | NS      | $107830660.47 | 21.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                                                                       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      3867 | NS      | $417752.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                                      | Encino Acquisition Partners Holdings LLC                                                                                       | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86340.60     | 0.02%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                       | Manulife Financial Corp                                                                                                        | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      4037 | NS      | $72717.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                                            | PURCHASED USD / SOLD PEN                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $775.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                        | Comstock Resources Inc                                                                                                         | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34839.00     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS2ICK4   TRS GBP R E IS2ICK4 / Short: IS2ICK4   TRS GBP P E IS2ICL5                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     92050 | OU      | $-79851.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                                                        | Crown Americas LLC / Crown Americas Capital Corp VI                                                                            | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19357.00     | 0.00%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                            | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $193730.68    | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                   | South Jersey Industries Inc                                                                                                    | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     16897 | NS      | $586325.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                                                         | TransDigm UK Holdings PLC                                                                                                      | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $261205.20    | 0.05%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2HM89   IRS SEK R V 03MSTIBO IS2HM90 CCPVANILLA / Short: BS2HM89   IRS SEK P F  2.36950 IS2HM89 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60000 | OU      | $135.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                                      | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                                                                  | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $58719.82     | 0.01%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                 | APX Group Inc                                                                                                                  | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    209000 | PA      | $178055.46    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Naturgy Energy Group SA                                                       | Naturgy Energy Group SA                                                                                                        | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     13778 | NS      | $387385.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| PROG HOLDINGS INC                                                             | PROG Holdings Inc                                                                                                              | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74194.80     | 0.01%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                      | Republic of South Africa Government International Bond                                                                         | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $301650.00    | 0.06%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-41241.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                             | Gabon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $164787.50    | 0.03%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS87826 TRS USD R V 00MSOFR SOFRRATE/-32 BPS / Short: SELS87826 TRS USD P E SELS87826/US1972361026                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     69165 | OU      | $4611.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                               | WW Grainger Inc                                                                                                                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       704 | NS      | $424554.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                                      | Sumitomo Chemical Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    101500 | NS      | $370052.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED MXN / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $13555.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    678200 | PA      | $581874.41    | 0.12%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                                      | Sartorius Stedim Biotech                                                                                                       | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       343 | NS      | $117066.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                         | Level 3 Financing Inc                                                                                                          | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19803.25     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                   | Hexcel Corp                                                                                                                    | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      4974 | NS      | $298191.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       783 | NS      | $106198.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                                              | Mettler-Toledo International Inc                                                                                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       299 | NS      | $439398.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                               | Nordea Bank Abp                                                                                                                | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     43783 | NS      | $460115.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                 | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $2989.44      | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                                            | Koninklijke DSM NV                                                                                                             | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      2206 | NS      | $286125.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                        | Long: IS223N6   CDS USD R F  5.00000 IS223N6 CMBX / Short: IS223N6   CDS USD P V 01MEVENT IS223O7 CMBX                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |      6838 | OU      | $-2546.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                       | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                                                                      | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $109652.40    | 0.02%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS90716 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS90716 TRS USD P E SELS90716/US45866F1049                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     55206 | OU      | $-5880.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                 | AIA Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     31400 | NS      | $318854.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                                    | Charter Communications Inc                                                                                                     | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       193 | NS      | $75518.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                                                       | Tower Semiconductor Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     28440 | NS      | $1267570.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2JPB9   TRS USD R E IS2JPC0 / Short: IS2JPB9   TRS USD P E IS2JPB9                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |     85869 | OU      | $12304.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD THB                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-283540.19   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                               | Weyerhaeuser Co                                                                                                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     12825 | NS      | $419505.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                      | Diversified Healthcare Trust                                                                                                   | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $43815.15     | 0.01%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                                       | Extra Space Storage Inc                                                                                                        | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1177 | NS      | $189132.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $73545.12     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                          | Presidio Holdings Inc                                                                                                          | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $156274.04    | 0.03%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | GFL Environmental Inc                                                                                                          | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14438.70     | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                                             | Triumph Group Inc                                                                                                              | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36374.10     | 0.01%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| TK ELEVATOR MIDCO GMBH                                                        | TK Elevator Midco GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    201000 | PA      | $184211.93    | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-5902.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                             | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44209.14     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188500.00    | 0.04%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                                                 | Interface Inc                                                                                                                  | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17894.36     | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                      | Dana Inc                                                                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15638.81     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                        | Discover Financial Services                                                                                                    | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248908.05    | 0.05%             | 2025-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                             | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127854.45    | 0.03%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | Long: IS2IBB8   TRS USD R E IS2IBB8 COMMODITYTRS / Short: IS2IBB8   TRS USD P F   .10000 IS2IBC9 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              |  | GB        |   2553029 | OU      | $-9844.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED COP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |         1 | NC      | $1675.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.)    | LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) Term B Loan (First Lien)                            | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     95663 | PA      | $88620.21     | 0.02%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-97533.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                     | Aptiv PLC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     21779 | NS      | $2323165.93   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS20UZ1   CDS USD R V 01MEVENT IS20V03 CMBX / Short: IS20UZ1   CDS USD P F  5.00000 IS20UZ1 CMBX                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    591464 | OU      | $220241.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                          | Keurig Dr Pepper Inc                                                                                                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      6680 | NS      | $258315.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                | Merck & Co Inc                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     10537 | NS      | $1160334.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED IDR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |         1 | NC      | $3733.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | Long: IS2JLF5   TRS AUD R E IS2JLF5 / Short: IS2JLF5   TRS AUD P E IS2JLG6                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    399598 | OU      | $-73880.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                          | CITGO Petroleum Corp                                                                                                           | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42206.22     | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banff Guarantor Inc.                                                          | Banff Guarantor Inc. Initial Term Loan (Second Lien)                                                                           | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     40000 | PA      | $36692.80     | 0.01%             | 2026-02-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS17046 TRS GBP R E SELS17046/GB0006886666 / Short: SELS17046 TRS GBP P V 00MSONIA SONIO/N/54 BPS                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      3458 | OU      | $57.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                                            | Cooper Cos Inc/The                                                                                                             | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      5327 | NS      | $1685196.45   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |         1 | NC      | $2858.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                          | Colgate-Palmolive Co                                                                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      6055 | NS      | $469141.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                                 | Coloplast A/S                                                                                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      3590 | NS      | $424398.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                    | STERIS PLC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2037 | NS      | $378352.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS21491 TRS USD R V 00MFEDL FEDL01/+353 BPS / Short: SELS21491 TRS USD P E SELS21491/CA6979001089                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |    317366 | OU      | $-48507.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                   | Netflix Inc                                                                                                                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171245.76    | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS2FJL5   TRS USD R E IS2FJL5 EQUITYTRS / Short: IS2FJL5   TRS USD P V 00MFEDL IS2FJM6 EQUITYTRS                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    682604 | OU      | $42741.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                                              | West Pharmaceutical Services Inc                                                                                               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1115 | NS      | $261645.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                                                 | HDFC Bank Ltd                                                                                                                  | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      8540 | NS      | $602667.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkway Generation, LLC                                                       | Parkway Generation, LLC Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     69650 | PA      | $68431.13     | 0.01%             | 2029-02-18      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS35628 TRS USD R V 00MFEDL FEDL01/+353 BPS / Short: SELS35628 TRS USD P E SELS35628/CA7677441056                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      1003 | OU      | $15.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poshmark Inc                                                                  | Poshmark Inc                                                                                                                   | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12030 | NS      | $214494.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                                                  | Brambles Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     49252 | NS      | $407404.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                                                   | Waters Corp                                                                                                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1240 | NS      | $429784.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                | Eli Lilly & Co                                                                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3302 | NS      | $1225306.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                                                     | Bunge Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      3864 | NS      | $405101.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1312.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                            | CP Atlas Buyer Inc                                                                                                             | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     44000 | PA      | $32188.64     | 0.01%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD INR                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-12009.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                               | CUSIP: 92243XAD3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    201000 | PA      | $171327.38    | 0.03%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                                                                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      9489 | NS      | $1311190.02   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                     | Gjensidige Forsikring ASA                                                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      6125 | NS      | $118235.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                                                                 | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     11397 | NS      | $431832.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     46568 | NS      | $4495674.72   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP BUYER LLC                                                           | White Cap Buyer LLC                                                                                                            | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $130699.56    | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS23881 TRS GBP R E SELS23881/GB00BBG9VN75 / Short: SELS23881 TRS GBP P V 00MSONIA SONIO/N/+35 BPS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    144715 | OU      | $829.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: SS1ZWQ2   IRS CNY R F  2.62000 SS1ZWQ2/2.62  LCH / Short: SS1ZWQ2   IRS CNY P V 03MLIBOR SS1ZWR3/CNRR007/1W/LCH          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        | 109516000 | OU      | $40797.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                              | ZipRecruiter Inc                                                                                                               | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    131000 | PA      | $107055.82    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southeastern Grocers Inc                                                      | Southeastern Grocers Inc                                                                                                       | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8714 | NS      | $189529.50    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                               | FTSE TAIWAN INDEX DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        26 | NC      | $18741.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                   | Equinor ASA                                                                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     41061 | NS      | $1581291.94   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                      | Infineon Technologies AG                                                                                                       | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     25920 | NS      | $870664.43    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1149101.56   | 0.23%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $177050.00    | 0.04%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| EMIS Group PLC                                                                | EMIS Group PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800K474ZZK76NX913 | Long             | EC               | CORP              | GB        |     44661 | NS      | $1010884.11   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-68097.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                 | ArcelorMittal SA                                                                                                               | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     54000 | PA      | $53045.82     | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | Long: IS2JPF3   TRS USD R E IS2JPF3 / Short: IS2JPF3   TRS USD P E IS2JPG4                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    158794 | OU      | $-32946.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS74920 TRS GBP R E SELS74920/GB0006886666 / Short: SELS74920 TRS GBP P V 00MSONIA SONIO/N/+54 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     13272 | OU      | $133.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS86920 TRS GBP R E SELS86920/GB00BF448H58 / Short: SELS86920 TRS GBP P V 00MSONIA SONIO/N/35 BPS                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      3404 | OU      | $-32.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                 | TopBuild Corp                                                                                                                  | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1024 | NS      | $157777.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                      | Consolidated Communications Inc                                                                                                | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    164000 | PA      | $134921.16    | 0.03%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Long: SELS74141 TRS GBP R E SELS74141/GB00BJ1F4N75 / Short: SELS74141 TRS GBP P V 00MSONIA SONIO/N/+54 BPS                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     60837 | OU      | $521.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                                             | Citgo Holding Inc                                                                                                              | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50250.50     | 0.01%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                        | ESC GCB GULFPORT ENERG                                                                                                         | CUSIP: 402ESCAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $77.50        | 0.00%             | 2024-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-14977.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $10550.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                 | APX Group Inc                                                                                                                  | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34703.20     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2JO34   TRS EUR R E IS2JO45 / Short: IS2JO34   TRS EUR P E IS2JO34                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    100398 | OU      | $39718.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                          | Ascend Learning, LLC Initial Term Loan (Second Lien)                                                                           | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     60000 | PA      | $50850.00     | 0.01%             | 2029-12-10      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                                        | IDEXX Laboratories Inc                                                                                                         | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1042 | NS      | $443756.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26766 | PA      | $28740.43     | 0.01%             | 2029-07-25      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD CNH                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-97199.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | PURCHASED USD / SOLD CZK                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3955.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMware Inc                                                                    | VMware Inc                                                                                                                     | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     18669 | NS      | $2268096.81   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                   | Long: SS2IUH7   IRS NOK R F  3.56750 IS2IUH7 CCPVANILLA / Short: SS2IUH7   IRS NOK P V 06MNIBOR IS2IUI8 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11920000 | OU      | $31533.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | US ULTRA BOND CBT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -51 | NC      | $79588.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbit Private Holdings I Ltd                                                  | Orbit Private Holdings I Ltd Initial Dollar Term Loan (First Lien)                                                             | CUSIP: 04225VAD4<br>LEI: 254900X6HLK0YPTHHF09 | Long             | LON              | CORP              | US        |     19850 | PA      | $19527.44     | 0.00%             | 2028-12-11      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                                          | Octagon Investment Partners 29 Ltd                                                                                             | CUSIP: 67591JAS1<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    263412 | PA      | $235813.27    | 0.05%             | 2033-01-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                                | TOPIX INDX FUTR DEC22                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        19 | NC      | $77419.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                             | EURO-BOBL FUTURE DEC22                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        44 | NC      | $-154344.59   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc.                                                         | Loyalty Ventures Inc. Term B Loan                                                                                              | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |    147185 | PA      | $58138.22     | 0.01%             | 2027-11-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Genpact Ltd                                                                   | Genpact Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     11634 | NS      | $536443.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                           | American Express Co                                                                                                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4096 | NS      | $645488.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                 | INTELSAT JACKSON HOLDINGS S A                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       173 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    161000 | PA      | $153956.25    | 0.03%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                       | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4555.95      | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lincoln Financing SARL                                                        | Lincoln Financing SARL                                                                                                         | CUSIP: 000000000<br>LEI: 222100831I4WRVCLV609 | Long             | DBT              | CORP              | LU        |    103000 | PA      | $105369.36    | 0.02%             | 2024-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                                      | Terraform Global Operating LP                                                                                                  | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11224.92     | 0.00%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Bill                                                                                                    | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1715500 | PA      | $1687993.86   | 0.34%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                              | American International Group Inc                                                                                               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      7197 | NS      | $454202.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTRUM AB                                                                     | Intrum AB                                                                                                                      | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $80995.11     | 0.02%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $4088.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                      | First-Citizens Bank & Trust Co                                                                                                 | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30649.70     | 0.01%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                     | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $70434.68     | 0.01%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                 | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $191678.00    | 0.04%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                               | MSCI SING IX ETS DEC22                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |      -157 | NC      | $-29133.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| K2016470219 (SOUTH AFRICA) LTD                                                | K2016470219 (SOUTH AFRICA) LTD                                                                                                 | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | EC               | CORP              | US        |    465862 | NS      | $0.47         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                       | Long: SELS36894 TRS USD R V 01MLIBOR US0001M/-30 BPS / Short: SELS36894 TRS USD P E SELS36894/US6494451031                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    467351 | OU      | $125139.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: SELS79049 TRS USD R V 00MOBFR OBFR01/-28 BPS / Short: SELS79049 TRS USD P E SELS79049/US11135F1012                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    117770 | OU      | $4791.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                             | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $134450.15    | 0.03%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                | Loblaw Cos Ltd                                                                                                                 | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      2080 | NS      | $187720.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED BRL / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $14308.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                         | Kirin Holdings Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     16800 | NS      | $265197.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Eaton Corp PLC                                                                | Eaton Corp PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      5637 | NS      | $921367.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                        | MSCI EMGMKT DEC22                                                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       417 | NC      | $141689.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Global Wind Energy ETF                                            | First Trust Global Wind Energy ETF                                                                                             | CUSIP: 33736G106<br>LEI: 549300Y423UR2L2WO349 | Long             | EC               | RF                | US        |     20043 | NS      | $348948.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Willscot Corporation                                                          | Willscot Corporation Warrants EXP 11/29/2022                                                                                   | CUSIP: 971375134<br>LEI: 549300HJ4VIXF476Q166 | N/A              | DE               |  | US        |      1913 | NS      | $60412.54     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3961.20      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                 | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $137808.00    | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                          | ATD New Holdings Inc                                                                                                           | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      2609 | NS      | $186543.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                                                           | Mallinckrodt International Finance SA / Mallinckrodt CB LLC                                                                    | CUSIP: 561233AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      6000 | PA      | $3110.16      | 0.00%             | 2029-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                            | Braskem Idesa SAPI                                                                                                             | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $156625.00    | 0.03%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                          | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $52859.87     | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20852.79     | 0.00%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AB PORTFOLIOS

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer