# EDGAR Filing Document

**Accession Number:** 0000319108
**File Stem:** 0002071691-26-004262
**Filing Date:** 2026-2
**Character Count:** 907719
**Document Hash:** 140e05e70e4c0df4cefb0ceee8e9ddaf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004262.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0002071691-26-004262

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03091
- **FILM NUMBER:** 26675651

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $167094063.63

**Total Liabilities:** $5977215.12

**Net Assets:** $161116848.51

**Amount of Assets Invested in Other Investment Companies:** $4259440.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1061.23000000 | **1-Year:** 554.77000000 | **5-Year:** 1717.13000000 | **10-Year:** 1306.34000000 | **30-Year:** 174.94000000

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

- **3-Month:** 2378.62000000 | **1-Year:** 5312.10000000 | **5-Year:** 23391.66000000 | **10-Year:** 4190.15000000 | **30-Year:** -3573.14000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010832 | 1.46%                | 0.52%                | 1.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2086881.76              | $-52655.76                                 |
| Month 2  | $1905563.08              | $-1353041.43                               |
| Month 3  | $1592821.66              | $253611.52                                 |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMC Networks, Inc.                                                        | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        748 | NS      | $7120.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      42000 | PA      | $37324.50     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      43000 | PA      | $45090.32     | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                                                        | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99891.55     | 0.06%             | 2029-12-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       2895 | NS      | $362714.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       1527 | NS      | $348904.23    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        748 | NS      | $261792.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1495 | NS      | $320169.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      52000 | PA      | $53440.47     | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       1118 | NS      | $151734.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        777 | NS      | $191934.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                                                 | Akamai Technologies, Inc.                                                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        480 | NS      | $41880.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                             | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130117 | PA      | $115107.07    | 0.07%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                           | Albemarle Corp.                                                                                                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        365 | NS      | $51625.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Co. plc (The)                                                | British Land Co. plc (The)                                                                                                    | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |       2778 | NS      | $15074.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                                  | Algoma Steel Group, Inc.                                                                                                      | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       4547 | NS      | $18642.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        737 | NS      | $108029.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      39000 | PA      | $60567.00     | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14195.52     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Holdings, Inc.                                           | Alliance Laundry Holdings, Inc.                                                                                               | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2003 | NS      | $40761.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101817.55    | 0.06%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1146000 | PA      | $1059378.51   | 0.66%             | 2056-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      11740 | NS      | $3684012.00   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       4126 | NS      | $237905.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      12235 | NS      | $2824082.70   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8432.67      | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        113 | NS      | $11284.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2025-1, Class B                                                                  | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $19095.91     | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        435 | NS      | $160928.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                                                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      25796 | NS      | $593696.40    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       3491 | NS      | $197907.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       1065 | NS      | $143924.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         42 | NS      | $11390.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       3095 | NS      | $448032.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      12309 | NS      | $3346324.74   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp., Class A                                                                                                       | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        182 | NS      | $122635.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                     | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         14 | NS      | $11773.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        506 | NS      | $66301.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                                       | Ascendis Pharma A/S                                                                                                           | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |         60 | NS      | $12794.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11008.75     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                                                                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       1006 | NS      | $42242.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        976 | NS      | $288905.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        350 | NS      | $90030.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                                          | AutoNation, Inc.                                                                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         59 | NS      | $12182.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          9 | NS      | $30523.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya LLC                                                                 | Avaya LLC                                                                                                                     | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         10 | NS      | $141.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axsome Therapeutics, Inc.                                                 | Axsome Therapeutics, Inc.                                                                                                     | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        109 | NS      | $19907.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2025-ASHF, Class E                                                                                        | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71000 | PA      | $71006.29     | 0.04%             | 2042-02-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20024.97     | 0.01%             | 2041-06-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ROIC, Class E                                                                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42833 | PA      | $42619.46     | 0.03%             | 2030-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class D                                                                                           | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $60962.70     | 0.04%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89000 | PA      | $82087.44     | 0.05%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                                                        | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85400 | PA      | $85241.26     | 0.05%             | 2038-10-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67301 | PA      | $67342.81     | 0.04%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72121 | PA      | $72187.83     | 0.04%             | 2041-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class E                                                                                           | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22000 | PA      | $21945.36     | 0.01%             | 2041-06-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class F                                                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $55063.80     | 0.03%             | 2041-06-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      23552 | NS      | $1295360.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4062.82      | 0.00%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4136.25      | 0.00%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                            | Prudential plc                                                                                                                | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       3859 | NS      | $59363.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5218.75      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        283 | NS      | $22795.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $11467.80     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| St. James's Place plc                                                     | St. James's Place plc                                                                                                         | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |       1741 | NS      | $32338.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     289000 | PA      | $305327.09    | 0.19%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       5552 | NS      | $32379.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        262 | NS      | $131694.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       2466 | NS      | $165049.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E                                                                      | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102517.68    | 0.06%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Bilibili, Inc.                                                            | Bilibili, Inc.                                                                                                                | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |        499 | NS      | $12270.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                        | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    7723929 | NS      | $7723929.13   | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       3696 | NS      | $802475.52    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                       | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25923.61     | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         64 | NS      | $342741.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      10057 | NS      | $67884.75     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Databricks, Inc., Series F                                                | Databricks, Inc., Series F                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6177 | NS      | $1173630.00   | 0.73%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ByteDance Ltd., Series E-1                                                | ByteDance Ltd., Series E-1                                                                                                    | CUSIP: N/A<br>LEI: 54930057HU24VGK3CO92       | Long             | EP               | CORP              | GB        |       2458 | NS      | $635810.86    | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Think & Learn Private Ltd., Series F                                      | Think & Learn Private Ltd., Series F                                                                                          | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         32 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Volta Greentech AB, Series C                                              | Volta Greentech AB, Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        228 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       7363 | NS      | $702062.05    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bracelet Holdings, Inc.                                                   | Bracelet Holdings, Inc.                                                                                                       | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      93000 | PA      | $90973.33     | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       1835 | NS      | $98979.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       5048 | NS      | $1747112.80   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                                                   | Burlington Stores, Inc.                                                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        126 | NS      | $36395.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88292 | PA      | $88483.85     | 0.05%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $10053.36     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9556.90      | 0.01%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $159133.06    | 0.10%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        203 | NS      | $63453.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        683 | NS      | $15975.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     135000 | PA      | $129497.23    | 0.08%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19873.63     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21671.06     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       5276 | NS      | $482701.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      10000 | PA      | $-210.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       3572 | NS      | $865709.92    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         42 | NS      | $8631.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $3989.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      10000 | PA      | $-1026.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      10000 | PA      | $10262.81     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $-1054.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        790 | NS      | $41743.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co., Class A                                                                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        172 | NS      | $72587.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      30000 | PA      | $-872.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        559 | NS      | $23002.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99411.24     | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      40000 | PA      | $-1526.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        509 | NS      | $30209.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       7337 | PA      | $-146.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    1314471 | PA      | $-26304.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     676558 | PA      | $-13941.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1370023 | PA      | $-27440.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1080781 | PA      | $-22169.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Class A                                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        351 | NS      | $73271.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3311 | NS      | $504629.51    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99628.25     | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     100000 | PA      | $-1267.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4073.93      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Circle Internet Group, Inc.                                               | Circle Internet Group, Inc.                                                                                                   | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       1675 | NS      | $132827.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       8630 | NS      | $664768.90    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      86000 | PA      | $86000.00     | 0.05%             | 2030-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       8282 | NS      | $966426.58    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3609 | NS      | $108991.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4123.90      | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4156.42      | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22668.65     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20961.20     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5000 | PA      | $-212.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     100000 | PA      | $-2492.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                             | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     125000 | PA      | $130476.25    | 0.08%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-277.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4188.57      | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20704549 | PA      | $119.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      15000 | PA      | $-683.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12498.12     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26126.01     | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14233.51     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       2022 | NS      | $141358.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     152760 | PA      | $765.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        175 | NS      | $14525.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc., Class A                                                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        156 | NS      | $35277.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      17677 | PA      | $224.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      17677 | PA      | $232.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      35354 | PA      | $-510.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      71000 | PA      | $4194.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        114 | NS      | $487.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         45 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1740 | NS      | $330600.00    | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1464 | NS      | $1625.04      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      34274 | PA      | $-534.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      34274 | PA      | $478.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                            | Comerica, Inc.                                                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        100 | NS      | $8693.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5050.20      | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      20000 | PA      | $-117.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                         | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                                                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72501 | PA      | $72363.14     | 0.04%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      10000 | PA      | $-186.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      37967 | PA      | $503.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      37967 | PA      | $-572.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class E                                                                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $29987.38     | 0.02%             | 2041-08-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        369 | NS      | $27214.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      54577 | PA      | $-31.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7396806 | PA      | $39.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                | Constellation Energy Corp.                                                                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         84 | NS      | $29674.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     266000 | PA      | $-63.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     687868 | PA      | $-1556.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2762816 | PA      | $-4288.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1058257 | PA      | $-2395.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     591059 | PA      | $-1538.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAE, Inc.                                                                 | CAE, Inc.                                                                                                                     | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        495 | NS      | $15053.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        133 | NS      | $12178.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        861 | NS      | $85155.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        543 | NS      | $38884.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10408.75     | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                                                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8405.60      | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |        941 | NS      | $12293.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       1207 | NS      | $1040844.38   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |        267 | NS      | $2696.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      45000 | PA      | $161.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                                   | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       1461 | NS      | $91318.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-45.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      45000 | PA      | $681.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      23000 | PA      | $2005.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-20.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-20.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -7038000 | PA      | $-19056.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      23000 | PA      | $339.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      45000 | PA      | $-276.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -391999 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      23609 | PA      | $1916.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        217 | NS      | $101720.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8000 | PA      | $325.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -291075 | PA      | $-3.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       5000 | PA      | $6.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1218000 | PA      | $-8483.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $-105.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1292000 | PA      | $-19558.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      20000 | PA      | $-88.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CAD One-touch barrier option; Barrier price USD 1.36000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       3000 | PA      | $720.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1333000 | PA      | $-894.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1333000 | PA      | $3004.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     523470 | PA      | $621.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     348580 | PA      | $201.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     608000 | PA      | $322.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     381540 | PA      | $184.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   52354458 | PA      | $642.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   94388018 | PA      | $-691.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      50000 | PA      | $635.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93696762 | PA      | $-659.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   52200913 | PA      | $614.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  186022682 | PA      | $-1159.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  102370294 | PA      | $1100.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class A                                                                                            | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $10015.49     | 0.01%             | 2037-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                     | DB Master Finance LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      66000 | PA      | $66135.08     | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -13000 | PA      | $-8.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -13000 | PA      | $-316.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      20000 | PA      | $-273.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $-106.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       2592 | NS      | $373325.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -310622 | PA      | $-1331.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -310622 | PA      | $-153.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1038000 | PA      | $-652.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DGWD Trust                                                                | DGWD Trust, Series 2025-INFL, Class A                                                                                         | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48000 | PA      | $48160.64     | 0.03%             | 2035-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     291075 | PA      | $3.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5000 | PA      | $-183.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2356000 | PA      | $-469.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-299.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1012000 | PA      | $-298.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -544000 | PA      | $-184.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                              | Fortis, Inc.                                                                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       1290 | NS      | $67068.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        422 | NS      | $11314.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93595000 | PA      | $-17.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -409700 | PA      | $-959.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -57000 | PA      | $-880.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -408900 | PA      | $-6620.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -409700 | PA      | $-3056.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      38000 | PA      | $1397.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -938000 | PA      | $-1778.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -415000 | PA      | $-1835.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/INR One-touch barrier option; Barrier price USD 88.15000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       3171 | PA      | $209.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -210400 | PA      | $-1340.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CZK One-touch barrier option; Barrier price USD 20.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       1917 | PA      | $166.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/CZK One-touch barrier option; Barrier price EUR 23.85000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       2190 | PA      | $163.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      39000 | PA      | $591.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -58000 | PA      | $-355.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6616403 | PA      | $6903.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2785854 | PA      | $-13035.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -6616403 | PA      | $-4262.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -6616403 | PA      | $-2170.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      49000 | PA      | $53.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -271102 | PA      | $-118.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -406630 | PA      | $-1324.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -407567 | PA      | $-3078.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1046000 | PA      | $-2206.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -406630 | PA      | $-1273.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -406630 | PA      | $-752.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -695000 | PA      | $-1635.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -523000 | PA      | $-3112.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -695000 | PA      | $-1558.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -4219000 | PA      | $-11272.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -523000 | PA      | $-3864.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      28000 | PA      | $101.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     409700 | PA      | $959.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       3366 | PA      | $652.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       2198 | PA      | $426.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       5100 | PA      | $989.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        575 | PA      | $56.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       3278 | PA      | $-671.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       5837 | PA      | $574.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       6140 | PA      | $-33.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       4004 | PA      | $0.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      10291 | PA      | $38.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/JPY Up-and-in barrier option; Barrier price USD 160.25000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     297800 | PA      | $79.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       2280 | PA      | $442.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       3301 | PA      | $109.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       5460 | PA      | $181.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                             | Datadog, Inc., Class A                                                                                                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        455 | NS      | $61875.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       8040 | PA      | $16.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -408900 | PA      | $-363.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      10975 | PA      | $-80.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      18638 | PA      | $108.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV                        | Promotora y Operadora de Infraestructura SAB de CV                                                                            | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |        389 | NS      | $5775.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       5844 | NS      | $54177.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                                                     | Deckers Outdoor Corp.                                                                                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        150 | NS      | $15550.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                                                   | Dell Technologies, Inc., Class C                                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       1078 | NS      | $135698.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       6770 | NS      | $469838.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       2588 | NS      | $94798.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        162 | NS      | $32071.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       6348 | NS      | $722211.96    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                            | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13475.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.                                                  | Sun Life Financial, Inc.                                                                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       3484 | NS      | $217485.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       1002 | NS      | $133035.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         41 | NS      | $17089.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                 | Grupo Aeroportuario del Sureste SAB de CV, Class B                                                                            | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |        512 | NS      | $16467.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                                    | Grupo Mexico SAB de CV, Series B                                                                                              | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |        467 | NS      | $4409.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        378 | NS      | $44305.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA (Preference)                                       | Petroleo Brasileiro SA - Petrobras (Preference)                                                                               | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |       6492 | NS      | $36560.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class E10                                                                                         | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $45127.89     | 0.03%             | 2039-06-10      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       1256 | NS      | $131892.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       6621 | NS      | $354885.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10999.69     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        184 | NS      | $9779.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16208.96     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        692 | NS      | $60273.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp., Class A                                                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       1622 | NS      | $176311.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5122.34      | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5529.01      | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       1127 | NS      | $96076.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                                                           | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        658 | NS      | $23635.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                                                  | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       1613 | NS      | $77221.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                                                                | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250912.05    | 0.16%             | 2037-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         27 | NS      | $16518.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                                                        | EPAM Systems, Inc.                                                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         58 | NS      | $11883.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volocopter GmbH, Series D                                                 | Volocopter GmbH, Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |         30 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                    | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       1130 | NS      | $84.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       2288 | NS      | $1510285.92   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        317 | NS      | $91990.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99956.96     | 0.06%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                 | FNA 8 LLC, Series 2025-1, Class A                                                                                             | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      77560 | PA      | $78100.38     | 0.05%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M13, Class A2                                     | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12039 | PA      | $11904.61     | 0.01%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1  | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     385958 | PA      | $15265.48     | 0.01%             | 2030-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98135 | PA      | $4407.03      | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KW09, Class X1  | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     409167 | PA      | $8070.95      | 0.01%             | 2029-05-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K109, Class X1  | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114859 | PA      | $6339.68      | 0.00%             | 2030-04-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1  | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97223 | PA      | $5025.49      | 0.00%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        915 | NS      | $42831.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Figma, Inc.                                                               | Figma, Inc., Class A                                                                                                          | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |        219 | NS      | $8184.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                                                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         28 | NS      | $60093.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     126000 | PA      | $128503.37    | 0.08%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                       | First Horizon Corp.                                                                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       1608 | NS      | $38431.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Operating Co. LP                                               | Five Point Operating Co. LP                                                                                                   | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5223.90      | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                       | Flourishing Trade & Investment Ltd.                                                                                           | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     248181 | PA      | $256867.34    | 0.16%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      17212 | NS      | $225821.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248700.22    | 0.15%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        930 | NS      | $73851.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                                             | Fortive Corp.                                                                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        554 | NS      | $30586.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings, Inc.                                                    | Fortrea Holdings, Inc.                                                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5110.53      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2025-3A, Class A                                                                             | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     155208 | PA      | $155620.51    | 0.10%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class A                                                                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       1029 | NS      | $75189.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. STACR Trust Variable Rate Notes, Series 2021-DNA2, Class B2                                  | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $20948.79     | 0.01%             | 2033-08-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR Trust                              | Federal Home Loan Mortgage Corp. STACR Trust Variable Rate Notes, Series 2022-DNA1, Class B1                                  | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $17393.52     | 0.01%             | 2042-01-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       9919 | NS      | $503786.01    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45340.77     | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10169.58     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $59522.85     | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52609.15     | 0.03%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $63187.46     | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $41275.00     | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GC47, Class AS                                                                      | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35754 | PA      | $32604.73     | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                 | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140187.15    | 0.09%             | 2041-11-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Galaxy Digital Holdings LP                                                | Galaxy Digital Holdings LP                                                                                                    | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $18132.00     | 0.01%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        616 | NS      | $402599.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       1717 | NS      | $528887.51    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        751 | NS      | $92177.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $105327.60    | 0.07%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        206 | NS      | $181074.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                            | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81967 | PA      | $83021.24     | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                 | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                           | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18000 | PA      | $14635.38     | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8400.00      | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      10750 | PA      | $4031.25      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources, Inc.                                             | Granite Ridge Resources, Inc.                                                                                                 | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |     202000 | PA      | $194687.60    | 0.12%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| GreenSky Home Improvement Trust                                           | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                      | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44301 | PA      | $45403.24     | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Quintis HoldCo Pty. Ltd.                                                  | Quintis HoldCo Pty. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     218994 | NS      | $1.46         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                                                   | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        758 | NS      | $39404.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     240000 | PA      | $239359.68    | 0.15%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA                                                                                                               | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |        143 | NS      | $9096.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       1040 | NS      | $241512.94    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                                 | adidas AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        173 | NS      | $34234.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                      | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100494.98    | 0.06%             | 2037-05-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6904.28      | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                     | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9529.33      | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc.                                                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         17 | NS      | $7936.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         45 | NS      | $19319.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        555 | NS      | $418323.35    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     126083 | NS      | $871246.86    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                                                     | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        323 | NS      | $87134.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | Capgemini SE                                                                                                                  | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        208 | NS      | $34538.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       1735 | NS      | $41674.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                           | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        863 | NS      | $247896.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                          | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |        938 | NS      | $12.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       1546 | NS      | $531978.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       1279 | NS      | $249520.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        966 | NS      | $198049.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HR Ottawa LP                                                              | HR Ottawa LP                                                                                                                  | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     381175 | PA      | $419218.31    | 0.26%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        109 | NS      | $27918.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                               | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       5565 | NS      | $96552.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        184 | NS      | $62572.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                                                  | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        566 | NS      | $73713.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         60 | NS      | $249.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka A/S                                                        | Komercni Banka A/S                                                                                                            | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        150 | NS      | $8456.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        560 | NS      | $137928.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                              | Incyte Corp.                                                                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        710 | NS      | $70126.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18979.04     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                               | Mediobanca Banca di Credito Finanziario SpA                                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |       1437 | NS      | $29833.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed, Inc.                                                              | Insmed, Inc.                                                                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        145 | NS      | $25235.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       4081 | NS      | $150588.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                                                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       1295 | NS      | $64667.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                                                    | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         68 | NS      | $21078.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        799 | NS      | $529273.58    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        926 | NS      | $524449.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Senior Loan ETF                                                   | Invesco Senior Loan ETF                                                                                                       | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |      10731 | NS      | $225351.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                       | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       1992 | NS      | $63285.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                   | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |       9197 | NS      | $352153.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Trust                                                             | iShares Core S&P Small-Cap ETF                                                                                                | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |        637 | NS      | $76554.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Trust                                                             | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                             | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             |  | RF                | US        |      12152 | NS      | $1169994.56   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Trust                                                             | iShares Broad USD High Yield Corporate Bond ETF                                                                               | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |       4187 | NS      | $156572.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       3809 | NS      | $1227335.98   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        664 | NS      | $151405.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                              | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $59999.69     | 0.04%             | 2038-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                              | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $19999.88     | 0.01%             | 2038-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2A                                                                       | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109544 | PA      | $91957.37     | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                       | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153520 | PA      | $138866.89    | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                       | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78290 | PA      | $53914.88     | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                       | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20049.94     | 0.01%             | 2039-06-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |       1705 | NS      | $70573.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                                                                   | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       1739 | NS      | $25292.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                    | RWE AG                                                                                                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        708 | NS      | $37514.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       2170 | NS      | $449081.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series OO                                                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4156.44      | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        100 | NS      | $121508.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        144 | NS      | $39394.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        647 | NS      | $157200.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                  | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        156 | NS      | $12188.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       3980 | NS      | $111479.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       4601 | NS      | $87119.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                                        | KraneShares CSI China Internet ETF                                                                                            | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             |  | RF                | US        |       4482 | NS      | $152612.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31543.78     | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA, Class R                                                                          | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |        676 | NS      | $13394.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        373 | NS      | $16179.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       4066 | NS      | $696017.88    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                 | Fresenius Medical Care AG                                                                                                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        680 | NS      | $32480.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       1784 | NS      | $116120.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                   | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |        840 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                             | Estee Lauder Cos., Inc. (The), Class A                                                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        633 | NS      | $66287.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                                                       | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        191 | NS      | $88314.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                                                      | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        164 | NS      | $407187.51    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC                                                                                                                    | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     163513 | PA      | $127229.47    | 0.08%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6139.67      | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6183.43      | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       1519 | NS      | $1632438.92   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                                                                | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     147000 | PA      | $140385.00    | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | Lionsgate Studios Corp.                                                                                                       | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       5532 | NS      | $50507.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Capital Holdings LLC                                                | Starz Capital Holdings LLC                                                                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12121.88     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       2371 | NS      | $337867.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9825.00      | 0.01%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                     | Banca Transilvania SA                                                                                                         | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |       1233 | NS      | $8569.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100013.27    | 0.06%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        442 | NS      | $213782.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       4169 | NS      | $69101.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                                 | Lululemon Athletica, Inc.                                                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        521 | NS      | $108269.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       5118 | NS      | $120054.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       2870 | NS      | $22299.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class F                                                         | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     100000 | PA      | $100019.72    | 0.06%             | 2034-12-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3090.92      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                           | M/I Homes, Inc.                                                                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        129 | NS      | $16505.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                       | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2132 | PA      | $2131.52      | 0.00%             | 2038-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                        | MP Materials Corp., Class A                                                                                                   | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       1315 | NS      | $66433.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        187 | NS      | $107287.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      84000 | PA      | $83434.85     | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                    | UCB SA                                                                                                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         29 | NS      | $8080.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                              | Carrefour SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |        650 | NS      | $10845.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                   | Naturgy Energy Group SA                                                                                                       | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        578 | NS      | $17599.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                          | Maricopa County Industrial Development Authority, Series 2024                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $104902.60    | 0.07%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       3048 | NS      | $56870.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                                                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        787 | NS      | $81514.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       4672 | NS      | $452040.42    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                                                                     | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        390 | NS      | $17283.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       2590 | NS      | $480496.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        948 | NS      | $80561.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                                              | Masimo Corp.                                                                                                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        816 | NS      | $106128.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |        991 | NS      | $38192.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       1543 | NS      | $880867.84    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                                         | Match Group, Inc.                                                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       3697 | NS      | $119376.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17857.99     | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        699 | NS      | $213635.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                                                          | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        266 | NS      | $11852.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      15132 | PA      | $13197.49     | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        750 | NS      | $615217.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                  | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13000 | PA      | $13178.59     | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       5181 | NS      | $168647.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Facility 1st Lien Term Loan H                                                                                       | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     311120 | PA      | $363343.05    | 0.23%             | 2029-01-31      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         48 | NS      | $96684.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       2796 | NS      | $294306.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        404 | NS      | $26583.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2025-FL20, Class A                                                                                            | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100080.82    | 0.06%             | 2043-02-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       8093 | NS      | $3913936.66   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       3413 | NS      | $974104.33    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                                                      | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       4294 | NS      | $41789.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV                                                                                                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       1402 | NS      | $36641.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       6710 | NS      | $540181.96    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                                                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        130 | NS      | $98371.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                                                       | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |       2000 | NS      | $75474.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      20000 | PA      | $20798.76     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       7000 | PA      | $7346.50      | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                               | Realtek Semiconductor Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       3796 | NS      | $58939.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                                                             | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       4400 | NS      | $39110.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land, Inc.                                                          | Ayala Land, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      14400 | NS      | $5490.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd.                                                  | CIMB Group Holdings Bhd.                                                                                                      | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |       2400 | NS      | $4873.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       4665 | NS      | $137570.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                                                  | LY Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      18600 | NS      | $49493.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                            | Fortescue Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       2916 | NS      | $42639.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                             | MongoDB, Inc., Class A                                                                                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        575 | NS      | $241321.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         85 | NS      | $77040.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IndusInd Bank Ltd.                                                        | IndusInd Bank Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800JDVJ8HSXG9G512       | Long             | EC               | CORP              | IN        |        590 | NS      | $5676.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        500 | NS      | $20766.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-124.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-304.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                                                                             | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        800 | NS      | $17999.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       6061 | NS      | $182915.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                       | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $15797.91     | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Canon, Inc.                                                               | Canon, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       2400 | NS      | $71012.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        671 | NS      | $119122.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp.                                                                | KT&G Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        407 | NS      | $40147.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                                                                    | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |       4900 | NS      | $1349.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        315 | NS      | $120745.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       8488 | NS      | $80327.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       1396 | NS      | $25140.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      36000 | NS      | $42811.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                                            | Rio Tinto Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        844 | NS      | $82336.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100540.60    | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                | KDDI Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       4200 | NS      | $72692.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co. Ltd.                                                  | Sumitomo Pharma Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |       2100 | NS      | $31013.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       7000 | NS      | $61346.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IsuPetasys Co. Ltd.                                                       | IsuPetasys Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         74 | NS      | $6136.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                               | Ciputra Development Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |     104300 | NS      | $5178.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        551 | NS      | $87741.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5526.95      | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                | Doosan Enerbility Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |        138 | NS      | $7217.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       5106 | NS      | $81037.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                                                                       | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       1143 | NS      | $24252.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co. Ltd.                                                | Furukawa Electric Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |        500 | NS      | $31881.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |        940 | NS      | $42680.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32561.28     | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                            | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46641 | PA      | $46166.07     | 0.03%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2024-A, Class A                                                             | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      95986 | PA      | $98358.16     | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-B, Class A                                                                          | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      94394 | PA      | $94465.67     | 0.06%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131463 | PA      | $130973.15    | 0.08%             | 2057-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                            | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $88723.82     | 0.06%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class B1                                                                            | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $89808.42     | 0.06%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                             | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $91910.58     | 0.06%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                                          | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      95565 | PA      | $96232.67     | 0.06%             | 2065-06-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class D                                                                            | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98638.56     | 0.06%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                              | Harmony Gold Mining Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |       3642 | NS      | $73066.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       4488 | NS      | $420794.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | Hon Hai Precision Industry Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |       6000 | NS      | $43981.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                     | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        107 | NS      | $30192.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                            | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        440 | NS      | $199266.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co. Ltd.                                             | TS Financial Holding Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900NDEO99JV07HK17       | Long             | EC               | CORP              | TW        |      18000 | NS      | $11685.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                           | International Container Terminal Services, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |        750 | NS      | $7197.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-101.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-124.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       4300 | NS      | $154551.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-427.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                     | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |       1072 | NS      | $16934.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |         87 | NS      | $7375.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        300 | NS      | $108517.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                          | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       7552 | NS      | $95079.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp.                                                | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |        654 | NS      | $21464.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co. Ltd.                                                          | Kuraray Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |        200 | NS      | $2028.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                             | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |       4440 | NS      | $5169.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        874 | NS      | $87268.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                            | Geely Automobile Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |      38000 | NS      | $87889.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109201.93    | 0.07%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       7235 | NS      | $580825.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      19000 | NS      | $232194.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Engineering & Construction Corp.                                       | GS Engineering & Construction Corp.                                                                                           | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |        711 | NS      | $9708.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone Holdco 2 LP, 1st Lien Term Loan                                                                                      | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      67118 | PA      | $27149.22     | 0.02%             | 2028-04-27      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                                      | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      50000 | PA      | $9115.00      | 0.01%             | 2029-04-27      | Variable      | 11.85%                | No            |                  2 | On Loan: No      |
| NAVER Corp.                                                               | NAVER Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |        194 | NS      | $32611.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                                               | Worley Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       3117 | NS      | $26029.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       1800 | NS      | $57890.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bock Capital Bidco BV                                                     | Bock Capital Bidco BV, 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      48133 | PA      | $56848.74     | 0.04%             | 2028-06-29      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $97.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        500 | NS      | $18247.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                                        | MISUMI Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       1700 | NS      | $26528.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd.                                                            | FirstRand Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      11878 | NS      | $65091.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       5400 | NS      | $111606.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | Nintendo Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       1000 | NS      | $67514.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $349.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                               | Nidec Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       7500 | NS      | $101835.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                                     | Nissan Chemical Corp.                                                                                                         | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |        800 | NS      | $27490.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       1900 | NS      | $7774.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       7100 | NS      | $59146.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $459.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                              | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |      96800 | NS      | $29517.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10710.20     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                                                                | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       2000 | NS      | $41855.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                             | Olympus Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       5300 | NS      | $67200.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1888 | PA      | $1888.74      | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| Kakaku.com, Inc.                                                          | Kakaku.com, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       1300 | NS      | $19164.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      23584 | NS      | $4398416.00   | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3287.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3317.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $184.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Shinsei Bank Ltd.                                                     | SBI Shinsei Bank Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300PZYOQ2NW83V760       | Long             | EC               | CORP              | JP        |       2800 | NS      | $31103.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-124.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-755.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $120.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-77.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1020.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4884.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2217.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6682.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-277.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1923.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $540.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-959.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-883.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                           | ConnectWise LLC, 1st Lien Term Loan                                                                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      32492 | PA      | $31862.92     | 0.02%             | 2028-09-29      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $314.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7295.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1438.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-449.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3257.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-211.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                | Japan Exchange Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       4300 | NS      | $45896.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | Weichai Power Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      16000 | NS      | $38829.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5182.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $839.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-536.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2364.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3463.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                                       | International Games System Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       1000 | NS      | $22943.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-393.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-339.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6577.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-309.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-87.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3861.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20499.81     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-164.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3278.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-189.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $51.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $565.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1019.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                                    | Valterra Platinum Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        394 | NS      | $33367.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                      | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       1681 | NS      | $23.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17605.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11890.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       2449 | NS      | $205262.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co. Ltd.                                                           | Sanrio Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |        900 | NS      | $28161.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                            | Santen Pharmaceutical Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       1763 | NS      | $18287.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                               | Santos Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      10950 | NS      | $44973.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $400.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2110.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $74.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2233.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $738.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       3800 | NS      | $64880.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $178.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       1073 | NS      | $86644.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $71.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                          | Sony Group Corp.                                                                                                              | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       2500 | NS      | $64127.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $95240.42     | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class A                                                                                         | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30369.86     | 0.02%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5219.19      | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-624.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                         | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120400 | PA      | $113125.69    | 0.07%             | 2030-02-01      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $132.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $623.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $206.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $346.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $34.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $147.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       1042 | NS      | $203096.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2076.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-112.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1509.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $795.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $145.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-823.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $0.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-384.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-42.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-78.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-64.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-154.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1391.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-466.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Room Holdings, Inc.                                               | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      26950 | PA      | $26411.00     | 0.02%             | 2028-12-21      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $737.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-56.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       5000 | NS      | $74777.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1645.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $125.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2839.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8997.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1725.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9849.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5193.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $934.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-408.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $919.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1018.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-19951.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5084.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3212.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6753.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3445.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $29636.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3963.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1290.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-21757.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1274.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1248.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1611.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20497.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13901.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10063.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2856.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8117.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $673.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3817.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1304.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-160.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1711.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1716.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2114.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $36818.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4500.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7266.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1802.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2657.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8242.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2308.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                           | Advantest Corp.                                                                                                               | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       1000 | NS      | $126447.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-36.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18953.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3606.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4644.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-754.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4893.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-93.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-48.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $99.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $45.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1074.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1074.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4395.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $49.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      36000 | NS      | $1769662.27   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       2614 | NS      | $228332.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1761.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $374.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        800 | NS      | $22104.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-54.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-86.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                                                           | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       1600 | NS      | $53950.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                        | Toyota Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       6800 | NS      | $146044.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1397.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                         | Vaco Holdings LLC, 1st Lien Term Loan                                                                                         | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      31680 | PA      | $25733.66     | 0.02%             | 2029-01-22      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| UOL Group Ltd.                                                            | UOL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       1610 | NS      | $10934.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-68.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $561.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-169.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        273 | NS      | $56983.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM5 Trust                                                                | PRM5 Trust, Series 2025-PRM5, Class D                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50027.37     | 0.03%             | 2033-03-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-52.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $30.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       1906 | NS      | $338791.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $53.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $130.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-150.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Winbond Electronics Corp.                                                 | Winbond Electronics Corp.                                                                                                     | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |      30000 | NS      | $78926.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-758.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3683.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4957.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3778.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4797.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                         | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       1706 | NS      | $33377.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                                    | Yaskawa Electric Corp.                                                                                                        | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |        600 | NS      | $18240.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp.                                                  | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |         77 | NS      | $1031.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        323 | NS      | $18856.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       1482 | NS      | $204213.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                                   | OPAP SA, Class R                                                                                                              | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |        352 | NS      | $7901.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       1058 | NS      | $77993.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                                                     | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       1016 | NS      | $98907.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                                                        | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        283 | NS      | $28090.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                                    | LPP SA                                                                                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          5 | NS      | $28891.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        600 | NS      | $86112.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      70720 | PA      | $64518.26     | 0.04%             | 2027-04-23      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      41592 | PA      | $43102.45     | 0.03%             | 2027-07-06      | Variable      | 11.97%                | No            |                  3 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       4008 | NS      | $99799.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       3128 | NS      | $501731.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                           | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       1713 | NS      | $541647.07    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        439 | NS      | $38939.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31020.18     | 0.02%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                          | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                                                  | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      54000 | PA      | $53979.71     | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        237 | NS      | $25412.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                                                                        | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       3900 | NS      | $396598.43    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93374.02     | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                 | T. Rowe Price Group, Inc.                                                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        378 | NS      | $38699.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Principal Financial Group, Inc.                                           | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       1510 | NS      | $133197.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       2052 | NS      | $294072.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       2657 | NS      | $605052.04    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        910 | NS      | $116170.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                                                    | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      22434 | PA      | $31659.61     | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       1284 | NS      | $144937.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                                                                               | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55000 | PA      | $54514.72     | 0.03%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     462748 | PA      | $46274.80     | 0.03%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     414143 | PA      | $0.04         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     220000 | PA      | $0.02         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         53 | NS      | $8511.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        283 | NS      | $51902.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.                                            | Ineos Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B                                                                 | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      64000 | PA      | $52385.72     | 0.03%             | 2029-04-03      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         95 | NS      | $73327.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2025-2, Class A                                                                    | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $159734.70    | 0.10%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2025-A, Class A                                                                       | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     159000 | PA      | $159512.62    | 0.10%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         63 | NS      | $15174.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resort Communities LoanCo. LP                                             | Resort Communities LoanCo. LP                                                                                                 | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     446999 | PA      | $455089.68    | 0.28%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                                                           | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $59446.96     | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      65000 | PA      | $68905.45     | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                   | Robinhood Markets, Inc., Class A                                                                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        438 | NS      | $49537.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                              | ROBLOX Corp., Class A                                                                                                         | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |        412 | NS      | $33384.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        299 | PA      | $267.81       | 0.00%             | 2028-08-01      | Variable      | 11.22%                | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc., Class A                                                                                                    | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4727 | NS      | $91514.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4134.72      | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4170.48      | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         23 | NS      | $8948.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        122 | NS      | $63755.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Private Education Loan Trust                                          | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                     | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      87403 | PA      | $91881.91     | 0.06%             | 2041-10-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                      | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115435 | PA      | $102106.81    | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5036.71      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                              | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |       9993 | NS      | $3960325.83   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                                | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |       2413 | NS      | $156386.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street SPDR S&P Homebuilders ETF                                    | State Street SPDR S&P Homebuilders ETF                                                                                        | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             |  | RF                | US        |        635 | NS      | $65379.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                                   | State Street Blackstone Senior Loan ETF                                                                                       | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             |  | RF                | US        |       8948 | NS      | $369283.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class F                                                                                         | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83884 | PA      | $83832.19     | 0.05%             | 2038-11-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      22000 | PA      | $18707.21     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       7000 | PA      | $5803.49      | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      34000 | PA      | $27959.23     | 0.02%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                              | Sabre Financial Borrower LLC                                                                                                  | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35466.82     | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       2392 | NS      | $633664.72    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                         | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    3997104 | NS      | $3999102.96   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      79000 | PA      | $54302.27     | 0.03%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      47000 | PA      | $31757.52     | 0.02%             | 2026-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp., 1st Lien Term Loan                                                                                               | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      41174 | PA      | $35100.46     | 0.02%             | 2029-11-19      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       1924 | NS      | $117.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        228 | NS      | $971.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SLB Ltd.                                                                  | SLB Ltd.                                                                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        646 | NS      | $24793.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        100 | NS      | $9991.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                                  | Sea Ltd., Class A                                                                                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |         10 | NS      | $1275.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      10000 | PA      | $10308.66     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      61000 | PA      | $64686.66     | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      29000 | PA      | $30831.70     | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      45000 | PA      | $51087.66     | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                      | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11733.02     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10503.66     | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      84000 | PA      | $84453.18     | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      72000 | PA      | $71024.61     | 0.04%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      36000 | PA      | $32531.62     | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       3498 | NS      | $535858.62    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan, Inc.                                                        | ServiceTitan, Inc., Class A                                                                                                   | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        431 | NS      | $45901.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10173 | PA      | $3923.94      | 0.00%             | 2028-04-30      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14834 | PA      | $13127.66     | 0.01%             | 2028-04-30      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |       1401 | NS      | $21491.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                                  | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       2239 | NS      | $141974.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-D, Class A1B                                                                    | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115446 | PA      | $114507.77    | 0.07%             | 2053-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                                                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        221 | NS      | $48478.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                       | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      25861 | PA      | $14223.63     | 0.01%             | 2028-06-05      | Variable      | 15.25%                | No            |                  3 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                              | CUSIP: X3000CAC5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      30940 | PA      | $36596.14     | 0.02%             | 2028-06-30      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                             | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28851 | PA      | $28648.71     | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                     | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      87926 | PA      | $93366.47     | 0.06%             | 2031-05-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc., Class A                                                                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       1226 | NS      | $56359.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      45000 | PA      | $89716.50     | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     146000 | PA      | $157862.50    | 0.10%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Soleno Therapeutics, Inc.                                                 | Soleno Therapeutics, Inc.                                                                                                     | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |        164 | NS      | $7593.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                                                             | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |         50 | NS      | $2429.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        294 | NS      | $25636.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         63 | NS      | $9038.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       1105 | NS      | $45669.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                            | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19218 | PA      | $15758.87     | 0.01%             | 2028-10-25      | Variable      | 9.60%                 | No            |                  3 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                    | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        933 | PA      | $895.24       | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                   | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13807 | PA      | $12989.21     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1A, Class A                                                                   | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36018 | PA      | $33101.45     | 0.02%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        411 | NS      | $34610.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                                                 | Starz Entertainment Corp.                                                                                                     | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        227 | NS      | $2655.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Universal LLC                                                      | Galaxy Universal LLC, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     193191 | PA      | $182816.37    | 0.11%             | 2026-11-12      | Variable      | 10.25%                | No            |                  3 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       6000 | PA      | $2340.00      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9453.33      | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       2245 | NS      | $789050.15    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A2II                                                                                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44550 | PA      | $45487.01     | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Summit Issuer LLC                                                         | Summit Issuer LLC, Series 2025-1A, Class A2                                                                                   | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75000 | PA      | $75162.08     | 0.05%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22600.05     | 0.01%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                           | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        217 | NS      | $32599.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       1161 | NS      | $96862.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       4264 | NS      | $654993.04    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        252 | NS      | $51166.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                    | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        885 | NS      | $27850.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taco Bell Funding LLC                                                     | Taco Bell Funding LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75000 | PA      | $74579.38     | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        203 | NS      | $51974.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31762.63     | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100808.69    | 0.06%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        672 | NS      | $85861.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                              | Target Corp.                                                                                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        383 | NS      | $37438.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      12000 | PA      | $13292.60     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         13 | NS      | $995.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       2633 | NS      | $1184112.76   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                       | Teva Pharmaceutical Industries Ltd.                                                                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       2386 | NS      | $74467.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63236.70     | 0.04%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        209 | NS      | $36259.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       1521 | NS      | $132585.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        491 | NS      | $284509.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30392.64     | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                | CVR CHC LP, 1st Lien Term Loan                                                                                                | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      26527 | PA      | $26548.94     | 0.02%             | 2027-12-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        509 | NS      | $68826.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        379 | NS      | $504013.15    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99337.03     | 0.06%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                   | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                   | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      34111 | PA      | $33828.52     | 0.02%             | 2030-04-26      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $25196.35     | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc., 1st Lien Term Loan B                                                                                      | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       9763 | PA      | $9689.31      | 0.01%             | 2032-03-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                                     | Jack Ohio Finance LLC, 1st Lien Term Loan                                                                                     | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12902 | PA      | $12828.31     | 0.01%             | 2032-01-28      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      56320 | PA      | $56160.05     | 0.03%             | 2031-02-17      | Variable      | 9.34%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B                                                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4898 | PA      | $4807.26      | 0.00%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| PAX HoldCo Spain SL                                                       | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      86988 | PA      | $102430.71    | 0.06%             | 2029-12-31      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B3                                                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      15000 | PA      | $14935.65     | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| MasOrange Holdco Ltd.                                                     | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      93990 | PA      | $110642.61    | 0.07%             | 2031-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                  | Tyler Technologies, Inc.                                                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         39 | NS      | $17704.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      53802 | PA      | $63720.03     | 0.04%             | 2030-04-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class A4                                                                      | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9484.97      | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       2071 | NS      | $110508.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8100.63      | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       1934 | NS      | $158027.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         67 | NS      | $40535.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      34200 | PA      | $46388.01     | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       1333 | NS      | $308349.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class A                                                                    | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5802 | PA      | $5557.06      | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems, Inc.                                                    | VeriFone Systems, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      94957 | PA      | $89734.11     | 0.06%             | 2028-08-18      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       4094 | NS      | $457791.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      77400 | PA      | $77920.03     | 0.05%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                                                 | United Therapeutics Corp.                                                                                                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         51 | NS      | $24849.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        783 | NS      | $258476.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                           | Universal Health Services, Inc., Class B                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        155 | NS      | $33793.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPX HIL Issuer Trust                                                      | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                                  | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     138889 | PA      | $139961.87    | 0.09%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103511.14    | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                       | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       3112 | NS      | $40549.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       1107 | NS      | $180208.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                      | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        296 | NS      | $106598.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class C                                                                                               | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50316.98     | 0.03%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-GCS, Class D                                                                                         | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $63344.26     | 0.04%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        206 | NS      | $15940.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2048.48      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2048.58      | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5064.52      | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13474.01     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19743.27     | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Vera Therapeutics, Inc.                                                   | Vera Therapeutics, Inc., Class A                                                                                              | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        166 | NS      | $8406.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       6475 | NS      | $263726.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        665 | NS      | $301484.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       2326 | NS      | $376835.26    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                                             | Viatris, Inc.                                                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      14020 | NS      | $174549.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc.                                                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |        886 | NS      | $24914.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $100579.50    | 0.06%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        381 | NS      | $133620.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       1755 | NS      | $283134.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      79000 | PA      | $79034.32     | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       4000 | PA      | $3734.81      | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35666.85     | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       9502 | NS      | $1058617.82   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ITG Communications LLC                                                    | ITG Communications LLC, 1st Lien Term Loan                                                                                    | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      80000 | PA      | $77200.00     | 0.05%             | 2031-07-09      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc., CVR                                                                                           | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |       2251 | NS      | $1193.03      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| West Deptford Energy Holdings LLC                                         | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                                         | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      31840 | PA      | $31568.09     | 0.02%             | 2032-07-26      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      90467 | PA      | $90127.92     | 0.06%             | 2030-08-30      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Stakeholder Midstream LLC                                                 | Stakeholder Midstream LLC, 1st Lien Term Loan                                                                                 | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      79800 | PA      | $80049.77     | 0.05%             | 2031-01-02      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Delayed Draw Facility 1st Lien Term Loan B                                               | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      13616 | PA      | $13650.25     | 0.01%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Facility 1st Lien Term Loan B                                                            | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      58096 | PA      | $58241.04     | 0.04%             | 2032-10-01      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        295 | NS      | $64814.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     761939 | PA      | $128836.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Parts Europe SA                                                           | Parts Europe SA, Facility 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     112435 | PA      | $133620.11    | 0.08%             | 2031-02-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      90000 | PA      | $-1127.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9052 | PA      | $9052.24      | 0.01%             | 2026-05-06      | Variable      | 16.22%                | No            |                  3 | On Loan: No      |
| Wealthfront Corp.                                                         | Wealthfront Corp.                                                                                                             | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1858 | NS      | $25250.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      14113 | NS      | $1315331.60   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         46 | NS      | $55752.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100865.67    | 0.06%             | 2035-07-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        133 | NS      | $24686.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     110000 | PA      | $5046.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      48607 | PA      | $-713.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     148993 | PA      | $8798.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14653 | PA      | $14323.75     | 0.01%             | 2026-05-06      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     576000 | PA      | $-10766.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                                          | CPV Fairview LLC, 1st Lien Term Loan B                                                                                        | CUSIP: 12620SAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42892 | PA      | $43040.05     | 0.03%             | 2031-08-14      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6479200 | PA      | $-22395.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hunterstown Generation LLC                                                | Hunterstown Generation LLC, 1st Lien Term Loan                                                                                | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      36908 | PA      | $36907.50     | 0.02%             | 2031-11-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         20 | NS      | $5502.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     490000 | PA      | $23493.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2160652 | PA      | $22261.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1080326 | PA      | $11219.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1080326 | PA      | $11134.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OH Partners LLC                                                           | OH Partners LLC, 1st Lien Term Loan                                                                                           | CUSIP: 67742MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      33915 | PA      | $33830.21     | 0.02%             | 2032-11-12      | Variable      | 6.47%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     118300 | PA      | $-1830.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     256806 | PA      | $13691.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     767000 | PA      | $12071.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     397468 | PA      | $35194.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     463354 | PA      | $10171.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     464000 | PA      | $10221.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     374145 | PA      | $13450.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1832442 | PA      | $-5163.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1832442 | PA      | $24554.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1845300 | PA      | $833.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22475000 | PA      | $-37927.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1180086 | PA      | $50203.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15553781 | PA      | $2230.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22475000 | PA      | $-37905.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5882607 | PA      | $1216.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  221465337 | PA      | $3497.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4813042 | PA      | $931.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1978235 | PA      | $398.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1978235 | PA      | $412.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2033431 | PA      | $-364.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13423800 | PA      | $491546.11    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10332400 | PA      | $208879.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    8960400 | PA      | $74849.13     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     396300 | PA      | $-9319.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10109000 | PA      | $467628.92    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1358333 | PA      | $49828.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1930700 | PA      | $35512.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1923000 | PA      | $8283.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2825887 | PA      | $-1107.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2317777 | PA      | $23385.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2317777 | PA      | $21114.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     985191 | PA      | $33580.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     844047 | PA      | $3976.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     384743 | PA      | $-54.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     833410 | PA      | $36759.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1148550 | PA      | $-646.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     959412 | PA      | $8526.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     646105 | PA      | $-3674.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2971822 | PA      | $12278.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3526000 | PA      | $313088.09    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     350000 | PA      | $-29453.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   20983252 | PA      | $23977.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6646227 | PA      | $18558.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     476663 | PA      | $-1402.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     623010 | PA      | $-1667.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1128931 | PA      | $-5848.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     885000 | PA      | $-8278.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     397575 | PA      | $-4848.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     238545 | PA      | $-2891.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2196780 | PA      | $-7031.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2974830 | PA      | $-250.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2905000 | PA      | $11550.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1098500 | PA      | $18299.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1098500 | PA      | $21440.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      25000 | PA      | $300.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49000 | PA      | $548.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1268000 | PA      | $322.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     687000 | PA      | $-1431.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13529000 | PA      | $1511.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1073983 | PA      | $-17782.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     934542 | PA      | $14420.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5425000 | PA      | $870.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5365000 | PA      | $953.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      77391 | PA      | $-203.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     875000 | PA      | $-3959.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     501828 | PA      | $265.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      91386 | PA      | $2608.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     323000 | PA      | $130.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     456000 | PA      | $-7431.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   24000000 | PA      | $-426.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     245433 | PA      | $-44.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1321638 | PA      | $200.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      26438 | PA      | $-108.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     127674 | PA      | $358.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13407430 | PA      | $-299.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     227258 | PA      | $-219.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1873466 | PA      | $-282.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     784812 | PA      | $-1983.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     410326 | PA      | $-249.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1938108 | PA      | $-34.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     170290 | PA      | $-623.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     240973 | PA      | $-603.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     747674 | PA      | $-638.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     276297 | PA      | $-786.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1028000 | PA      | $-541.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     513000 | PA      | $186.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  152896000 | PA      | $-1701.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2687000 | PA      | $-561.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     360000 | PA      | $52.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  193173000 | PA      | $-2137.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     614000 | PA      | $-538.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     472487 | PA      | $-1904.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        716 | PA      | $699.51       | 0.00%             | 2026-04-16      | Variable      | 4.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1926000 | PA      | $97.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2094089 | PA      | $4020.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      95660 | PA      | $-57.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      95660 | PA      | $-2.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     173000 | PA      | $-133.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      89760 | PA      | $-372.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      91120 | PA      | $-379.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     351000 | PA      | $-473.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      91120 | PA      | $-397.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       7503 | NS      | $451005.33    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2123686 | PA      | $420.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2350000 | PA      | $-706.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     820000 | PA      | $203.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     805663 | PA      | $71.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  100099000 | PA      | $-751.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     138000 | PA      | $-1604.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   23775000 | PA      | $-4509.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11862000 | PA      | $-527.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     210400 | PA      | $-227.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3286000 | PA      | $1347.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     427952 | PA      | $154.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1253 | PA      | $-866.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11581 | PA      | $-8008.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5125.54      | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        960 | PA      | $768.00       | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |         44 | NS      | $766.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        178 | NS      | $38230.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                                                         | Wynn Resorts Ltd.                                                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       1246 | NS      | $149931.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      69000 | PA      | $66015.65     | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      29000 | PA      | $23616.88     | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xenon Pharmaceuticals, Inc.                                               | Xenon Pharmaceuticals, Inc.                                                                                                   | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |        188 | NS      | $8426.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       4571 | PA      | $4342.45      | 0.00%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        616 | NS      | $55390.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       1800 | NS      | $226476.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JumpCloud, Inc., Series E-1                                               | JumpCloud, Inc., Series E-1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      51330 | NS      | $113952.60    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mythic AI, Inc., Series C                                                 | Mythic AI, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         70 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        319 | NS      | $132222.31    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| SambaNova Systems, Inc., Series D                                         | SambaNova Systems, Inc., Series D                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        554 | NS      | $27938.22     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       2120 | NS      | $461.95       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Davidson Kempner Merchant Co.-Invest Fund LP                              | Davidson Kempner Merchant Co.-Invest Fund LP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     178999 | NS      | $178999.00    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PsiQuantum Corp., Series D                                                | PsiQuantum Corp., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1532 | NS      | $65998.56     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                     | Breeze Aviation Group, Inc., Series B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        140 | NS      | $21777.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        529 | NS      | $3237.48      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Snorkel AI, Inc., Series C                                                | Snorkel AI, Inc., Series C                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1894 | NS      | $14470.16     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JumpCloud, Inc., Series F                                                 | JumpCloud, Inc., Series F                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3376 | NS      | $7494.72      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Noodle, Inc., Series C                                                    | Noodle, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8220 | NS      | $5425.20      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ursa Major Technologies, Inc., Series C                                   | Ursa Major Technologies, Inc., Series C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      12134 | NS      | $53389.60     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC, Series 2021-3, Class A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $195500.00    | 0.12%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Loadsmart, Inc., Series D                                                 | Loadsmart, Inc., Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        955 | NS      | $9817.40      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Teya Services Ltd.                                                        | Teya Services Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |         38 | NS      | $11875.76     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |       4437 | NS      | $354960.00    | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aiven OY                                                                  | Aiven OY, Series D                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        647 | NS      | $35112.69     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1825 | NS      | $8778.25      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                   | Ursa Major Technologies, Inc., Series D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1487 | NS      | $6721.24      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Versa Networks, Inc., Series E                                            | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      14803 | NS      | $90298.30     | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HawkEye 360, Inc.                                                         | HawkEye 360, Inc., Series D1                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       4447 | NS      | $91875.02     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Space Exploration Technologies Corp., Class C                             | Space Exploration Technologies Corp., Class C                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |        867 | NS      | $273972.00    | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Space Exploration Technologies Corp., Class A                             | Space Exploration Technologies Corp., Class A                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |        807 | NS      | $255012.00    | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Davidson Homes, Inc.                                                      | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        139 | NS      | $156266.58    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      83000 | NS      | $82170.00     | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| DF Residential III LP                                                     | DF Residential III LP                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      43440 | NS      | $46914.94     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      57415 | OU      | $38316.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                                                                | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |      37879 | NS      | $124555.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       5500 | NS      | $63267.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                                                               | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      15679 | NS      | $68687.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | Asahi Intecc Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       1300 | NS      | $24369.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                                                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       1285 | NS      | $54969.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metaplanet, Inc.                                                          | Metaplanet, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 3538006DGBY53D3UEV95       | Long             | EC               | CORP              | JP        |       6300 | NS      | $16085.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      13812 | NS      | $22409.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                    | Turkiye Is Bankasi A/S, Class C                                                                                               | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |      53615 | NS      | $17553.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                               | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                   | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        778 | NS      | $18362.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                  | Mitra Adiperkasa Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |      41400 | NS      | $2888.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                        | Kinross Gold Corp.                                                                                                            | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       4461 | NS      | $125650.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        126 | NS      | $43887.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                                        | Genius Electronic Optical Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       1779 | NS      | $25375.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                                                              | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |         81 | NS      | $3609.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       1464 | NS      | $40880.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |       1145 | NS      | $9089.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                | CP ALL PCL                                                                                                                    | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |      11500 | NS      | $15881.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                                                             | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        461 | NS      | $32658.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       4230 | NS      | $111119.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                               | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |      13190 | NS      | $32472.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       2481 | NS      | $141914.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                                               | Seven & i Holdings Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       2700 | NS      | $38790.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd.                                                                  | ITC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |       5668 | NS      | $25438.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                | Shenzhou International Group Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       3600 | NS      | $28367.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                               | Inpex Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       1300 | NS      | $26000.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        131 | NS      | $160734.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        490 | NS      | $72844.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Co.                                          | Yanbu National Petrochemical Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |       1047 | NS      | $7669.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                                       | Etihad Etisalat Co.                                                                                                           | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |       1355 | NS      | $23807.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                             | Al Rajhi Bank                                                                                                                 | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |        981 | NS      | $25481.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp.                                              | Saudi Basic Industries Corp.                                                                                                  | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |        256 | NS      | $3501.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        376 | NS      | $53873.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Constellation Software, Inc.                                              | Constellation Software, Inc.                                                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         65 | NS      | $156344.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class A                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |        461 | NS      | $3491.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class B                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       1187 | NS      | $8887.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontken Corp. Bhd.                                                       | Frontken Corp. Bhd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      10800 | NS      | $11096.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        681 | NS      | $30703.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                   | Idemitsu Kosan Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       5600 | NS      | $42399.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |        510 | NS      | $10824.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        592 | NS      | $47964.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                      | Halyk Savings Bank of Kazakhstan JSC                                                                                          | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        297 | NS      | $8889.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                       | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       1447 | NS      | $364436.39    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       9487 | NS      | $37386.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                  | Jeronimo Martins SGPS SA                                                                                                      | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |        359 | NS      | $8542.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd.                                                 | ANTA Sports Products Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |       5400 | NS      | $56076.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                                              | 3i Group plc                                                                                                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        678 | NS      | $29729.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      10501 | NS      | $128386.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        939 | NS      | $126887.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       7564 | NS      | $304729.49    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                           | Isetan Mitsukoshi Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       1300 | NS      | $18882.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       2595 | NS      | $115712.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                  | KB Financial Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        136 | NS      | $11707.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     288000 | PA      | $84126.48     | 0.05%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       5954 | NS      | $264265.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1235000000 | PA      | $76078.22     | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |         99 | PA      | $79466.80     | 0.05%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                               | Pandora A/S                                                                                                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        169 | NS      | $18689.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd.                                                 | China Hongqiao Group Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |       9500 | NS      | $39897.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |      40737 | NS      | $31141.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |        200 | NS      | $2058.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                | Airtac International Group                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1000 | NS      | $29472.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       3248 | NS      | $54947.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bizlink Holding, Inc.                                                     | Bizlink Holding, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |       1000 | NS      | $48311.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                              | Dai-ichi Life Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       4900 | NS      | $40721.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      15700 | NS      | $111079.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                          | Powszechny Zaklad Ubezpieczen SA                                                                                              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       3803 | NS      | $70391.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                                                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      18336 | NS      | $283579.31    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                            | Nexon Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       2800 | NS      | $68394.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                                        | Vodacom Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |        470 | NS      | $4010.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Misto Holdings Corp.                                                      | Misto Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        164 | NS      | $4860.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   36000000 | PA      | $2423.17      | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                                | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |       8338 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bloomberry Resorts Corp.                                                  | Bloomberry Resorts Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |      25600 | NS      | $1105.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  219000000 | PA      | $13542.95     | 0.01%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                               | Astra International Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |      10400 | NS      | $4174.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        375 | NS      | $32150.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        787 | NS      | $848008.37    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co. Ltd.                                          | China Galaxy Securities Co. Ltd., Class H                                                                                     | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |      24000 | NS      | $31036.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    2588976 | PA      | $152850.59    | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Seguridade Participacoes SA                                               | Seguridade Participacoes SA                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       6024 | NS      | $39968.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MLP Saglik Hizmetleri A/S                                                 | MLP Saglik Hizmetleri A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000M2LTGHSXVOQL65       | Long             | EC               | CORP              | TR        |        928 | NS      | $8215.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneta Money Bank A/S                                                     | Moneta Money Bank A/S                                                                                                         | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |        494 | NS      | $4642.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group plc                                                        | Convatec Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |       4922 | NS      | $16069.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                          | Telkom Indonesia Persero Tbk. PT                                                                                              | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |       9400 | NS      | $1966.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co. Ltd.                                                    | GF Securities Co. Ltd., Class A                                                                                               | CUSIP: N/A<br>LEI: 3003007E0Y3ZJ5HNA936       | Long             | EC               | CORP              | CN        |       5100 | NS      | $16103.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                | Ferrari NV                                                                                                                    | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        129 | NS      | $47938.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      11702 | NS      | $370778.48    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakus Co. Ltd.                                                            | Rakus Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       2346 | NS      | $15573.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      41434 | NS      | $635534.67    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                                                  | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        743 | NS      | $45861.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Krungthai Card PCL                                                        | Krungthai Card PCL                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      11800 | NS      | $9827.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group plc                                                    | Lion Finance Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |         82 | NS      | $10251.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                                | Telix Pharmaceuticals Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | EC               | CORP              | AU        |       1708 | NS      | $12768.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1224159 | PA      | $73436.32     | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                            | Bank Syariah Indonesia Tbk. PT                                                                                                | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |      12292 | NS      | $1639.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |        637 | NS      | $9715.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                               | B3 SA - Brasil Bolsa Balcao                                                                                                   | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |       6256 | NS      | $15996.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    3092838 | PA      | $190915.64    | 0.12%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                 | CGI, Inc., Class A                                                                                                            | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        334 | NS      | $30850.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                                    | EQT AB                                                                                                                        | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |        324 | NS      | $12657.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV, Class N                                                                                                            | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        908 | NS      | $56222.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fawry for Banking & Payment Technology Services SAE                       | Fawry for Banking & Payment Technology Services SAE                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |      14206 | NS      | $4800.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                                                   | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      38400 | PA      | $25666.03     | 0.02%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  411000000 | PA      | $98292.79     | 0.06%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                  | Alcon AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        479 | NS      | $37902.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                | DEMIRE Deutsche Mittelstand Real Estate AG                                                                                    | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      88076 | PA      | $97298.65     | 0.06%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |       1600 | NS      | $29377.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                                                            | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $13514.81     | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       7500 | NS      | $107844.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                                                           | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $80756.47     | 0.05%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                            | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       1413 | NS      | $77169.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120787.28    | 0.07%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119147.49    | 0.07%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                                                       | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       5309 | NS      | $94513.89     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     261000 | PA      | $308509.28    | 0.19%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                      | Dassault Systemes SE                                                                                                          | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       2236 | NS      | $62469.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      21007 | NS      | $184279.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton, Inc.                                                             | Krafton, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |        196 | NS      | $33395.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                               | Virgin Media Vendor Financing Notes III DAC                                                                                   | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $131229.28    | 0.08%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $79322.31     | 0.05%             | 2026-01-12      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $126529.18    | 0.08%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $93025.00     | 0.06%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                      | HD Hyundai Heavy Industries Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |        177 | NS      | $62383.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rasan Information Technology Co.                                          | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        466 | NS      | $14391.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   12070000 | PA      | $37392.17     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $122319.05    | 0.08%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    1090000 | PA      | $53555.80     | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nongfu Spring Co. Ltd.                                                    | Nongfu Spring Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |         53 | NS      | $319.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                | Tenaris SA                                                                                                                    | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       1550 | NS      | $29908.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |       8303 | NS      | $637201.61    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                                                        | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117932.86    | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                                                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       1722 | NS      | $241576.93    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Socionext, Inc.                                                           | Socionext, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1900 | NS      | $26620.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     349999 | PA      | $10067.34     | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      34000 | PA      | $1426.18      | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                               | Investor AB, Class B                                                                                                          | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       1720 | NS      | $61293.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120598.51    | 0.07%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $111790.90    | 0.07%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV, Series B                                                                                             | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | MX        |      12495 | NS      | $12926.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $65272.93     | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                                        | Eicher Motors Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |         92 | NS      | $7489.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $249730.00    | 0.15%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                                | Haleon plc                                                                                                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       7342 | NS      | $37101.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                                                            | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       3092 | NS      | $37409.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Preem AB                                                                  | Preem AB                                                                                                                      | CUSIP: N/A<br>LEI: 549300MIHCMD8DCSBY41       | Long             | DBT              | CORP              | SE        |      80000 | PA      | $97047.06     | 0.06%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Northam Platinum Holdings Ltd.                                            | Northam Platinum Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 3789009D0712C7101695       | Long             | EC               | CORP              | ZA        |        798 | NS      | $16193.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131230.95    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       9000 | PA      | $50464.35     | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                                                           | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117518.35    | 0.07%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       1830 | NS      | $86647.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    1454000 | PA      | $49264.32     | 0.03%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | DBT              | CORP              | MX        |     100000 | PA      | $117457.97    | 0.07%             | 2026-02-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wizz Air Holdings plc                                                     | Wizz Air Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |        545 | NS      | $9339.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd.                                         | Pop Mart International Group Ltd.                                                                                             | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |       3000 | NS      | $72380.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       3101 | NS      | $76027.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118752.36    | 0.07%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                                     | Rede D'Or Sao Luiz SA                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       1026 | NS      | $7649.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                               | FinecoBank Banca Fineco SpA                                                                                                   | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       1554 | NS      | $40263.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                     | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         27 | NS      | $22775.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                                                            | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $119519.71    | 0.07%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |     100000 | PA      | $113965.88    | 0.07%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       2203 | NS      | $95965.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                                                       | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118947.80    | 0.07%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119421.54    | 0.07%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                             | Luna 1.5 SARL                                                                                                                 | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $122200.35    | 0.08%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Elm Co.                                                                   | Elm Co.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |         22 | NS      | $4387.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                       | Trip.com Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |        450 | NS      | $32265.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $232779.39    | 0.14%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                                                                | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         30 | NS      | $29311.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp. Ltd.                                                     | SAIC Motor Corp. Ltd., Class A                                                                                                | CUSIP: N/A<br>LEI: 30030001QBC7EXJJGT71       | Long             | EC               | CORP              | CN        |      27496 | NS      | $60041.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co. Ltd.                                                 | Great Wall Motor Co. Ltd., Class A                                                                                            | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      25157 | NS      | $81625.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     423000 | PA      | $9752.84      | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                              | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117518.51    | 0.07%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      17958 | NS      | $665237.24    | 0.41%             |  |  |  | No            |                  2 | On Loan: —       |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                                                          | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      67410 | PA      | $86768.18     | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co. Ltd.                                           | Eastroc Beverage Group Co. Ltd., Class A                                                                                      | CUSIP: N/A<br>LEI: 836800LQ338417RCIL29       | Long             | EC               | CORP              | CN        |        250 | NS      | $9586.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                                                                 | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        626 | NS      | $41293.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | Schroders plc                                                                                                                 | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |       5585 | NS      | $30530.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113186.32    | 0.07%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118871.93    | 0.07%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118198.68    | 0.07%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      61298 | PA      | $15508.58     | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        218 | NS      | $3082.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119016.34    | 0.07%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic                                                           | French Republic                                                                                                               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      71000 | PA      | $81523.19     | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $138840.20    | 0.09%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  331000000 | PA      | $20951.75     | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $116288.86    | 0.07%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      90000 | PA      | $111147.35    | 0.07%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119439.63    | 0.07%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119415.68    | 0.07%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $126878.31    | 0.08%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  873000000 | PA      | $55921.59     | 0.03%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                           | Athens International Airport SA                                                                                               | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |       1042 | NS      | $13151.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113888.91    | 0.07%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $117180.31    | 0.07%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123859.23    | 0.08%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| True Corp. PCL                                                            | True Corp. PCL                                                                                                                | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |      16800 | NS      | $5805.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      26419 | PA      | $146505.70    | 0.09%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      32589 | PA      | $168392.79    | 0.10%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $236277.25    | 0.15%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        244 | PA      | $41650.83     | 0.03%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $106660.69    | 0.07%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |        387 | NS      | $18916.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ades Holding Co.                                                          | Ades Holding Co.                                                                                                              | CUSIP: N/A<br>LEI: 98450075A96DF4FE9813       | Long             | EC               | CORP              | SA        |       1818 | NS      | $8446.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     165000 | PA      | $46761.64     | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                         | Galderma Group AG                                                                                                             | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        534 | NS      | $108739.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $122844.76    | 0.08%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $117179.70    | 0.07%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     460790 | PA      | $524510.16    | 0.33%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     187000 | PA      | $51891.20     | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG (Registered)                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        344 | NS      | $15884.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Marine Solution Co. Ltd.                                       | HD Hyundai Marine Solution Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 988400NV4TGR7O3GJM74       | Long             | EC               | CORP              | KR        |         54 | NS      | $7235.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |      95044 | OU      | $17344.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $122702.37    | 0.08%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | Jawbone Health Hub, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                            | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118480.58    | 0.07%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SambaNova Systems, Inc., Series C                                         | SambaNova Systems, Inc., Series C                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1720 | NS      | $42570.00     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        504 | NS      | $317202.48    | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        724 | NS      | $44.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                                         | Playstudios, Inc., Class A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6121 | NS      | $3987.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc. (Preference)                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        285 | NS      | $282506.25    | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4596 | NS      | $19578.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4082 | NS      | $613.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLYR - Secured Note                                                       | FLYR - Secured Note                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      52573 | PA      | $14026.48     | 0.01%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Grand Rounds, Inc.                                                        | Grand Rounds, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      67553 | NS      | $54042.40     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc., Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        778 | NS      | $7.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120550.84    | 0.07%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Deep Instinct, Ltd., Series D                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        845 | NS      | $8.45         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1369 | NS      | $22985.51     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        217 | NS      | $2525.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        543 | NS      | $9116.97      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        528 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Farmers Business Network, Inc.                                            | Farmers Business Network, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2421 | NS      | $2493.63      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                           | 10x Future Technologies Services Ltd., Series D                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |       4842 | NS      | $48428.66     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       5834 | NS      | $1965.99      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Insightful Corp.                                                          | Insightful Corp., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      51259 | NS      | $16577.16     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Volato Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1351 | NS      | $12.16        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      36766 | PA      | $37317.91     | 0.02%             | 2028-01-30      | Fixed         | 20.00%                | Yes           |                  3 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series B, Class E                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       2050 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Homes By West Bay LLC                                                     | Homes By West Bay LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     317000 | PA      | $320582.10    | 0.20%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      70408 | PA      | $71464.35     | 0.04%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Insight M, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      53113 | NS      | $0.53         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FreeWire Technologies, Inc.                                               | FreeWire Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | New York Community Bancorp, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14 | NS      | $33233.48     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        965 | NS      | $2180.90      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    4650000 | PA      | $80867.57     | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $122161.70    | 0.08%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    2690000 | PA      | $46735.16     | 0.03%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    4731000 | PA      | $156984.21    | 0.10%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     260000 | PA      | $5903.79      | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118989.00    | 0.07%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      45000 | PA      | $958.19       | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      51371 | PA      | $39545.33     | 0.02%             | 2032-12-18      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136137.53    | 0.08%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Laopu Gold Co. Ltd.                                                       | Laopu Gold Co. Ltd., Class H                                                                                                  | CUSIP: N/A<br>LEI: 2549003X1NWK88OCWI97       | Long             | EC               | CORP              | CN        |        200 | NS      | $15984.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| King US Bidco, Inc.                                                       | King US Bidco, Inc.                                                                                                           | CUSIP: DA2535023<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118628.79    | 0.07%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $123906.33    | 0.08%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119966.20    | 0.07%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      63000 | PA      | $73539.03     | 0.05%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135538.97    | 0.08%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $107742.28    | 0.07%             | 2030-12-01      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA (Preference)                                                                                           | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EP               | CORP              | BR        |         44 | NS      | $345.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    1830000 | PA      | $31703.64     | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Saudi National Bank (The)                                                 | Saudi National Bank (The)                                                                                                     | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |        387 | NS      | $3908.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      36000 | PA      | $11672.07     | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     232000 | PA      | $275270.35    | 0.17%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118752.36    | 0.07%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     422000 | PA      | $578465.27    | 0.36%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        824 | NS      | $21115.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $86677.89     | 0.05%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                                                               | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        190 | NS      | $2843.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                                                                          | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117272.31    | 0.07%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      52027 | PA      | $60294.55     | 0.04%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        836 | PA      | $147371.63    | 0.09%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA                                                                                       | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118494.90    | 0.07%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                                                                  | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119641.24    | 0.07%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118548.30    | 0.07%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                                                                | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $143221.59    | 0.09%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      56486 | PA      | $76053.84     | 0.05%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                                                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        739 | NS      | $30566.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration Spa                                                                                                      | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117135.90    | 0.07%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |     100000 | PA      | $114279.27    | 0.07%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                                                              | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120068.21    | 0.07%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |     100000 | PA      | $120265.27    | 0.07%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                                                          | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113583.08    | 0.07%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113723.65    | 0.07%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     161000 | PA      | $44297.98     | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                                                             | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118080.43    | 0.07%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    4580000 | PA      | $78316.95     | 0.05%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  349700000 | PA      | $75821.86     | 0.05%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     100000 | PA      | $120349.72    | 0.07%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                       | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115216.61    | 0.07%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisure plc                                                              | Verisure plc                                                                                                                  | CUSIP: N/A<br>LEI: 636700ZY9PP0NGXTA943       | Long             | EC               | CORP              | GB        |       1626 | NS      | $26752.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $120086.19    | 0.07%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $119304.98    | 0.07%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                       | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      45517 | PA      | $51208.16     | 0.03%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE, Series SUFP                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118939.78    | 0.07%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $120658.18    | 0.07%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                                        | Alexandrite Lake Lux Holdings SARL                                                                                            | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119547.22    | 0.07%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    6700000 | PA      | $41484.91     | 0.03%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                              | Wal-Mart de Mexico SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       2488 | NS      | $7755.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Data AG                                                          | Northern Data AG                                                                                                              | CUSIP: N/A<br>LEI: 391200LB6JA3HAQWTS32       | Long             | EC               | CORP              | DE        |        200 | NS      | $3612.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Screaming Eagle Acquistion Corp.                                          | Screaming Eagle Acquistion Corp.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2160 | NS      | $19516.33     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| New Generation Co.                                                        | New Generation Co.                                                                                                            | CUSIP: N/A<br>LEI: 9845008CB7EPB0KCD474       | Long             | DBT              | CORP              | US        |     145676 | PA      | $146593.44    | 0.09%             | 2029-09-30      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        294 | NS      | $6903.36      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        203 | NS      | $4664.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     208000 | PA      | $208520.00    | 0.13%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        458 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series BX                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6246 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Source Global PBC                                                         | SOURCE Global PBC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1116 | NS      | $89.30        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Anduril Investors LLC                                                     | Anduril Investors LLC, Series G                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1197 | NS      | $53398.17     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| x.AI, Inc.                                                                | x.AI, Inc., Series C, Class E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      10195 | NS      | $681026.00    | 0.42%             |  |  |  | No            |                  3 | On Loan: No      |
| Project Davinci                                                           | Deep Instinct Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2674 | NS      | $160.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       4568 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     191415 | PA      | $0.02         | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| EXO Imaging, Inc., Series D                                               | EXO Imaging, Inc., Series D                                                                                                   | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |       4957 | NS      | $3668.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        107 | NS      | $39.46        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Verge Genomics                                                            | Verge Genomics                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      13831 | NS      | $2074.65      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Relativity Space, Inc.                                                    | Relativity Space, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         42 | NS      | $43.16        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Anthropic PBC, Series F                                                   | Anthropic PBC, Series F                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        462 | NS      | $93952.32     | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLYR, Inc.                                                                | FLYR, Inc., Series D-X, Class E                                                                                               | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | EC               | CORP              | US        |      18486 | NS      | $0.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        640 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | FLYR, Inc., Series D-X                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        264 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                                                  | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |      55955 | PA      | $60689.79     | 0.04%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Resurgent Trade and Investments Ltd.                                      | Resurgent Trade and Investments Ltd.                                                                                          | CUSIP: N/A<br>LEI: 89450041TCNTI3YL5A08       | Long             | DBT              | CORP              | MU        |     200000 | PA      | $200000.00    | 0.12%             | 2027-12-05      | Fixed         | 9.51%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      10557 | NS      | $874401.50    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group plc                                                        | TBC Bank Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |         90 | NS      | $4918.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | Japan Post Holdings Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       3800 | NS      | $40095.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       5000 | NS      | $70385.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                                                               | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      35000 | PA      | $43968.15     | 0.03%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd.                                                       | Mr Price Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       1705 | NS      | $18015.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumo SA                                                                   | Rumo SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900TXQFP7CJCGYM66       | Long             | EC               | CORP              | BR        |       2763 | NS      | $7423.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        854 | PA      | $150913.38    | 0.09%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Adyen NV                                                                  | Adyen NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |         12 | NS      | $19350.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      26253 | NS      | $737925.47    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co. Ltd.                                               | SBI Life Insurance Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |       3460 | NS      | $78427.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                                      | WiseTech Global Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |        724 | NS      | $32916.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      36079 | OU      | $26285.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         38 | NC      | $13839.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      12472 | OU      | $15746.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |     239835 | OU      | $34381.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |   48539049 | OU      | $12849.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |       9776 | OU      | $475.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       3011 | OU      | $473.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          3 | NC      | $-488.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Pound                                                            | Egyptian Pound                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | EG        |         -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10 | NC      | $2995.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                      | EURO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     207242 | OU      | $243551.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         25 | NC      | $-3278.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          4 | NC      | $2183.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                                                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        460 | NS      | $123418.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                   | CRH plc                                                                                                                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       3866 | NS      | $482476.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions, Class A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        845 | NS      | $9616.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       1268 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                                                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        407 | NS      | $129633.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        377 | NS      | $28685.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       3881 | NS      | $42768.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       1962 | NS      | $51541.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lavoro Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        718 | NS      | $7.83         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       5115 | NS      | $491346.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc, Class A                                                                                                   | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |        279 | NS      | $10780.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                                | STERIS plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         52 | NS      | $13183.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                                              | StoneCo Ltd., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |        240 | NS      | $3549.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                                       | TE Connectivity plc                                                                                                           | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        200 | NS      | $45502.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       1951 | NS      | $759329.20    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd.                                                      | Viking Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        165 | NS      | $11782.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                                                  | XP, Inc., Class A                                                                                                             | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        256 | NS      | $4190.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      32722 | OU      | $44107.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        399 | NS      | $80937.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     122986 | OU      | $15802.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                                                    | Forint                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |     223432 | OU      | $683.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |      -6190 | OU      | $-0.37        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          6 | NC      | $-2425.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Israeli Sheqel                                                        | New Israeli Sheqel                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       1563 | OU      | $490.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | IN        |        -32 | OU      | $-0.36        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Japan 10 Year Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          2 | NC      | $-14929.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IFSC NIFTY 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |          8 | NC      | $692.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                                                       | Yen                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    8266435 | OU      | $52773.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |          8 | NC      | $33981.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                                       | Won                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |   45776957 | OU      | $31777.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                        | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $203881.20    | 0.13%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                     | Spotify Technology SA                                                                                                         | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |         36 | NS      | $20905.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |     584486 | OU      | $32457.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysian Ringgit                                                         | Malaysian Ringgit                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |          1 | OU      | $0.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                                                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        167 | NS      | $36249.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                                                           | Nebius Group NV                                                                                                               | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |         92 | NS      | $7700.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          9 | NC      | $-16285.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       4747 | OU      | $470.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -18 | NC      | $-43804.09    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |        682 | OU      | $392.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcano Euro CLO I DAC                                                     | Arcano Euro CLO I DAC, Series 1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118180.32    | 0.07%             | 2039-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                                                        | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $116756.27    | 0.07%             | 2037-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                           | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class D                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117277.20    | 0.07%             | 2039-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R DAC                                  | CVC Cordatus Opportunity Loan Fund-R DAC, Series 1X, Class DR                                                                 | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117309.55    | 0.07%             | 2033-08-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                     | Iberdrola Finanzas SA, Series IBE                                                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $131440.19    | 0.08%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $248664.33    | 0.15%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118563.82    | 0.07%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CBWJST4<br>LEI: N/A                  | N/A              | DE               |  | US        |         19 | NC      | $16843.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CBXD6L7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -44 | NC      | $-2113.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Paramount Skydance Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8 | NC      | $32.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                                                  | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119888.97    | 0.07%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                                                      | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118867.27    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135958.59    | 0.08%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                                                                | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119044.93    | 0.07%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00CC088T3<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $90.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                     | CUSIP: 00CC0GLV5<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $4360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                     | CUSIP: 00PC0P2A8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-487.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $123805.97    | 0.08%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     101000 | PA      | $32365.39     | 0.02%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CC0MTM4<br>LEI: N/A                  | N/A              | DE               |  | US        |         14 | NC      | $3976.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00PC0U936<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14 | NC      | $-2639.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00CC0P857<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-586.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 00PC1CPU7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -45 | NC      | $-2475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119055.95    | 0.07%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 00CC1UCH4<br>LEI: N/A                  | N/A              | DE               |  | US        |         45 | NC      | $2700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-1525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5 | NC      | $15537.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-4037.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119280.86    | 0.07%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PC2EFU3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-2715.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YQ0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-3810.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YP2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-4380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YE7<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $19815.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PC2EFT6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-2160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CC27EN9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-1100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CC27ED1<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $7160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00PC2DWE2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-3720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YH0<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $12675.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcano Euro CLO II DAC                                                    | Arcano Euro CLO II DAC, Series 2X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118026.58    | 0.07%             | 2039-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PC2EXB5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24 | NC      | $-6840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PC2EXD1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-4040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC28FQ9<br>LEI: N/A                  | N/A              | DE               |  | US        |         24 | NC      | $19860.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC28FS5<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $3040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     407000 | PA      | $8658.69      | 0.01%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $109569.22    | 0.07%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          5 | NC      | $-2906.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-273.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5X, Class D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118148.29    | 0.07%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00PC2P9R2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-567.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2 | NC      | $175.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Figeac Aero SA                                                            | Figeac Aero SA                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      60000 | PA      | $69898.55     | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -19 | NC      | $-12112.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CC3UJU6<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $9000.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00PC41050<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-1093.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CC3UK00<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-1188.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CC3VQA0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -29 | NC      | $-2639.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8 | NC      | $5980.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         30 | NC      | $-18318.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                   | CUSIP: 00CC4UCJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         14 | NC      | $175.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                 | Signal Harmonic CLO I DAC, Series 1X, Class DR                                                                                | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118178.02    | 0.07%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                                        | Aurium CLO VII DAC, Series 7X, Class DR                                                                                       | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117824.17    | 0.07%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00CC5S104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -31 | NC      | $-57.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PC5YGJ0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -31 | NC      | $-427.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-412.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116943.21    | 0.07%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO DAC, Series 1X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118366.24    | 0.07%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-3375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         19 | NC      | $12967.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         23 | NC      | $989.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    1375000 | PA      | $25776.93     | 0.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -25 | NC      | $-4812.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         37 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC7S0N3<br>LEI: N/A                  | N/A              | DE               |  | US        |         75 | NC      | $130961.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PC7YFR1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -25 | NC      | $-7793.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC7S0U7<br>LEI: N/A                  | N/A              | DE               |  | US        |       -150 | NC      | $-84411.33    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Grifols SA, Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2406 | NS      | $1200.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zijin Mining Group Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6000 | NS      | $-459.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -20 | NC      | $-10000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         20 | NC      | $6650.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -125 | NS      | $2559.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norwegian Cruise Line Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5044 | NS      | $9698.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Jack Henry & Associates, Inc.                                                                                                 | CUSIP: 426281101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -132 | NS      | $376.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Leidos Holdings, Inc.                                                                                                         | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -171 | NS      | $964.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Quanta Services, Inc.                                                                                                         | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -259 | NS      | $2841.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -190 | NS      | $1407.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Block, Inc.                                                                                                                   | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1478 | NS      | $88.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lennar Corp., Class A                                                                                                         | CUSIP: 526057104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -393 | NS      | $1188.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | MatsukiyoCocokara & Co.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1600 | NS      | $165.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Equifax, Inc.                                                                                                                 | CUSIP: 294429105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -160 | NS      | $527.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -114 | NS      | $398.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -184 | NS      | $-383.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SIG Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2984 | NS      | $-3078.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                       | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |        -41 | NS      | $3.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -10664 | NS      | $-155.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mineral Resources Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1434 | NS      | $-2744.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Revvity, Inc.                                                                                                                 | CUSIP: 714046109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -243 | NS      | $247.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | KKR & Co., Inc.                                                                                                               | CUSIP: 48251W104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1045 | NS      | $4100.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Restaurant Brands International, Inc.                                                                                         | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1972 | NS      | $4190.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -382 | NS      | $-198.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CVB Financial Corp.                                                                                                           | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -288 | NS      | $290.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Community Financial System, Inc.                                                                                              | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -111 | NS      | $217.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hasbro, Inc.                                                                                                                  | CUSIP: 418056107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -683 | NS      | $-318.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -51 | NS      | $1645.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lynas Rare Earths Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4688 | NS      | $836.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Northern Star Resources Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6935 | NS      | $-2339.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1200 | NS      | $111.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1720 | NS      | $-1462.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -7500 | NS      | $-1966.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sartorius Stedim Biotech                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -96 | NS      | $23.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2053 | NS      | $-2469.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -11 | NS      | $-12.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mosaic Co. (The)                                                                                                              | CUSIP: 61945C103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -3020 | NS      | $670.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NEC Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $395.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sasol Ltd.                                                                                                                    | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5675 | NS      | $-1648.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IHI Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -800 | NS      | $204.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1666 | NS      | $733.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vanguard Intermediate-Term Corporate Bond ETF                                                                                 | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1328 | NS      | $92.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Rentals, Inc.                                                                                                          | CUSIP: 911363109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26 | NS      | $192.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -72 | NS      | $537.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | PRIO SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4465 | NS      | $-1944.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -93 | NS      | $248.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2374 | NS      | $-770.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -174 | NS      | $-6.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -368 | NS      | $-57.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -766 | NS      | $68.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nibe Industrier AB, Class B                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -10723 | NS      | $-550.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BXP, Inc.                                                                                                                     | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1237 | NS      | $2426.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eagle Bancorp, Inc.                                                                                                           | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        262 | NS      | $178.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | DMG Mori Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1742 | NS      | $-237.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Datadog, Inc., Class A                                                                                                        | CUSIP: 23804L103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -112 | NS      | $615.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -22932 | NS      | $777.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kering SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -417 | NS      | $3972.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |       2577 | NS      | $-747.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Super Micro Computer, Inc.                                                                                                    | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1711 | NS      | $3079.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2700 | NS      | $619.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2063 | NS      | $-302.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Constellation Brands, Inc., Class A                                                                                           | CUSIP: 21036P108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -147 | NS      | $536.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teleperformance SE                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -257 | NS      | $-12.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ryohin Keikaku Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1600 | NS      | $2220.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Postal Savings Bank of China Co. Ltd., Class H                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -76000 | NS      | $-704.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5033 | NS      | $121.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Synopsys, Inc.                                                                                                                | CUSIP: 871607107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -182 | NS      | $2096.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CH Robinson Worldwide, Inc.                                                                                                   | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               |  | US        |       -357 | NS      | $1510.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | First Solar, Inc.                                                                                                             | CUSIP: 336433107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -106 | NS      | $2476.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Temenos AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -442 | NS      | $222.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delivery Hero SE                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1452 | NS      | $143.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Solventum Corp.                                                                                                               | CUSIP: 83444M101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -216 | NS      | $332.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teradyne, Inc.                                                                                                                | CUSIP: 880770102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -100 | NS      | $366.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Plastics Corp.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -17000 | NS      | $564.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        682 | NS      | $-75.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alstom SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1224 | NS      | $-315.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Smurfit WestRock plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3314 | NS      | $-1922.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -609 | NS      | $-152.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -500 | NS      | $-43.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRRC Corp. Ltd., Class H                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -21000 | NS      | $162.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SATS Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2900 | NS      | $-952.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -8100 | NS      | $-299.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Swatch Group AG (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -25 | NS      | $71.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -417 | NS      | $1205.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Neste OYJ                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -895 | NS      | $-575.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |       3367 | NS      | $606.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -13500 | NS      | $-365.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Railway Group Ltd., Class H                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -37000 | NS      | $-231.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -9664 | NS      | $-61.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -31833 | NS      | $-301.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -9700 | NS      | $-239.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Innolux Corp.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -78000 | NS      | $-11038.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kawasaki Heavy Industries Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -400 | NS      | $2079.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kobayashi Pharmaceutical Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -200 | NS      | $-267.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Deere & Co.                                                                                                                   | CUSIP: 244199105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -43 | NS      | $137.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -8800 | NS      | $-424.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kadokawa Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1100 | NS      | $-1043.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -605 | NS      | $-5965.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Harmonic Drive Systems, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1100 | NS      | $-1627.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sapporo Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2000 | NS      | $-950.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Steel Works Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -500 | NS      | $553.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Health International, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1200 | NS      | $569.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -15000 | NS      | $184.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3248 | NS      | $-239.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dow, Inc.                                                                                                                     | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1982 | NS      | $-36.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -829 | NS      | $719.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5633 | NS      | $-557.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Derayah Financial Co.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        754 | NS      | $-662.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        193 | NS      | $-112.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | MMG Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -48000 | NS      | $-179.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Li Auto, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -7200 | NS      | $365.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -14406 | NS      | $292.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGH Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -798 | NS      | $-133.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ono Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2200 | NS      | $-11.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1718 | NS      | $-343.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1054 | NS      | $-2656.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BE Semiconductor Industries NV                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -83 | NS      | $-165.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Novonesis Novozymes B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -716 | NS      | $-630.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -670 | NS      | $509.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Adyen NV                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         57 | NS      | $3522.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Food & Life Cos. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1200 | NS      | $-2355.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Elevance Health, Inc.                                                                                                         | CUSIP: 036752103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -148 | NS      | $-929.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $49.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2044 | NS      | $189.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Toyota Industries Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -600 | NS      | $161.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barry Callebaut AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -40 | NS      | $-4395.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wise plc, Class A                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1333 | NS      | $28.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | flynas Co. SJSC                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        264 | NS      | $94.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -208 | NS      | $66.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brown-Forman Corp., Class B                                                                                                   | CUSIP: 115637209<br>LEI: N/A                  | N/A              | DE               |  | US        |       -659 | NS      | $1344.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barratt Redrow plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -11318 | NS      | $-1708.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2577 | NS      | $-103.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -201 | NS      | $18.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Disco Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -100 | NS      | $-482.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Construction Bank Corp., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -29000 | NS      | $-595.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Continental AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -484 | NS      | $-549.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Davide Campari-Milano NV                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4500 | NS      | $265.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cirsa Enterprises SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        756 | NS      | $1393.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Yakult Honsha Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2100 | NS      | $-546.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BeOne Medicines Ltd., Class H                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1300 | NS      | $1263.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Iberdrola SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1700 | NS      | $1337.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Iluka Resources Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6952 | NS      | $1924.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Swatch Group AG (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -43 | NS      | $-396.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SBI Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2600 | NS      | $-1362.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -7783 | NS      | $-1017.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Molson Coors Beverage Co., Class B                                                                                            | CUSIP: 60871R209<br>LEI: N/A                  | N/A              | DE               |  | US        |       -672 | NS      | $-87.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pool Corp.                                                                                                                    | CUSIP: 73278L105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -161 | NS      | $504.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -303 | NS      | $-262.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2500 | NS      | $12.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $169.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2200 | NS      | $-267.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amcor plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -9968 | NS      | $-199.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | M3, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5200 | NS      | $-1727.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Genuine Parts Co.                                                                                                             | CUSIP: 372460105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -421 | NS      | $938.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Emirates Integrated Telecommunications Co. PJSC                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       7860 | NS      | $877.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zensho Holdings Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -400 | NS      | $-11.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2800 | NS      | $-187.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SMG Swiss Marketplace Group AG                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         26 | NS      | $171.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sigma Healthcare Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -26576 | NS      | $-2780.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JDE Peet's NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -469 | NS      | $15.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alliance Laundry Holdings, Inc.                                                                                               | CUSIP: 01862Q107<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -2003 | NS      | $2523.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tourmaline Oil Corp.                                                                                                          | CUSIP: 89156V106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -937 | NS      | $-694.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Open Text Corp.                                                                                                               | CUSIP: 683715106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1449 | NS      | $1775.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sany Heavy Industry Co. Ltd., Class H                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1000 | NS      | $138.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shiseido Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2400 | NS      | $1063.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Merchants Bank Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5500 | NS      | $-1356.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | UNITE Group plc (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2992 | NS      | $-425.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Galaxy Digital, Inc., Class A                                                                                                 | CUSIP: 36317J209<br>LEI: N/A                  | N/A              | DE               |  | US        |       -205 | NS      | $764.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | W R Berkley Corp.                                                                                                             | CUSIP: 084423102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -652 | NS      | $65.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Willis Towers Watson plc                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -148 | NS      | $562.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | H & M Hennes & Mauritz AB, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -875 | NS      | $-1385.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Croda International plc                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -299 | NS      | $316.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hensoldt AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -387 | NS      | $314.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bunge Global SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -483 | NS      | $342.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cigna Group (The)                                                                                                             | CUSIP: 125523100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -241 | NS      | $89.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Johnson Controls International plc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -473 | NS      | $99.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         78 | NS      | $16.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SSE plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        466 | NS      | $175.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Horizon Robotics                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1800 | NS      | $-13.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ningbo Joyson Electronic Corp., Class H                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2000 | NS      | $470.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baidu, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        800 | NS      | $225.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        800 | NS      | $-440.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        800 | NS      | $-1079.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        900 | NS      | $-452.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        200 | NS      | $-198.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xiaomi Corp., Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2400 | NS      | $-1018.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sunny Optical Technology Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        900 | NS      | $-327.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rheinmetall AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4 | NS      | $-48.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NetEase, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        400 | NS      | $-132.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        700 | NS      | $102.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SBA Communications Corp.                                                                                                      | CUSIP: 78410G104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -433 | NS      | $-1165.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seagate Technology Holdings plc                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -111 | NS      | $820.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | MEIJI Holdings Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -500 | NS      | $-345.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Roche Holding AG                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -95 | NS      | $-225.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                     | CUSIP: 26884L109<br>LEI: N/A                  | N/A              | DE               |  | US        |        136 | NS      | $-407.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ONEOK, Inc.                                                                                                                   | CUSIP: 682680103<br>LEI: N/A                  | N/A              | DE               |  | US        |        106 | NS      | $-31.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768302<br>LEI: N/A                  | N/A              | DE               |  | US        |        326 | NS      | $28.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TOPPAN Holdings, Inc.                                                                                                         | CUSIP: 890747108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -900 | NS      | $1362.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bilibili, Inc., Class Z                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        300 | NS      | $-239.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -56 | NS      | $775.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IDEXX Laboratories, Inc.                                                                                                      | CUSIP: 45168D104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -37 | NS      | $864.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ares Management Corp.                                                                                                         | CUSIP: 03990B101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -170 | NS      | $1440.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                  | CUSIP: 125269100<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1044 | NS      | $311.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nippon Yusen KK                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -800 | NS      | $-934.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -643 | NS      | $-558.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SSE plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -233 | NS      | $-51.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Horizon Robotics                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -17400 | NS      | $248.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |       2820 | OU      | $785.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania New Leu                                                           | Romania New Leu                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | RO        |    -128704 | OU      | $-29691.99    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7 | NC      | $-19646.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         13 | NC      | $-13383.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Riyal                                                               | Saudi Riyal                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | SA        |         -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       4345 | OU      | $471.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $136.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          5 | NC      | $968.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        949 | OU      | $738.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baht                                                                      | Baht                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TH        |         -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Turkish Lira                                                          | New Turkish Lira                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |      29512 | OU      | $687.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         31 | NC      | $501.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |          0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -48 | NC      | $21501.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1 | NC      | $2062.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          8 | NC      | $-6228.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -114 | NC      | $19028.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         10 | NC      | $7347.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00CAVDXE7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26 | NC      | $-84.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Carrier Global Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         27 | NC      | $202.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CAV9754<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-2750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CAVBYD2<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $260.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CAV9770<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $714.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PAVKCP5<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $67.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CAVM5X6<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $2730.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 00CAVA686<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-95.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CAV9788<br>LEI: N/A                  | N/A              | DE               |  | US        |         26 | NC      | $1157.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PAVSV10<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00PAVGMJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-48.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CAVJEC9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-540.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 00CAVL906<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-121.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00CAVDXA5<br>LEI: N/A                  | N/A              | DE               |  | US        |         26 | NC      | $5385.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Medtronic plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4 | NC      | $-16.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PAVKK27<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-65.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Carrier Global Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -27 | NC      | $-742.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PAVKK68<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $1419.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00CAVDPH9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -47 | NC      | $-361.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CAVBYC4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-1795.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Paramount Skydance Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8 | NC      | $-12.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                   | CUSIP: 00CAVKQT6<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CAVJFV6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-264.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CAWUAS2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-48.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                   | CUSIP: 00CAWXPF8<br>LEI: N/A                  | N/A              | DE               |  | US        |         16 | NC      | $160.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CAXD9Y8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-17850.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 00PAZ6PS2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-320.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 00CB0F216<br>LEI: N/A                  | N/A              | DE               |  | US        |         43 | NC      | $813.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd.                                     | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      54783 | PA      | $57413.84     | 0.04%             | 2026-06-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Costco Wholesale Corp.                                                                                                        | CUSIP: 00PAXD9Z1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-435.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                       | CUSIP: 00PB4FG05<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00CB4LLS9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-605.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     114000 | PA      | $138082.06    | 0.09%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 00CB8LYL6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-112.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00CB8NJ13<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-26140.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CB8P5H8<br>LEI: N/A                  | N/A              | DE               |  | US        |         38 | NC      | $5187.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118158.45    | 0.07%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CB8VGQ3<br>LEI: N/A                  | N/A              | DE               |  | US        |         57 | NC      | $14392.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00PB91ZA8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -33 | NC      | $-742.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $122196.66    | 0.08%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |     100000 | PA      | $125503.97    | 0.08%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118832.78    | 0.07%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00CBBYU46<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-820.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         38 | NC      | $-71712.95    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                  | CUSIP: 00PBCBDY4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-1413.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBCG6M1<br>LEI: N/A                  | N/A              | DE               |  | US        |         24 | NC      | $5136.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBCG6Q2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -19 | NC      | $-988.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PAVPEX5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24 | NC      | $-384.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Penta CLO DAC                                                             | Penta CLO DAC, Series 2024-17X, Class D                                                                                       | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118285.49    | 0.07%             | 2038-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                                                           | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121335.76    | 0.08%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CBDTUJ2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -38 | NC      | $-361.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                     | Lion/Polaris Lux 4 SA                                                                                                         | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118876.57    | 0.07%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                                       | Tikehau CLO XII DAC, Series 12X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117947.69    | 0.07%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $120297.28    | 0.07%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       3216 | PA      | $18032.59     | 0.01%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $121989.91    | 0.08%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                               | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118740.86    | 0.07%             | 2037-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      42427 | PA      | $50741.77     | 0.03%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Afflelou SAS                                                              | Afflelou SAS                                                                                                                  | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122255.32    | 0.08%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $-215.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sona Fios CLO III DAC                                                     | Sona Fios CLO III DAC, Series 3X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |     110000 | PA      | $130283.38    | 0.08%             | 2037-04-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00CAVL468<br>LEI: N/A                  | N/A              | DE               |  | US        |         15 | NC      | $855.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $138149.66    | 0.09%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118511.87    | 0.07%             | 2031-09-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                       | CUSIP: 00CBKHGE7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-180.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Providus CLO II DAC                                                       | Providus CLO II DAC, Series 2X, Class DRR                                                                                     | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117578.18    | 0.07%             | 2038-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Arbour CLO VI DAC                                                         | Arbour CLO VI DAC, Series 6X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117929.52    | 0.07%             | 2037-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO VIII DAC                                                 | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                 | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117921.33    | 0.07%             | 2037-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| APCOA Group GmbH                                                          | APCOA Group GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118428.58    | 0.07%             | 2031-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBL6SJ2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-7595.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     394000 | PA      | $8373.15      | 0.01%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                  | Canadian Government Bond                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     371000 | PA      | $268656.38    | 0.17%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 00PBLJX41<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24 | NC      | $-943.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CBM8614<br>LEI: N/A                  | N/A              | DE               |  | US        |        -57 | NC      | $-912.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120049.02    | 0.07%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00CAVL484<br>LEI: N/A                  | N/A              | DE               |  | US        |        -19 | NC      | $-66.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00CBMVQV5<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $2815.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                  | CUSIP: 00CBMZUK5<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $54.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 00CBN4786<br>LEI: N/A                  | N/A              | DE               |  | US        |        -43 | NC      | $-38.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $123295.77    | 0.08%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         34 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -42 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-11662.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8 | NC      | $-11580.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $121960.49    | 0.08%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7 | NC      | $-5477.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119135.90    | 0.07%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBRGY93<br>LEI: N/A                  | N/A              | DE               |  | US        |         16 | NC      | $15920.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                  | CUSIP: 00CBRGXF0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-45.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBRPE18<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24 | NC      | $-5808.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-795.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6 | NC      | $3825.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00PBSXGS9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-1426.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12 | NC      | $12690.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -12 | NC      | $-1086.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CBSR319<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $2691.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     100000 | PA      | $117002.91    | 0.07%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CBT49X3<br>LEI: N/A                  | N/A              | DE               |  | US        |         62 | NC      | $72597.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CBTCPR0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -19 | NC      | $-16547.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     572000 | PA      | $12008.46     | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117983.83    | 0.07%             | 2039-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CBUP732<br>LEI: N/A                  | N/A              | DE               |  | US        |         38 | NC      | $16399.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $279679.14    | 0.17%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $116860.32    | 0.07%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $239297.04    | 0.15%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PBV4WR3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -19 | NC      | $-11368.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119768.67    | 0.07%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118580.98    | 0.07%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119274.10    | 0.07%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -20 | NC      | $-1870.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Salzgitter AG                                                             | Salzgitter AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900E12Z6HXIMHFA15       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $128038.04    | 0.08%             | 2032-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $255.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                                                 | Flex Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |        862 | NS      | $52082.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2X, Class DR                                                                         | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118021.47    | 0.07%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1X, Class D                                                                                 | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117766.36    | 0.07%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     478000 | PA      | $12611.83     | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114550.45    | 0.07%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                                                                        | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $116931.13    | 0.07%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                                                 | Victory Street CLO II DAC, Series 2X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118182.89    | 0.07%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         36 | NC      | $16182.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00CC9W0P7<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $4602.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -42 | NC      | $-887.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -52 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         42 | NC      | $24886.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         52 | NC      | $130.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                 | CUSIP: 00CCA3TL7<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $22.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $180.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 00PCB3YL6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15 | NC      | $-3052.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 00CCB0US5<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $3020.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elm Park CLO DAC                                                          | Elm Park CLO DAC, Series 1X, Class DR3                                                                                        | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118184.18    | 0.07%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $108773.10    | 0.07%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118419.83    | 0.07%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |     152000 | PA      | $0.02         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        104 | NC      | $8081.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -104 | NC      | $-672.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -11 | NC      | $-4169.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         24 | NC      | $8400.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -24 | NC      | $-2280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $135956.66    | 0.08%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 3 Year Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         23 | NC      | $-757.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -1 | NC      | $-1862.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rand                                                                      | Rand                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |       4311 | OU      | $260.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer