# EDGAR Filing Document

**Accession Number:** 0000826732
**File Stem:** 0001410368-25-042350
**Filing Date:** 2025-12
**Character Count:** 416814
**Document Hash:** 958ec019fbdde71060e8e1b70aa5ae8c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042350.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-042350

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS INVESTMENT TRUST/IL
- **CENTRAL INDEX KEY:** 0000826732

**ORGANIZATION NAME:**
- **EIN:** 363316238
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05443
- **FILM NUMBER:** 251599734

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

## Series and Classes Contracts Data

### Calamos Market Neutral Income Fund (Series ID: S000004062)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011366 | Class A      | CVSIX           |
| C000011368 | Class C      | CVSCX           |
| C000011369 | Class I      | CMNIX           |
| C000220408 | Class R6     | CVSOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALAMOS INVESTMENT TRUST/IL

- **b. Investment Company Act file number:** 811-05443

- **c. CIK number of Registrant:** 0000826732

- **d. LEI of Registrant:** 3MM2UW658H6KOU4WEW86

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

  - **Street Address 1:** 2020 CALAMOS COURT

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 630-245-7200

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

- **a. Name of Series:** Calamos Market Neutral Income Fund

- **b. EDGAR series identifier (if any):** S000004062

- **c. LEI of Series:** 549300V8T4Z368WZGT46

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $24715106905.29

**Total Liabilities:** $7727968777.60

**Net Assets:** $16987138127.69

**Cash Not Reported:** $4209186911.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16437.00000000 | **1-Year:** -141521.66000000 | **5-Year:** -107859.47000000 | **10-Year:** -1701.94000000 | **30-Year:** 0.00000000

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

- **3-Month:** -45709.04000000 | **1-Year:** -363300.00000000 | **5-Year:** -554709.52000000 | **10-Year:** -26024.97000000 | **30-Year:** -2569.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011366 | 0.57%                | 0.68%                | 0.82%                |
| Class ID C000011368 | 0.51%                | 0.55%                | 0.75%                |
| Class ID C000011369 | 0.65%                | 0.63%                | 0.90%                |
| Class ID C000220408 | 0.58%                | 0.65%                | 0.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7756462.10             | $206488190.47                              |
| Month 2  | $-16917114.13            | $414221106.35                              |
| Month 3  | $-1538850.76             | $305691432.83                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Abpro Holdings Inc                         | Abpro Holdings Inc                                                                                            | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DE               |  | US        |     625000 | NS      | $8875.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                  | Aflac Inc                                                                                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     125198 | NS      | $13419973.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                               | AES Corp                                                                                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     354435 | NS      | $4916013.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T Inc                                   | AT&T Inc                                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     991521 | NS      | $24540144.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc                        | AST SpaceMobile Inc                                                                                           | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |    -370616 | NS      | $-29741934.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                        | AST SpaceMobile Inc                                                                                           | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $25718080.00    | 0.15%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                        | AST SpaceMobile Inc                                                                                           | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $21165750.00    | 0.12%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                        | AST SpaceMobile Inc                                                                                           | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   15036000 | PA      | $16007175.24    | 0.09%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     253252 | NS      | $31307012.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     317677 | NS      | $69266293.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                  | Adobe Inc                                                                                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      76456 | NS      | $26018741.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                 | Advanced Micro Devices Inc                                                                                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     348882 | NS      | $89355657.84    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| African Agriculture Holdings Inc           | African Agriculture Holdings Inc                                                                              | CUSIP: 00792J118<br>LEI: N/A                  | N/A              | DE               |  | US        |      83333 | NS      | $8.33           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc             | Advanced Energy Industries Inc                                                                                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |     -30800 | NS      | $-6244084.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY IND                        | Advanced Energy Industries Inc                                                                                | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $7990950.00     | 0.05%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AeroVironment Inc                          | AeroVironment Inc                                                                                             | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |     -17000 | NS      | $-6288470.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                          | AeroVironment Inc                                                                                             | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |    6489000 | PA      | $9089466.75     | 0.05%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Aetherium Acquisition Corp                 | Aetherium Acquisition Corp                                                                                    | CUSIP: 00809J119<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $50.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERWINS Technologies Inc                   | AERWINS Technologies Inc                                                                                      | CUSIP: 00810J116<br>LEI: N/A                  | N/A              | DE               |  | US        |     285000 | NS      | $28.50          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                   | Agilent Technologies Inc                                                                                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     167671 | NS      | $24540327.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Airship AI Holdings Inc                    | Airship AI Holdings Inc                                                                                       | CUSIP: 008940116<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $445000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                 | Airbnb Inc                                                                                                    | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  116893000 | PA      | $114881271.47   | 0.68%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Air Products and Chemicals Inc             | Air Products and Chemicals Inc                                                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      58568 | NS      | $14208011.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                    | Akamai Technologies Inc                                                                                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |    -427751 | NS      | $-32124100.10   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                    | Akamai Technologies Inc                                                                                       | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   48500000 | PA      | $46736540.00    | 0.28%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| AKAMAI TECHNOLOGIES INC                    | Akamai Technologies Inc                                                                                       | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $42537600.00    | 0.25%             | 2029-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| AKAMAI TECHNOLOGIES INC                    | Akamai Technologies Inc                                                                                       | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   23422000 | PA      | $23703298.22    | 0.14%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Akero Therapeutics Inc                     | Akero Therapeutics Inc                                                                                        | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     125125 | NS      | $6781775.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                     | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |    -101700 | NS      | $-5005674.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                        | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29719800.00    | 0.17%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                        | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18842400.00    | 0.11%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                             | Albemarle Corp                                                                                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |    -206550 | NS      | $-20289406.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                             | Albemarle Corp                                                                                                | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     600000 | NS      | $26538000.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| AleAnna Inc                                | AleAnna Inc                                                                                                   | CUSIP: 01444V111<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $42525.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc        | Alexandria Real Estate Equities Inc                                                                           | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      49881 | NS      | $2904071.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                  | Alibaba Group Holding Ltd                                                                                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |   -1542000 | NS      | $-262803060.00  | -1.55%            |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                                                     | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  175000000 | PA      | $309452500.00   | 1.82%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                        | Alliant Energy Corp                                                                                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |    -266700 | NS      | $-17820894.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                        | Alliant Energy Corp                                                                                           | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26858000.00    | 0.16%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                        | Alliant Energy Corp                                                                                           | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15504750.00    | 0.09%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Allstate Corp/The                          | Allstate Corp/The                                                                                             | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      97675 | NS      | $18706716.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allurion Technologies Inc                  | Allurion Technologies Inc                                                                                     | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               |  | US        |      22968 | NS      | $909.53         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                | Alnylam Pharmaceuticals Inc                                                                                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |      -9750 | NS      | $-4446390.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                    | Alnylam Pharmaceuticals Inc                                                                                   | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   12401000 | PA      | $12409804.71    | 0.07%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc                               | Alphabet Inc                                                                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     947107 | NS      | $266913694.74   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     911977 | NS      | $256438812.63   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Modus Holdings Inc                   | Alpha Modus Holdings Inc                                                                                      | CUSIP: 020952115<br>LEI: N/A                  | N/A              | DE               |  | US        |     350000 | NS      | $30100.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AltEnergy Acquisition Corp                 | AltEnergy Acquisition Corp                                                                                    | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $825.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                                                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    1664535 | NS      | $406512737.70   | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc             | American Electric Power Co Inc                                                                                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     138608 | NS      | $16668998.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                        | American Express Co                                                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     111789 | NS      | $40325645.97    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp                                                                                   | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5005950.00     | 0.03%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Oncology Network Inc              | American Oncology Network Inc                                                                                 | CUSIP: 028719110<br>LEI: N/A                  | N/A              | DE               |  | US        |     156250 | NS      | $139140.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                        | American Tower Corp                                                                                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      68826 | NS      | $12318477.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp                                                                                   | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49856500.00    | 0.29%             | 2026-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                | American Water Works Co Inc                                                                                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |     -34260 | NS      | $-4400011.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                   | Ameriprise Financial Inc                                                                                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      48942 | NS      | $22159469.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                  | Amgen Inc                                                                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      71211 | NS      | $21251498.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                              | Amphenol Corp                                                                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     302032 | NS      | $42085138.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc                                                                                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Short            | EC               | CORP              | US        |     -42580 | NS      | $-1085790.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                   | Amphastar Pharmaceuticals Inc                                                                                 | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9029300.00     | 0.05%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                         | Analog Devices Inc                                                                                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     123774 | NS      | $28979206.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB AMYRIS INC                          | ESC CB AMYRIS INC                                                                                             | CUSIP: 032ESCAA3<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $111600.00      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc               | Apollo Global Management Inc                                                                                  | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |    -423870 | NS      | $-52691279.70   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                   | Apollo Global Management Inc                                                                                  | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     849428 | NS      | $55501625.52    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    2605203 | NS      | $704368735.11   | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                      | Applied Materials Inc                                                                                         | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     158258 | NS      | $36889939.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                  | Archer-Daniels-Midland Co                                                                                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     148528 | NS      | $8990399.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                       | Ares Management Corp                                                                                          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -245200 | NS      | $-36463692.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                       | Ares Management Corp                                                                                          | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     975000 | NS      | $46107750.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                        | Arista Networks Inc                                                                                           | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     169599 | NS      | $26744066.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                               | Assurant Inc                                                                                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      73411 | NS      | $15542576.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Athena Technology Acquisition Corp II      | Athena Technology Acquisition Corp II                                                                         | CUSIP: 04687C113<br>LEI: 5493008CK2CE7TGDP465 | N/A              | DE               |  | US        |     250000 | NS      | $17500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                               | Autodesk Inc                                                                                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      44349 | NS      | $13364127.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc              | Automatic Data Processing Inc                                                                                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      98229 | NS      | $25569008.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                               | AutoZone Inc                                                                                                  | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5032150.00     | 0.03%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                        | Avery Dennison Corp                                                                                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      47749 | NS      | $8350822.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                  | Avnet Inc                                                                                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Short            | EC               | CORP              | US        |     -52100 | NS      | $-2524245.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                  | Avnet Inc                                                                                                     | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9877900.00     | 0.06%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Axon Enterprise Inc                        | Axon Enterprise Inc                                                                                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |    -108300 | NS      | $-79300509.00   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                        | Axon Enterprise Inc                                                                                           | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $80108000.00    | 0.47%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                              | Bandwidth Inc                                                                                                 | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6367350.00     | 0.04%             | 2028-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp                                                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    1612122 | NS      | $86167920.90    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The           | Bank of New York Mellon Corp/The                                                                              | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     182275 | NS      | $19672940.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinstripes Holdings Inc                    | Pinstripes Holdings Inc                                                                                       | CUSIP: 06690B115<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $1500.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                   | Baxter International Inc                                                                                      | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     187413 | NS      | $3461518.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                      | Becton Dickinson & Co                                                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      60865 | NS      | $10877184.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beneficient                                | Beneficient                                                                                                   | CUSIP: 08178Q119<br>LEI: N/A                  | N/A              | DE               |  | US        |     187500 | NS      | $3375.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC                        | Bentley Systems Inc                                                                                           | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   16398000 | PA      | $16273211.22    | 0.10%             | 2026-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                     | Berkshire Hathaway Inc                                                                                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     263501 | NS      | $125832267.54   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                            | Beyond Meat Inc                                                                                               | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |    3400000 | NS      | $5627000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BEYOND MEAT INC                            | Beyond Meat Inc                                                                                               | CUSIP: 08862EAD1<br>LEI: 549300XQ946NCE51DR09 | Long             | DBT              | CORP              | US        |    6472078 | PA      | $6771411.61     | 0.04%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                          | BILL Holdings Inc                                                                                             | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |     -65700 | NS      | $-3262662.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS INC                          | BILL Holdings Inc                                                                                             | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   58355000 | PA      | $51780142.15    | 0.30%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                 | Biogen Inc                                                                                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      36418 | NS      | $5618204.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitcoin Depot Inc                          | Bitcoin Depot Inc                                                                                             | CUSIP: 09174P113<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $280000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                              | Blackbaud Inc                                                                                                 | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     133042 | NS      | $8520009.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                              | BlackLine Inc                                                                                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |    -139169 | NS      | $-7967425.25    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                              | BlackLine Inc                                                                                                 | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   39921000 | PA      | $42927051.30    | 0.25%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Blackstone Inc                             | Blackstone Inc                                                                                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      96031 | NS      | $14081985.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                              | Blackrock Inc                                                                                                 | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      18911 | NS      | $20477019.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blaize Holdings Inc                        | Blaize Holdings Inc                                                                                           | CUSIP: 092915115<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $875700.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                          | Bloom Energy Corp                                                                                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |    -583400 | NS      | $-77102144.00   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                          | Bloom Energy Corp                                                                                             | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $77609510.00    | 0.46%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                              | Boeing Co/The                                                                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     131139 | NS      | $26361561.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                              | Boeing Co/The                                                                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |    -291400 | NS      | $-58577228.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co/The                                                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    1000000 | NS      | $64720000.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA FINANCE LLC                           | BofA Finance LLC                                                                                              | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   37500000 | PA      | $37407750.00    | 0.22%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Bolt Projects Holdings Inc                 | Bolt Projects Holdings Inc                                                                                    | CUSIP: 09769B115<br>LEI: 529900719EM9SKYHM006 | N/A              | DE               |  | US        |     126666 | NS      | $4255.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                       | Booking Holdings Inc                                                                                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       6813 | NS      | $34594642.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                     | Boston Beer Co Inc/The                                                                                        | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      65364 | NS      | $13529694.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                    | BXP Inc                                                                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               |  | US        |     -37332 | NS      | $-2657665.08    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                                                          | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   10000000 | PA      | $9825400.00     | 0.06%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Boston Scientific Corp                     | Boston Scientific Corp                                                                                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     570764 | NS      | $57487350.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                    | Box Inc                                                                                                       | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |    -595821 | NS      | $-19119895.89   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                    | Box Inc                                                                                                       | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $14920680.00    | 0.09%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOX INC                                    | Box Inc                                                                                                       | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   11951000 | PA      | $12066088.13    | 0.07%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brand Engagement Network Inc               | Brand Engagement Network Inc                                                                                  | CUSIP: 104932116<br>LEI: N/A                  | N/A              | DE               |  | US        |     166666 | NS      | $11199.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                       | Bridgebio Pharma Inc                                                                                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |    -135866 | NS      | $-8510646.24    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                       | Bridgebio Pharma Inc                                                                                          | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $8088900.00     | 0.05%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                       | Bridgebio Pharma Inc                                                                                          | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5286650.00     | 0.03%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BrightSpring Health Services Inc           | BrightSpring Health Services Inc                                                                              | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -981990 | NS      | $-32454769.50   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV                   | BrightSpring Health Services Inc                                                                              | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     300000 | NS      | $33114000.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                   | Broadridge Financial Solutions Inc                                                                            | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3479490.00     | 0.02%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                               | Broadcom Inc                                                                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     822294 | NS      | $303944531.22   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                | Bruker Corp                                                                                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |    -695340 | NS      | $-27076539.60   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                | Bruker Corp                                                                                                   | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |     100000 | NS      | $31625000.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| byNordic Acquisition Corp                  | byNordic Acquisition Corp                                                                                     | CUSIP: 124420118<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $25450.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                    | Cboe Global Markets Inc                                                                                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      86790 | NS      | $21319095.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                            | Cigna Group/The                                                                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      49071 | NS      | $11993443.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                              | CME Group Inc                                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      39332 | NS      | $10442252.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                            | CMS Energy Corp                                                                                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |     -91000 | NS      | $-6693050.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp                                                                                               | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   15040000 | PA      | $16581449.60    | 0.10%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc              | CSG Systems International Inc                                                                                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |    -127015 | NS      | $-9941464.05    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONA                   | CSG Systems International Inc                                                                                 | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |   29963000 | PA      | $35927734.41    | 0.21%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                   | CSX Corp                                                                                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     740770 | NS      | $26682535.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                                                                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     216764 | NS      | $16940106.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                                               | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5007750.00     | 0.03%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calamos Short-Term Bond Fund               | Calamos Short-Term Bond Fund                                                                                  | CUSIP: 128120433<br>LEI: 5493004AI6JEYG0WCK93 | Long             | EC               | RF                | US        |   35117150 | NS      | $337826981.35   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                      | Camden Property Trust                                                                                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      96159 | NS      | $9565897.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMTEK LTD/ISRAEL                          | Camtek Ltd/Israel                                                                                             | CUSIP: 13469VAC2<br>LEI: 5493000H80W07HCKGS43 | Long             | DBT              | CORP              | IL        |    5000000 | PA      | $6302650.00     | 0.04%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canna-Global Acquisition Corp              | Canna-Global Acquisition Corp                                                                                 | CUSIP: 13767K119<br>LEI: N/A                  | N/A              | DE               |  | US        |     400000 | NS      | $40.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                 | Capital One Financial Corp                                                                                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     112748 | NS      | $24803432.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                              | Carnival Corp                                                                                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     587155 | NS      | $16927678.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Carnival Corp                              | Carnival Corp                                                                                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |   -1414197 | NS      | $-40771299.51   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   20000000 | PA      | $44512000.00    | 0.26%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                        | Carrier Global Corp                                                                                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     282620 | NS      | $16813063.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                            | Caterpillar Inc                                                                                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      97900 | NS      | $56513754.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                               | Centene Corp                                                                                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     115314 | NS      | $4078656.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                     | CenterPoint Energy Inc                                                                                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |    -568000 | NS      | $-21720320.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy Inc                                                                                        | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27523000.00    | 0.16%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy Inc                                                                                        | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25414250.00    | 0.15%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp                        | Centrus Energy Corp                                                                                           | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |     -60709 | NS      | $-22308129.14   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP                        | Centrus Energy Corp                                                                                           | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $26500200.00    | 0.16%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                               | Dayforce Inc                                                                                                  | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |   29882000 | PA      | $29365639.04    | 0.17%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                       | Chart Industries Inc                                                                                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      96775 | NS      | $19318225.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                       | Chart Industries Inc                                                                                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |    -139792 | NS      | $-27905279.04   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                       | Chart Industries Inc                                                                                          | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |     396461 | NS      | $28117014.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                                                                                    | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |     -65100 | NS      | $-3241980.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                   | Cheesecake Factory Inc/The                                                                                    | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7901920.00     | 0.05%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ESC CB CHESAPEAKE ENER                     | ESC CB CHESAPEAKE ENER                                                                                        | CUSIP: 165ESCAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $60000.00       | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                                                                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     534562 | NS      | $84311118.64    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                 | Chipotle Mexican Grill Inc                                                                                    | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     432629 | NS      | $13710013.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                     | Church & Dwight Co Inc                                                                                        | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      95453 | NS      | $8370273.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CID Holdco Inc                             | CID Holdco Inc                                                                                                | CUSIP: 171756117<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $159000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                          | Cipher Mining Inc                                                                                             | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Short            | EC               | CORP              | US        |   -1213000 | NS      | $-22622450.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER MINING                              | Cipher Mining Inc                                                                                             | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   22895000 | PA      | $32571571.75    | 0.19%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                                                                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     883901 | NS      | $64622002.11    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                              | Citigroup Inc                                                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     276231 | NS      | $27962864.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Classover Holdings Inc                     | Classover Holdings Inc                                                                                        | CUSIP: 182744110<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $44850.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                             | Cloudflare Inc                                                                                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |    -267994 | NS      | $-67882880.20   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                             | Cloudflare Inc                                                                                                | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $70086500.00    | 0.41%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                             | Cloudflare Inc                                                                                                | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $31210000.00    | 0.18%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                           | Coca-Cola Co/The                                                                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     633332 | NS      | $43636574.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp        | Cognizant Technology Solutions Corp                                                                           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     127737 | NS      | $9309472.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                        | Coinbase Global Inc                                                                                           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      35545 | NS      | $12219660.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                        | Coinbase Global Inc                                                                                           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |    -249433 | NS      | $-85750076.74   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                        | Coinbase Global Inc                                                                                           | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $30985625.00    | 0.18%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| COINBASE GLOBAL INC                        | Coinbase Global Inc                                                                                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   45468000 | PA      | $58139022.24    | 0.34%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| COINBASE GLOBAL INC                        | Coinbase Global Inc                                                                                           | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27216000.00    | 0.16%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| COINBASE GLOBAL INC                        | Coinbase Global Inc                                                                                           | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   36205000 | PA      | $40543445.15    | 0.24%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                       | Colgate-Palmolive Co                                                                                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     147175 | NS      | $11339833.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     812875 | NS      | $22626375.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                      | Commvault Systems Inc                                                                                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Short            | EC               | CORP              | US        |     -58500 | NS      | $-8144370.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                      | Commvault Systems Inc                                                                                         | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22858500.00    | 0.13%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SunPower Inc                               | SunPower Inc                                                                                                  | CUSIP: 20460L112<br>LEI: N/A                  | N/A              | DE               |  | US        |      42500 | NS      | $12741.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                | Compass Inc                                                                                                   | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Short            | EC               | CORP              | US        |   -2872000 | NS      | $-22143120.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp II                | Concord Acquisition Corp II                                                                                   | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DE               |  | US        |      92316 | NS      | $5077.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                              | Confluent Inc                                                                                                 | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $47741000.00    | 0.28%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                                                                                   | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |     -22956 | NS      | $-1010064.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                | CONMED Corp                                                                                                   | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $26333175.00    | 0.16%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     243172 | NS      | $21608263.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                    | Consolidated Edison Inc                                                                                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     107748 | NS      | $10495732.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                   | Constellation Brands Inc                                                                                      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      73772 | NS      | $9692165.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                | Corteva Inc                                                                                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     166446 | NS      | $10226442.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                      | Costco Wholesale Corp                                                                                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      58450 | NS      | $53274252.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc       | Cracker Barrel Old Country Store Inc                                                                          | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |     -48000 | NS      | $-1617600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD COUNT                   | Cracker Barrel Old Country Store Inc                                                                          | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5767090.00     | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                   | Crowdstrike Holdings Inc                                                                                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      56874 | NS      | $30883150.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                           | Crown Castle Inc                                                                                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     132447 | NS      | $11949368.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD                      | CyberArk Software Ltd                                                                                         | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   30000000 | PA      | $35059500.00    | 0.21%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                              | DR Horton Inc                                                                                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     157797 | NS      | $23524376.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                               | Danaher Corp                                                                                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     147103 | NS      | $31683044.14    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                     | Darden Restaurants Inc                                                                                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      51943 | NS      | $9357531.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                | Datadog Inc                                                                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      74138 | NS      | $12070407.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                | Datadog Inc                                                                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |     -37800 | NS      | $-6154218.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                | Datadog Inc                                                                                                   | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15924150.00    | 0.09%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Deere & Co                                 | Deere & Co                                                                                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      50895 | NS      | $23494658.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVVSTREAM CORP                            | DEVVSTREAM CORP                                                                                               | CUSIP: 251936118<br>LEI: N/A                  | N/A              | DE               |  | CA        |     525800 | NS      | $52.58          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                 | Dexcom Inc                                                                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      99452 | NS      | $5790095.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                 | Dexcom Inc                                                                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |     -50257 | NS      | $-2925962.54    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                 | Dexcom Inc                                                                                                    | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27270000.00    | 0.16%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                   | Digital Realty Trust Inc                                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      74815 | NS      | $12749224.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                   | Digital Realty Trust Inc                                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               |  | US        |     -27000 | NS      | $-4601070.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                    | Digital Realty Trust LP                                                                                       | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   11254000 | PA      | $11896265.78    | 0.07%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| DigitalOcean Holdings Inc                  | DigitalOcean Holdings Inc                                                                                     | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |    -135700 | NS      | $-5517562.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                      | DigitalOcean Holdings Inc                                                                                     | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $8756090.00     | 0.05%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Walt Disney Co/The                         | Walt Disney Co/The                                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     367001 | NS      | $41331652.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                        | Dollar General Corp                                                                                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      45055 | NS      | $4445126.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                            | Dollar Tree Inc                                                                                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      81387 | NS      | $8067079.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                        | Dominion Energy Inc                                                                                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     290058 | NS      | $17023504.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                               | DoorDash Inc                                                                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      56392 | NS      | $14344433.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                               | DoorDash Inc                                                                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |    -182000 | NS      | $-46295340.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                               | DoorDash Inc                                                                                                  | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $82890000.00    | 0.49%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $319780.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD SGD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $418329.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1655598.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                    | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $2349910.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-92309.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Co.                         | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |          1 | NC      | $191442.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Co.                         | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |          1 | NC      | $219009.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Co.                         | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |          1 | NC      | $21360.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-151463.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                    | DraftKings Holdings Inc                                                                                       | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   55500000 | PA      | $49474365.00    | 0.29%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| DraftKings Inc                             | DraftKings Inc                                                                                                | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |    -157300 | NS      | $-4811807.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                | Dropbox Inc                                                                                                   | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |    -622200 | NS      | $-18043800.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                | Dropbox Inc                                                                                                   | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22695940.00    | 0.13%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                | Dropbox Inc                                                                                                   | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   27750000 | PA      | $28332750.00    | 0.17%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                           | Duke Energy Corp                                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     175990 | NS      | $21875557.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                           | Duke Energy Corp                                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |    -384900 | NS      | $-47843070.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                                              | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $70040100.00    | 0.41%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                      | DuPont de Nemours Inc                                                                                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     149884 | NS      | $12238028.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                          | EOG Resources Inc                                                                                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      72781 | NS      | $7703141.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                   | eBay Inc                                                                                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     147973 | NS      | $12031684.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                       | Edison International                                                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      84591 | NS      | $4684649.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                  | Edwards Lifesciences Corp                                                                                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     166443 | NS      | $13723225.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electriq Power Holdings Inc                | Electriq Power Holdings Inc                                                                                   | CUSIP: 285046116<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $600.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                        | Electronic Arts Inc                                                                                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     168795 | NS      | $33769127.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                        | Emerson Electric Co                                                                                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     198637 | NS      | $27723766.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fold Holdings Inc                          | Fold Holdings Inc                                                                                             | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               |  | US        |       8600 | NS      | $3440.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                    | Energy Fuels Inc/Canada                                                                                       | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Short            | EC               | CORP              | CA        |    -255000 | NS      | $-5230050.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY FUELS INC                           | Energy Fuels Inc/Canada                                                                                       | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $12911400.00    | 0.08%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Engene Holdings Inc                        | Engene Holdings Inc                                                                                           | CUSIP: 29286M113<br>LEI: N/A                  | N/A              | DE               |  | CA        |     150000 | NS      | $279000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                         | Enphase Energy Inc                                                                                            | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19644600.00    | 0.12%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                         | Enphase Energy Inc                                                                                            | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13871200.00    | 0.08%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                               | Entergy Corp                                                                                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     157576 | NS      | $15141477.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                                                             | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5008050.00     | 0.03%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                      | Envista Holdings Corp                                                                                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |     -27812 | NS      | $-565974.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                      | Envista Holdings Corp                                                                                         | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4751750.00     | 0.03%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Envoy Medical Inc                          | Envoy Medical Inc                                                                                             | CUSIP: 29415V117<br>LEI: N/A                  | N/A              | DE               |  | US        |     100000 | NS      | $4060.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                | Equinix Inc                                                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      13186 | NS      | $11155487.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                   | Etsy Inc                                                                                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |    -174059 | NS      | $-10791658.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                   | Etsy Inc                                                                                                      | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20474000.00    | 0.12%             | 2026-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                   | Etsy Inc                                                                                                      | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $44658500.00    | 0.26%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                   | Etsy Inc                                                                                                      | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10673900.00    | 0.06%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Euronet Worldwide Inc                      | Euronet Worldwide Inc                                                                                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |     -65846 | NS      | $-4995077.56    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                      | Euronet Worldwide Inc                                                                                         | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   14808000 | PA      | $13452475.68    | 0.08%             | 2030-10-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| Everest Consolidator Acquisition Corp      | Everest Consolidator Acquisition Corp                                                                         | CUSIP: 29978K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1250000 | NS      | $14462500.00    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| Everest Consolidator Acquisition Corp      | Everest Consolidator Acquisition Corp                                                                         | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               |  | US        |     625000 | NS      | $12562.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                                                                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |    -720800 | NS      | $-55364648.00   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                 | Evergy Inc                                                                                                    | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $69944600.00    | 0.41%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                | Exelon Corp                                                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     334712 | NS      | $15436917.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     770985 | NS      | $88169844.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                                                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     380942 | NS      | $246983745.70   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon's Beyond Global Inc                 | Falcon's Beyond Global Inc                                                                                    | CUSIP: 306121112<br>LEI: N/A                  | N/A              | DE               |  | US        |      10000 | NS      | $12100.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FARFETCH LTD                               | Farfetch Ltd                                                                                                  | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   18500000 | PA      | $133200.00      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust            | Federal Realty Investment Trust                                                                               | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Short            | EC               |  | US        |     -31800 | NS      | $-3058842.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY OP LP                       | Federal Realty OP LP                                                                                          | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   11000000 | PA      | $11055110.00    | 0.07%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                 | Fiserv Inc                                                                                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     116039 | NS      | $7738640.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                           | FirstEnergy Corp                                                                                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     178354 | NS      | $8173963.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                           | FirstEnergy Corp                                                                                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |    -480000 | NS      | $-21998400.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                           | FirstEnergy Corp                                                                                              | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $59868600.00    | 0.35%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Five9 Inc                                  | Five9 Inc                                                                                                     | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |     -33000 | NS      | $-801240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                  | Five9 Inc                                                                                                     | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   41995000 | PA      | $37499015.30    | 0.22%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FIVERR INTERNATIONAL LTD                   | Fiverr International Ltd                                                                                      | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |   30000000 | PA      | $29961900.00    | 0.18%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                 | Fluor Corp                                                                                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |    -205733 | NS      | $-10033598.41   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                                 | Fluor Corp                                                                                                    | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $16124125.00    | 0.09%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| flyExclusive Inc                           | flyExclusive Inc                                                                                              | CUSIP: 343928115<br>LEI: N/A                  | N/A              | DE               |  | US        |      75000 | NS      | $15000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                              | Ford Motor Co                                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     755463 | NS      | $9919229.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                              | Ford Motor Co                                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |    -390800 | NS      | $-5131204.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co                                                                                                 | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $13092375.00    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Four Leaf Acquisition Corp                 | Four Leaf Acquisition Corp                                                                                    | CUSIP: 35088F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     231000 | NS      | $2714250.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Four Leaf Acquisition Corp                 | Four Leaf Acquisition Corp                                                                                    | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DE               |  | US        |      60000 | NS      | $4614.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                   | Fox Corp                                                                                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     146933 | NS      | $9499218.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                       | Freeport-McMoRan Inc                                                                                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     456087 | NS      | $19018827.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusemachines Inc                           | Fusemachines Inc                                                                                              | CUSIP: 36118R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      75000 | NS      | $202500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusemachines Inc                           | Fusemachines Inc                                                                                              | CUSIP: 36118R111<br>LEI: N/A                  | N/A              | DE               |  | US        |     375000 | NS      | $78787.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureTech II Acquisition Corp             | FutureTech II Acquisition Corp                                                                                | CUSIP: 36119D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     496419 | NS      | $5966956.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FutureTech II Acquisition Corp             | FutureTech II Acquisition Corp                                                                                | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $15050.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCT Semiconductor Holding Inc              | GCT Semiconductor Holding Inc                                                                                 | CUSIP: 36170N115<br>LEI: N/A                  | N/A              | DE               |  | US        |     225000 | NS      | $21937.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc             | GE HealthCare Technologies Inc                                                                                | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      62861 | NS      | $4711431.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                    | Arthur J Gallagher & Co                                                                                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      87313 | NS      | $21783720.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                              | GameStop Corp                                                                                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |   -2485500 | NS      | $-55401795.00   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                              | GameStop Corp                                                                                                 | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | N/A              | DE               |  | US        |      94926 | NS      | $284778.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                              | GameStop Corp                                                                                                 | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20622200.00    | 0.12%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                              | GameStop Corp                                                                                                 | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $92298600.00    | 0.54%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                | Gartner Inc                                                                                                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      43136 | NS      | $10712394.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                             | GE Vernova Inc                                                                                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      47146 | NS      | $27587010.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                       | Generac Holdings Inc                                                                                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      54176 | NS      | $9102651.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                      | General Dynamics Corp                                                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      43657 | NS      | $15057299.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                        | General Electric Co                                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     188583 | NS      | $58262717.85    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                          | General Mills Inc                                                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     160978 | NS      | $7503184.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                          | General Motors Co                                                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     283630 | NS      | $19595996.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                                               | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4971600.00     | 0.03%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences Inc                                                                                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     230237 | NS      | $27580090.23    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                        | Global Payments Inc                                                                                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      65773 | NS      | $5114508.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                                                           | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   34916000 | PA      | $31506452.60    | 0.19%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                              | Golar LNG Ltd                                                                                                 | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    5000000 | PA      | $5074400.00     | 0.03%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     106023 | NS      | $83691375.51    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                   | Granite Construction Inc                                                                                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Short            | EC               | CORP              | US        |    -142056 | NS      | $-14618982.96   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                   | Granite Construction Inc                                                                                      | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $15923320.00    | 0.09%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                                                                                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |     -66880 | NS      | $-2793577.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COS INC                         | Greenbrier Cos Inc/The                                                                                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6863010.00     | 0.04%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Groupon Inc                                | Groupon Inc                                                                                                   | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |    -110000 | NS      | $-2214300.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GROUPON INC                                | Groupon Inc                                                                                                   | CUSIP: 399473AH0<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $7145840.00     | 0.04%             | 2027-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Grove Collaborative Holdings               | Grove Collaborative Holdings                                                                                  | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               |  | US        |      20000 | NS      | $273.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                                                                                    | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Short            | EC               | CORP              | US        |    -200736 | NS      | $-3408497.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GUESS INC                                  | Guess? Inc                                                                                                    | CUSIP: 401617AF2<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14898900.00    | 0.09%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                     | Guidewire Software Inc                                                                                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |     -42864 | NS      | $-10014744.96   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                     | Guidewire Software Inc                                                                                        | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $17761050.00    | 0.10%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| HCA Healthcare Inc                         | HCA Healthcare Inc                                                                                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      49586 | NS      | $22793692.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                     | HP Inc                                                                                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     248575 | NS      | $6878070.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                           | Haemonetics Corp                                                                                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |     -26400 | NS      | $-1320264.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                           | Haemonetics Corp                                                                                              | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9358400.00     | 0.06%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Halozyme Therapeutics Inc                  | Halozyme Therapeutics Inc                                                                                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |    -520224 | NS      | $-33913402.56   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                   | Halozyme Therapeutics Inc                                                                                     | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   37000000 | PA      | $48698660.00    | 0.29%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                  | Healthpeak Properties Inc                                                                                     | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |     504115 | NS      | $9048864.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                | Jack Henry & Associates Inc                                                                                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      43848 | NS      | $6530721.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ CORP/THE                             | Hertz Corp/The                                                                                                | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8467360.00     | 0.05%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Global Holdings Inc                  | Hertz Global Holdings Inc                                                                                     | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Short            | EC               | CORP              | US        |    -155581 | NS      | $-798130.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co              | Hewlett Packard Enterprise Co                                                                                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |   -2614789 | NS      | $-63853147.38   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                                                 | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |    1050000 | NS      | $70959000.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                     | Hims & Hers Health Inc                                                                                        | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |    -136500 | NS      | $-6205290.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HIMS & HERS HEALTH                         | Hims & Hers Health Inc                                                                                        | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |   14589000 | PA      | $14685287.40    | 0.09%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                         | Home Depot Inc/The                                                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     196443 | NS      | $74567798.37    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                | Honeywell International Inc                                                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     165269 | NS      | $33273607.77    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                | Hubbell Inc                                                                                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       8488 | NS      | $3989360.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                 | Humana Inc                                                                                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      30076 | NS      | $8366842.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH               | Huntington Bancshares Inc/OH                                                                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     414536 | NS      | $6400435.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP FINANCECO 2                    | Match Group Financeco 2 Inc                                                                                   | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14621400.00    | 0.09%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                    | Match Group Financeco 3 Inc                                                                                   | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $36253600.00    | 0.21%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| iRhythm Technologies Inc                   | iRhythm Technologies Inc                                                                                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Short            | EC               | CORP              | US        |     -30800 | NS      | $-5768840.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                   | iRhythm Technologies Inc                                                                                      | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $7309100.00     | 0.04%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| iLearningEngines Holdings Inc              | iLearningEngines Holdings Inc                                                                                 | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               |  | US        |      50000 | NS      | $5.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                    | Illinois Tool Works Inc                                                                                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      62285 | NS      | $15192557.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                            | Informatica Inc                                                                                               | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |     253567 | NS      | $6306211.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MultiSensor AI Holdings Inc                | MultiSensor AI Holdings Inc                                                                                   | CUSIP: 456948116<br>LEI: N/A                  | N/A              | DE               |  | US        |      75000 | NS      | $10410.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                                                                                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |    -220900 | NS      | $-4020380.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                               | Innoviva Inc                                                                                                  | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9864200.00     | 0.06%             | 2028-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Zoomcar Holdings Inc                       | Zoomcar Holdings Inc                                                                                          | CUSIP: 45784G119<br>LEI: 549300U6QXNGB66F1K14 | N/A              | DE               |  | US        |     200000 | NS      | $2330.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innventure Inc                             | Innventure Inc                                                                                                | CUSIP: 45784M116<br>LEI: N/A                  | N/A              | DE               |  | US        |     412500 | NS      | $325875.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                 | Intel Corp                                                                                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     722694 | NS      | $28900533.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holdings Corp                                                                                         | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |     -37733 | NS      | $-2436419.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                      | Integer Holdings Corp                                                                                         | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |   13276000 | PA      | $11503255.72    | 0.07%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Integral Acquisition Corp 1                | Integral Acquisition Corp 1                                                                                   | CUSIP: 45827K119<br>LEI: N/A                  | N/A              | DE               |  | US        |     125000 | NS      | $3125.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterDigital Inc                           | InterDigital Inc                                                                                              | CUSIP: 45867G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -129041 | NS      | $-46707680.36   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                           | InterDigital Inc                                                                                              | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $46902400.00    | 0.28%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp       | International Business Machines Corp                                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     118081 | NS      | $36299280.21    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                 | Intuit Inc                                                                                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      64500 | NS      | $43056975.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                     | Intuitive Surgical Inc                                                                                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      82909 | NS      | $44296620.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                  | Ionis Pharmaceuticals Inc                                                                                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |    -197580 | NS      | $-14680194.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                   | Ionis Pharmaceuticals Inc                                                                                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   12366000 | PA      | $18824885.46    | 0.11%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                         | IQVIA Holdings Inc                                                                                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      50501 | NS      | $10931446.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN LTD                                   | IREN Ltd                                                                                                      | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    4000000 | PA      | $18347480.00    | 0.11%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                   | IREN Ltd                                                                                                      | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   10770000 | PA      | $11405430.00    | 0.07%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Itron Inc                                  | Itron Inc                                                                                                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |    -188565 | NS      | $-18918726.45   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                  | Itron Inc                                                                                                     | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10709496.00    | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                  | Itron Inc                                                                                                     | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25784000.00    | 0.15%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     479573 | NS      | $149204751.76   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                          | Jamf Holding Corp                                                                                             | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14711100.00    | 0.09%             | 2026-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                     | Jazz Investments I Ltd                                                                                        | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   15000000 | PA      | $16098000.00    | 0.09%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                     | Jazz Investments I Ltd                                                                                        | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12500000 | PA      | $15243125.00    | 0.09%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| JD.com Inc                                 | JD.com Inc                                                                                                    | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |    -250000 | NS      | $-8260000.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                 | JD.com Inc                                                                                                    | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |   37190000 | PA      | $39318011.80    | 0.23%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corp                             | JBT Marel Corp                                                                                                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |     -90300 | NS      | $-11386830.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                             | JBT Marel Corp                                                                                                | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19983000.00    | 0.12%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                             | JBT Marel Corp                                                                                                | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   14795000 | PA      | $13812316.10    | 0.08%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                          | Johnson & Johnson                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     398882 | NS      | $75336843.34    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                             | Ziff Davis Inc                                                                                                | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19291400.00    | 0.11%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                               | KKR & Co Inc                                                                                                  | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -418000 | NS      | $-49461940.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                               | KKR & Co Inc                                                                                                  | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    1300000 | NS      | $63726000.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                  | Kellanova                                                                                                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     408561 | NS      | $33935076.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                  | Keysight Technologies Inc                                                                                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      56308 | NS      | $10302111.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                        | Kimberly-Clark Corp                                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      88431 | NS      | $10586075.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                          | Kinder Morgan Inc                                                                                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     503704 | NS      | $13192007.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                                                                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     211969 | NS      | $13487587.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                             | LCI Industries                                                                                                | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4908600.00     | 0.03%             | 2026-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Li Auto Inc                                | Li Auto Inc                                                                                                   | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Short            | EC               | CORP              | KY        |    -356900 | NS      | $-7441365.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LI AUTO INC                                | Li Auto Inc                                                                                                   | CUSIP: 50202MAB8<br>LEI: 2549003R73Q70J5H4I65 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $15799200.00    | 0.09%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies Inc                                                                                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      65755 | NS      | $19009770.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                       | Labcorp Holdings Inc                                                                                          | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44606 | NS      | $11328139.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                          | Lam Research Corp                                                                                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     183943 | NS      | $28963664.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | Lantheus Holdings Inc                                                                                         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |     -31580 | NS      | $-1821850.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                      | Lantheus Holdings Inc                                                                                         | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5548100.00     | 0.03%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LanzaTech Global Inc                       | LanzaTech Global Inc                                                                                          | CUSIP: 51655R119<br>LEI: N/A                  | N/A              | DE               |  | US        |     300000 | NS      | $4590.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                       | Las Vegas Sands Corp                                                                                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     168795 | NS      | $10017983.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                   | Estee Lauder Cos Inc/The                                                                                      | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      55999 | NS      | $5414543.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                     | Liberty Broadband Corp                                                                                        | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9897800.00     | 0.06%             | 2053-03-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Inc                 | Ligand Pharmaceuticals Inc                                                                                    | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Short            | EC               | CORP              | US        |     -20200 | NS      | $-3864462.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                   | Ligand Pharmaceuticals Inc                                                                                    | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5865500.00     | 0.03%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co                             | Eli Lilly & Co                                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     150018 | NS      | $129444531.48   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Liminatus Pharma LLC                       | Liminatus Pharma LLC                                                                                          | CUSIP: 53271X116<br>LEI: N/A                  | N/A              | DE               |  | US        |       6250 | NS      | $861.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                             | Rheinmetall AG                                                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Short            | EC               | CORP              | DE        |     -64709 | NS      | $-126909495.65  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc              | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |    -174913 | NS      | $-26154740.89   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                   | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $22669800.00    | 0.13%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                   | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    5996000 | PA      | $6400190.36     | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                   | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14886150.00    | 0.09%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LivePerson Inc                             | LivePerson Inc                                                                                                | CUSIP: 538146309<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     269176 | NS      | $1698500.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LIVEPERSON INC                             | LivePerson Inc                                                                                                | CUSIP: 538146AJ0<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |    5900393 | PA      | $2773184.71     | 0.02%             | 2029-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                       | Lockheed Martin Corp                                                                                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      35693 | NS      | $17556672.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Technology inc                       | Lotus Technology inc                                                                                          | CUSIP: 54572F119<br>LEI: 984500BB84E413EA3D69 | N/A              | DE               |  | KY        |      33333 | NS      | $2499.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                             | Lowe's Cos Inc                                                                                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     158922 | NS      | $37844095.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                            | Lucid Group Inc                                                                                               | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | EC               | CORP              | US        |       -100 | NS      | $-1775.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                            | Lucid Group Inc                                                                                               | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $36419400.00    | 0.21%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                    | Lululemon Athletica Inc                                                                                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      36096 | NS      | $6155811.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                      | Lumentum Holdings Inc                                                                                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -402953 | NS      | $-81219206.68   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                      | Lumentum Holdings Inc                                                                                         | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $24771840.00    | 0.15%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                      | Lumentum Holdings Inc                                                                                         | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $29616300.00    | 0.17%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| LUMENTUM HOLDINGS INC                      | Lumentum Holdings Inc                                                                                         | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $39722700.00    | 0.23%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| LUMINAR TECHNOLOGIES INC                   | Luminar Technologies Inc                                                                                      | CUSIP: 550424AA3<br>LEI: 549300AVGXLDWYMI4298 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $1755200.00     | 0.01%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                                   | Lyft Inc                                                                                                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |    -800270 | NS      | $-16373524.20   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                   | Lyft Inc                                                                                                      | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $7464180.00     | 0.04%             | 2029-03-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| LYFT INC                                   | Lyft Inc                                                                                                      | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $23348800.00    | 0.14%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                              | M&T Bank Corp                                                                                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      48652 | NS      | $8945643.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                    | MKS Inc                                                                                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |     -65600 | NS      | $-9427376.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                    | MKS Inc                                                                                                       | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $17987550.00    | 0.11%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| MP Materials Corp                          | MP Materials Corp                                                                                             | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |    -453743 | NS      | $-28626645.87   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                          | MP Materials Corp                                                                                             | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $30341100.00    | 0.18%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sphere Entertainment Co                    | Sphere Entertainment Co                                                                                       | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |    -114200 | NS      | $-7820416.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                    | Sphere Entertainment Co                                                                                       | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $15459075.00    | 0.09%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                         | MakeMyTrip Ltd                                                                                                | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |   21845000 | PA      | $21066225.75    | 0.12%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA Holdings Inc                          | MARA Holdings Inc                                                                                             | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |   -1470000 | NS      | $-26856900.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                          | MARA Holdings Inc                                                                                             | CUSIP: 565788AD8<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $8603770.00     | 0.05%             | 2031-09-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                          | MARA Holdings Inc                                                                                             | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17440640.00    | 0.10%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| MARA HOLDINGS INC                          | MARA Holdings Inc                                                                                             | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21926600.00    | 0.13%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp                    | Marathon Petroleum Corp                                                                                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     152241 | NS      | $29673293.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marblegate Capital Corp                    | Marblegate Capital Corp                                                                                       | CUSIP: 56608R116<br>LEI: N/A                  | N/A              | DE               |  | US        |     228160 | NS      | $31942.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATION WORLDW                   | Marriott Vacations Worldwide Corp                                                                             | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6930210.00     | 0.04%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                   | Marriott Vacations Worldwide Corp                                                                             | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9542200.00     | 0.06%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos Inc                   | Marsh & McLennan Cos Inc                                                                                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     134973 | NS      | $24045439.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                 | Masco Corp                                                                                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     147094 | NS      | $9525807.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                             | Mastercard Inc                                                                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     166065 | NS      | $91666219.35    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                            | Match Group Inc                                                                                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     183068 | NS      | $5920419.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                            | Match Group Inc                                                                                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |     -79347 | NS      | $-2566081.98    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp                                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     125495 | NS      | $37451472.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                              | McKesson Corp                                                                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      31249 | NS      | $25353563.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                       | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3001890.00     | 0.02%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     501628 | NS      | $43129975.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |     -68400 | NS      | $-5881032.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems Inc                                                                                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Short            | EC               | CORP              | US        |     -83500 | NS      | $-7309590.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                   | Merit Medical Systems Inc                                                                                     | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $12104400.00    | 0.07%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                | MetLife Inc                                                                                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     147061 | NS      | $11738409.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    1310178 | NS      | $678423270.18   | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                               | Strategy Inc                                                                                                  | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |    -614442 | NS      | $-165598263.42  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                               | Strategy Inc                                                                                                  | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     200000 | NS      | $17200000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                               | Strategy Inc                                                                                                  | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   48000000 | PA      | $92020800.00    | 0.54%             | 2030-03-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                               | Strategy Inc                                                                                                  | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $41739600.00    | 0.25%             | 2031-03-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                               | Strategy Inc                                                                                                  | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $54552750.00    | 0.32%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| STRATEGY INC                               | Strategy Inc                                                                                                  | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   82000000 | PA      | $71631100.00    | 0.42%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Microchip Technology Inc                   | Microchip Technology Inc                                                                                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |    -831000 | NS      | $-51871020.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                   | Microchip Technology Inc                                                                                      | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    1000000 | NS      | $57900000.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                   | Microchip Technology Inc                                                                                      | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19548800.00    | 0.12%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                      | Micron Technology Inc                                                                                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     298360 | NS      | $66764017.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc      | Mid-America Apartment Communities Inc                                                                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      59465 | NS      | $7625196.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                           | ANA Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Short            | EC               | CORP              | JP        |    -218100 | NS      | $-4088578.94    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                    | Mirion Technologies Inc                                                                                       | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |    -263882 | NS      | $-7750214.34    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                    | Mirion Technologies Inc                                                                                       | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $5775480.00     | 0.03%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| MIRION TECHNOLOGIES INC                    | Mirion Technologies Inc                                                                                       | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $9345375.00     | 0.06%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CONTRA MIRATI THERAPEU                     | CONTRA MIRATI THERAPEU                                                                                        | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | N/A              | DE               |  | US        |     277808 | NS      | $277808.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mondelez International Inc                 | Mondelez International Inc                                                                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     417468 | NS      | $23987711.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                      | Monster Beverage Corp                                                                                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     183779 | NS      | $12281950.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AirJoule Technologies Corp                 | AirJoule Technologies Corp                                                                                    | CUSIP: 612160119<br>LEI: N/A                  | N/A              | DE               |  | US        |      50000 | NS      | $60000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relo Group Inc                             | Relo Group Inc                                                                                                | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Short            | EC               | CORP              | JP        |     -79000 | NS      | $-849925.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     248270 | NS      | $40716280.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Ltd                           | Lenovo Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Short            | EC               | CORP              | HK        |   -5383000 | NS      | $-7869569.08    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent Inc                             | CyberAgent Inc                                                                                                | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Short            | EC               | CORP              | JP        |    -670000 | NS      | $-6682175.07    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                | Daiwa House Industry Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      22900 | NS      | $777598.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                | Daiwa House Industry Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Short            | EC               | CORP              | JP        |    -579200 | NS      | $-19667468.69   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   35972000 | PA      | $34590315.48    | 0.20%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NIO Inc                                    | NIO Inc                                                                                                       | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | KY        |   -1766400 | NS      | $-12806400.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NIO INC                                    | NIO Inc                                                                                                       | CUSIP: 62914VAJ5<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |   25000000 | PA      | $25857250.00    | 0.15%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIO INC                                    | NIO Inc                                                                                                       | CUSIP: 62914VAK2<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $15188700.00    | 0.09%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                            | Nebius Group NV                                                                                               | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   16605000 | PA      | $21196282.50    | 0.12%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                            | Nebius Group NV                                                                                               | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   27548000 | PA      | $35322045.60    | 0.21%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                 | NetApp Inc                                                                                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      70920 | NS      | $8352957.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                | Netflix Inc                                                                                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      81792 | NS      | $91513797.12    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd          | Henderson Land Development Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Short            | EC               | CORP              | HK        |   -1389000 | NS      | $-4876349.81    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| New Era Energy & Digital Inc               | New Era Energy & Digital Inc                                                                                  | CUSIP: 64428N117<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $485000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibiden Co Ltd                              | Ibiden Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Short            | EC               | CORP              | JP        |     -93300 | NS      | $-8848092.27    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Paint Co Ltd                        | Kansai Paint Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Short            | EC               | CORP              | JP        |    -258000 | NS      | $-4141794.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyoritsu Maintenance Co Ltd                | Kyoritsu Maintenance Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Short            | EC               | CORP              | JP        |   -1043900 | NS      | $-20341520.34   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                             | Kobe Steel Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Short            | EC               | CORP              | JP        |    -169000 | NS      | $-1992008.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                         | NextEra Energy Inc                                                                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     290845 | NS      | $23674783.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                         | NextEra Energy Inc                                                                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |    -873650 | NS      | $-71115110.00   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                         | NextEra Energy Inc                                                                                            | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     500000 | NS      | $24455000.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY INC                         | NextEra Energy Inc                                                                                            | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     500000 | NS      | $26265000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                                                           | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $50174800.00    | 0.30%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                   | NIKE Inc                                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     266254 | NS      | $17197345.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                           | JFE Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Short            | EC               | CORP              | JP        |    -105100 | NS      | $-1206082.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                               | NiSource Inc                                                                                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     218294 | NS      | $9192360.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nogin Inc                                  | Nogin Inc                                                                                                     | CUSIP: 65528N113<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $20.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                      | Norfolk Southern Corp                                                                                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     213680 | NS      | $60552638.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikkon Holdings Co Ltd                     | Nikkon Holdings Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Short            | EC               | CORP              | JP        |    -445900 | NS      | $-10057416.13   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                     | Northern Oil & Gas Inc                                                                                        | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Short            | EC               | CORP              | US        |    -126368 | NS      | $-2796523.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                     | Northern Oil & Gas Inc                                                                                        | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4854800.00     | 0.03%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                     | Northern Oil & Gas Inc                                                                                        | CUSIP: 665531AK5<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3884160.00     | 0.02%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                        | Northern Trust Corp                                                                                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      77928 | NS      | $10026995.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Park24 Co Ltd                              | Park24 Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Short            | EC               | CORP              | JP        |     -78700 | NS      | $-920234.90     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                      | Northrop Grumman Corp                                                                                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      35477 | NS      | $20699055.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                   | Nova Ltd                                                                                                      | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |   10000000 | PA      | $12806200.00    | 0.08%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Nutanix Inc                                | Nutanix Inc                                                                                                   | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |    -188321 | NS      | $-13415988.04   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                | Nutanix Inc                                                                                                   | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $11993856.00    | 0.07%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                | Nutanix Inc                                                                                                   | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11033800.00    | 0.06%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp                                | NVIDIA Corp                                                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    4357803 | NS      | $882411529.47   | 5.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                    | O'Reilly Automotive Inc                                                                                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     237940 | NS      | $22471053.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                 | Oak Woods Acquisition Corp                                                                                    | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      55000 | NS      | $662750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Woods Acquisition Corp                 | Oak Woods Acquisition Corp                                                                                    | CUSIP: 67190B112<br>LEI: N/A                  | N/A              | DE               |  | KY        |      55000 | NS      | $2233.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                 | Oak Woods Acquisition Corp                                                                                    | CUSIP: 67190B120<br>LEI: N/A                  | N/A              | DE               |  | KY        |      55000 | NS      | $14300.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                  | Occidental Petroleum Corp                                                                                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     156330 | NS      | $6440796.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ODDITY FINANCE LLC                         | Oddity Finance LLC                                                                                            | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8853700.00     | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Ocean Biomedical Inc                       | Ocean Biomedical Inc                                                                                          | CUSIP: 67644C112<br>LEI: N/A                  | N/A              | DE               |  | US        |      62500 | NS      | $56.25          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seino Holdings Co Ltd                      | Seino Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Short            | EC               | CORP              | JP        |    -593100 | NS      | $-8382141.33    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                      | ON Semiconductor Corp                                                                                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     109404 | NS      | $5478952.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                      | ON Semiconductor Corp                                                                                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -505700 | NS      | $-25325456.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                      | ON Semiconductor Corp                                                                                         | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $29007250.00    | 0.17%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                      | ON Semiconductor Corp                                                                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $46451500.00    | 0.27%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| OmniAb Inc                                 | OmniAb Inc                                                                                                    | CUSIP: 68218J111<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $29010.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                  | ONEOK Inc                                                                                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     100973 | NS      | $6765191.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                | Oracle Corp                                                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     324628 | NS      | $85250559.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Takashimaya Co Ltd                         | Takashimaya Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Short            | EC               | CORP              | JP        |   -1841600 | NS      | $-19747219.52   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                           | Oscar Health Inc                                                                                              | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |    -224700 | NS      | $-4044600.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                           | Oscar Health Inc                                                                                              | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8692880.00     | 0.05%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                        | Otis Worldwide Corp                                                                                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      65735 | NS      | $6097578.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                  | PG&E Corp                                                                                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |   -1159800 | NS      | $-18510408.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                  | PG&E Corp                                                                                                     | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     571201 | NS      | $23476361.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                  | PG&E Corp                                                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   12752000 | PA      | $13114029.28    | 0.08%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Veea Inc                                   | Veea Inc                                                                                                      | CUSIP: 693489114<br>LEI: N/A                  | N/A              | DE               |  | US        |      20000 | NS      | $1300.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                            | TXNM Energy Inc                                                                                               | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |   24919000 | PA      | $32668559.81    | 0.19%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                         | PPG Industries Inc                                                                                            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      71918 | NS      | $7029984.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                   | PPL Corp                                                                                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |    -687071 | NS      | $-25091832.92   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAPITAL FUNDING INC                    | PPL Capital Funding Inc                                                                                       | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   36922000 | PA      | $41913115.96    | 0.25%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| PSQ Holdings Inc                           | PSQ Holdings Inc                                                                                              | CUSIP: 693691115<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $41500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                    | PTC Inc                                                                                                       | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      63944 | NS      | $12695441.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                 | PACCAR Inc                                                                                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     155130 | NS      | $15264792.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                     | Pacira BioSciences Inc                                                                                        | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -87198 | NS      | $-1864293.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                     | Pacira BioSciences Inc                                                                                        | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6216535.00     | 0.04%             | 2029-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                             | PagerDuty Inc                                                                                                 | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   17466000 | PA      | $16920362.16    | 0.10%             | 2028-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                  | Palantir Technologies Inc                                                                                     | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     394639 | NS      | $79113280.33    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                     | Palo Alto Networks Inc                                                                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     158397 | NS      | $34885355.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                     | Palo Alto Networks Inc                                                                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |    -132000 | NS      | $-29071680.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Papaya Growth Opportunity Corp I           | Papaya Growth Opportunity Corp I                                                                              | CUSIP: 69882P110<br>LEI: 549300U6L3FU6EKJUM40 | N/A              | DE               |  | US        |     625000 | NS      | $31312.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                | Paychex Inc                                                                                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      92191 | NS      | $10789112.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                        | Paycom Software Inc                                                                                           | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      36790 | NS      | $6883041.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                        | PayPal Holdings Inc                                                                                           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     132848 | NS      | $9202380.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings Inc                                                                                           | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4946700.00     | 0.03%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                    | Peloton Interactive Inc                                                                                       | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |   -2443129 | NS      | $-17737116.54   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                    | Peloton Interactive Inc                                                                                       | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $23772500.00    | 0.14%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                | PepsiCo Inc                                                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     194743 | NS      | $28450004.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                 | Pfizer Inc                                                                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    1845761 | NS      | $45498008.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International Inc                                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     348855 | NS      | $50350242.15    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                | Phillips 66                                                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      70870 | NS      | $9648241.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CERo Therapeutics Holdings Inc             | CERo Therapeutics Holdings Inc                                                                                | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               |  | US        |      12500 | NS      | $72.50          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                           | PDD Holdings Inc                                                                                              | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $14940150.00    | 0.09%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                 | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |     -48500 | NS      | $-4293220.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL                      | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10714400.00    | 0.06%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes Inc                                                                                              | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Short            | EC               | CORP              | US        |    -359185 | NS      | $-3548747.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                           | Pitney Bowes Inc                                                                                              | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7786080.00     | 0.05%             | 2030-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                          | Post Holdings Inc                                                                                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |     -99900 | NS      | $-10382607.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                          | Post Holdings Inc                                                                                             | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16509750.00    | 0.10%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co/The                    | Procter & Gamble Co/The                                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     342622 | NS      | $51520070.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                                                                        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |    -124700 | NS      | $-5317208.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                     | Progress Software Corp                                                                                        | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12453125.00    | 0.07%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                     | PROGRESS SOFTWARE CORP                                                                                        | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10155900.00    | 0.06%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Prologis Inc                               | Prologis Inc                                                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     196709 | NS      | $24409619.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Volato Group Inc                           | Volato Group Inc                                                                                              | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $25500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                   | Prudential Financial Inc                                                                                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      58564 | NS      | $6090656.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Psyence Biomedical Ltd                     | Psyence Biomedical Ltd                                                                                        | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               |  | CA        |     500000 | NS      | $14500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc        | Public Service Enterprise Group Inc                                                                           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     137035 | NS      | $11039539.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                             | Public Storage                                                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      32747 | NS      | $9122004.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QT Imaging Holdings Inc                    | QT Imaging Holdings Inc                                                                                       | CUSIP: 746962117<br>LEI: 549300EQ1NNV387FGF92 | N/A              | DE               |  | US        |     425000 | NS      | $46750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                            | Q2 Holdings Inc                                                                                               | CUSIP: 74736LAF6<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   30625000 | PA      | $30542312.50    | 0.18%             | 2025-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM Inc                                                                                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     212651 | NS      | $38468565.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                        | Quanta Services Inc                                                                                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      60719 | NS      | $27270724.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp                    | Quetta Acquisition Corp                                                                                       | CUSIP: 74841A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14770 | NS      | $166605.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp                    | Quetta Acquisition Corp                                                                                       | CUSIP: 74841A113<br>LEI: N/A                  | N/A              | DE               |  | US        |       1477 | NS      | $2584.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Enhancement Technologies Holdco Inc   | Rain Enhancement Technologies Holdco Inc                                                                      | CUSIP: 75080J111<br>LEI: N/A                  | N/A              | DE               |  | US        |     166666 | NS      | $30091.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                 | Rapid7 Inc                                                                                                    | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |     -36800 | NS      | $-681168.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                 | Rapid7 Inc                                                                                                    | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8982820.00     | 0.05%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                 | Rapid7 Inc                                                                                                    | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   17465000 | PA      | $15738410.10    | 0.09%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                   | RTX Corp                                                                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     352848 | NS      | $62983457.25    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                   | Anywhere Real Estate Inc                                                                                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    2000000 | NS      | $20100000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                         | Realty Income Corp                                                                                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     283817 | NS      | $16455709.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Regency Centers Corp                       | Regency Centers Corp                                                                                          | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      92597 | NS      | $6384563.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc              | Regeneron Pharmaceuticals Inc                                                                                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      12089 | NS      | $7879610.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc              | Rexford Industrial Realty Inc                                                                                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               |  | US        |     -27000 | NS      | $-1115640.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                   | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    7500000 | PA      | $7531650.00     | 0.04%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                   | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    7500000 | PA      | $7588800.00     | 0.04%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| RINGCENTRAL INC                            | RingCentral Inc                                                                                               | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   41100000 | PA      | $40268136.00    | 0.24%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Riot Platforms Inc                         | Riot Platforms Inc                                                                                            | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Short            | EC               | CORP              | US        |    -414000 | NS      | $-8188920.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC                         | Riot Platforms Inc                                                                                            | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    6818000 | PA      | $10661306.60    | 0.06%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Rivian Automotive Inc                      | Rivian Automotive Inc                                                                                         | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |   -3114500 | NS      | $-42263765.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTO INC                            | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   30500000 | PA      | $29892135.00    | 0.18%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| RIVIAN AUTO INC                            | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   62000000 | PA      | $53011860.00    | 0.31%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Ross Stores Inc                            | Ross Stores Inc                                                                                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      89695 | NS      | $14254329.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubicon Technologies Inc                   | Rubicon Technologies Inc                                                                                      | CUSIP: 78112J117<br>LEI: 549300Z83KRGYFXWCC61 | N/A              | DE               |  | US        |     350000 | NS      | $35.00          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                                 | Rubrik Inc                                                                                                    | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |    -117000 | NS      | $-8806590.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                                 | Rubrik Inc                                                                                                    | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   25404000 | PA      | $24660678.96    | 0.15%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| S&P Global Inc                             | S&P Global Inc                                                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      50835 | NS      | $24767320.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                     | SPDR S&P 500 ETF Trust                                                                                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     264816 | NS      | $180620400.96   | 1.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Salesforce Inc                             | Salesforce Inc                                                                                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     201968 | NS      | $52594486.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                   | Sarepta Therapeutics Inc                                                                                      | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13410750.00    | 0.08%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                    | SLB Ltd                                                                                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     662855 | NS      | $23902551.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp/The                                                                                       | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     342553 | NS      | $32378109.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                    | Sea Ltd                                                                                                       | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |   66589000 | PA      | $64147847.26    | 0.38%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                         | Seagate HDD Cayman                                                                                            | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   20000000 | PA      | $62628800.00    | 0.37%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Semtech Corp                               | Semtech Corp                                                                                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |     -33000 | NS      | $-2239380.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                               | Semtech Corp                                                                                                  | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5119600.00     | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Semnur Pharmaceuticals Inc                 | Semnur Pharmaceuticals Inc                                                                                    | CUSIP: 81686G113<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               |  | US        |     350000 | NS      | $43942.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                             | ServiceNow Inc                                                                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      44925 | NS      | $41298654.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                                                                                               | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |     -22200 | NS      | $-2142522.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                            | Shake Shack Inc                                                                                               | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   10245000 | PA      | $9847289.10     | 0.06%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                    | Sherwin-Williams Co/The                                                                                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      43077 | NS      | $14858980.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                        | Shift4 Payments Inc                                                                                           | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -403051 | NS      | $-27850824.10   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                        | Shift4 Payments Inc                                                                                           | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     450000 | NS      | $38457000.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                        | Shift4 Payments Inc                                                                                           | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7493850.00     | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                        | Shift4 Payments Inc                                                                                           | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21493000 | PA      | $21170819.93    | 0.12%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                | Shopify Inc                                                                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |       -990 | NS      | $-172121.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                | Shopify Inc                                                                                                   | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $17109000.00    | 0.10%             | 2025-11-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                     | Sibanye Stillwater Ltd                                                                                        | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Short            | EC               | CORP              | ZA        |   -1765000 | NS      | $-18638400.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                                    | QXO Inc                                                                                                       | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Short            | EC               | CORP              | US        |   -1169150 | NS      | $-20658880.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                    | QXO Inc                                                                                                       | CUSIP: 82846H504<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |     500000 | NS      | $25525000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                     | Skyworks Solutions Inc                                                                                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      99723 | NS      | $7750471.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMILEDIRECTCLUB INC                        | SmileDirectClub Inc                                                                                           | CUSIP: 83192HAA4<br>LEI: 254900QFZEGKCURCJS93 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $2250.00        | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                   | Snap Inc                                                                                                      | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |    -146846 | NS      | $-1145398.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                   | Snap Inc                                                                                                      | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   24076000 | PA      | $21628915.36    | 0.13%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                   | Snap Inc                                                                                                      | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    8952000 | PA      | $7778124.24     | 0.05%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                              | Snowflake Inc                                                                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |    -385060 | NS      | $-105845292.80  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                              | Snowflake Inc                                                                                                 | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $116676300.00   | 0.69%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                              | Snowflake Inc                                                                                                 | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $4606900.00     | 0.03%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc          | Solaris Energy Infrastructure Inc                                                                             | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      66700 | NS      | $3550441.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLIDION TECHNOLOGY INC                    | SOLIDION TECHNOLOGY INC                                                                                       | CUSIP: 834212110<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $22500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc            | Solstice Advanced Materials Inc                                                                               | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      41317 | NS      | $1862157.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                             | Solventum Corp                                                                                                | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      18342 | NS      | $1266331.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                            | Southern Co/The                                                                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     195884 | NS      | $18420931.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Co/The                            | Southern Co/The                                                                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |    -686614 | NS      | $-64569180.56   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                                               | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    6670000 | PA      | $7515089.00     | 0.04%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                | Southern Co/The                                                                                               | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $66598800.00    | 0.39%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                                               | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   65932000 | PA      | $67194597.80    | 0.40%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Southland Holdings Inc                     | Southland Holdings Inc                                                                                        | CUSIP: 84445C118<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $210000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                      | Southwest Airlines Co                                                                                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     326006 | NS      | $9877981.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Spectaire Holdings Inc                     | Spectaire Holdings Inc                                                                                        | CUSIP: 84753T117<br>LEI: N/A                  | N/A              | DE               |  | US        |     192245 | NS      | $826.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectral AI Inc                            | Spectral AI Inc                                                                                               | CUSIP: 84757T113<br>LEI: N/A                  | N/A              | DE               |  | US        |      81526 | NS      | $57068.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                        | Spectrum Brands Inc                                                                                           | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6531420.00     | 0.04%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings Inc               | Spectrum Brands Holdings Inc                                                                                  | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |     -10000 | NS      | $-538800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY USA INC                            | Spotify USA Inc                                                                                               | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |  110000000 | PA      | $142186000.00   | 0.84%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SpringBig Holdings Inc                     | SpringBig Holdings Inc                                                                                        | CUSIP: 85021Q116<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $375.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Special Situations Corp       | Clean Energy Special Situations Corp                                                                          | CUSIP: 85205U115<br>LEI: N/A                  | N/A              | DE               |  | US        |     300286 | NS      | $30.03          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                  | Block Inc                                                                                                     | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   41000000 | PA      | $40024200.00    | 0.24%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                                  | Block Inc                                                                                                     | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18404000.00    | 0.11%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                             | Starbucks Corp                                                                                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     217842 | NS      | $17616882.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                | Starwood Property Trust Inc                                                                                   | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Short            | EC               |  | US        |     -45000 | NS      | $-818100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                                                   | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    5000000 | PA      | $5188100.00     | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                          | State Street Corp                                                                                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      73600 | NS      | $8512576.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                          | State Street Corp                                                                                             | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000000.00     | 0.03%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEM INC                                   | Stem Inc                                                                                                      | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $1432640.00     | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stride Inc                                 | Stride Inc                                                                                                    | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               | CORP              | US        |    -362355 | NS      | $-24654634.20   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                 | Stride Inc                                                                                                    | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   25833000 | PA      | $35846129.13    | 0.21%             | 2027-09-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                               | Stryker Corp                                                                                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      43113 | NS      | $15358575.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                    | Sunnova Energy International Inc                                                                              | CUSIP: 86745KAH7<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $16880.00       | 0.00%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                   | Super Micro Computer Inc                                                                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      78039 | NS      | $4054906.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Super Micro Computer Inc                   | Super Micro Computer Inc                                                                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |    -792200 | NS      | $-41162712.00   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                   | Super Micro Computer Inc                                                                                      | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $58696000.00    | 0.35%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                   | Super Micro Computer Inc                                                                                      | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $47128800.00    | 0.28%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                              | Synaptics Inc                                                                                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               | CORP              | US        |     -46400 | NS      | $-3291616.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                              | Synaptics Inc                                                                                                 | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7073360.00     | 0.04%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                               | Synopsys Inc                                                                                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      48688 | NS      | $22095588.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Syntec Optics Holdings Inc                 | Syntec Optics Holdings Inc                                                                                    | CUSIP: 87169M113<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $62525.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                 | Sysco Corp                                                                                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     159256 | NS      | $11829535.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                            | TJX Cos Inc/The                                                                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     246503 | NS      | $34544930.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                            | T-Mobile US Inc                                                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     130935 | NS      | $27502896.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                   | Take-Two Interactive Software Inc                                                                             | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5014800.00     | 0.03%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                   | Tandem Diabetes Care Inc                                                                                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |     -91098 | NS      | $-1275372.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                   | TANDEM DIABETES CARE INC                                                                                      | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $7817265.00     | 0.05%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                | Target Corp                                                                                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      98548 | NS      | $9137370.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS Inc                                 | TaskUS Inc                                                                                                    | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     725086 | NS      | $9672647.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                  | TEGNA Inc                                                                                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    1665326 | NS      | $32756962.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                         | Teladoc Health Inc                                                                                            | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $15287025.00    | 0.09%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Tempus AI Inc                              | Tempus AI Inc                                                                                                 | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |    -145000 | NS      | $-13028250.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUS AI INC                              | TEMPUS AI INC                                                                                                 | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   14219000 | PA      | $19353907.47    | 0.11%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                               | Teradyne Inc                                                                                                  | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     100539 | NS      | $18273968.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                               | Terawulf Inc                                                                                                  | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |    -951000 | NS      | $-14740500.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                               | Terawulf Inc                                                                                                  | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    8123000 | PA      | $12064279.60    | 0.07%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                               | Terawulf Inc                                                                                                  | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10367900.00    | 0.06%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                                                                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     484871 | NS      | $221372703.76   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tevogen Bio Holdings Inc                   | Tevogen Bio Holdings Inc                                                                                      | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               |  | US        |    1000000 | NS      | $49800.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                      | Texas Instruments Inc                                                                                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     115031 | NS      | $18572905.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc               | Thermo Fisher Scientific Inc                                                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      86390 | NS      | $49016822.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                      | 3M Co                                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      73373 | NS      | $12216604.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                      | Travelers Cos Inc/The                                                                                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      65278 | NS      | $17534976.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd                         | Trip.com Group Ltd                                                                                            | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |    -281600 | NS      | $-19895040.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                         | Trip.com Group Ltd                                                                                            | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   25000000 | PA      | $30592500.00    | 0.18%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                            | TripAdvisor Inc                                                                                               | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14683500.00    | 0.09%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                     | Tyler Technologies Inc                                                                                        | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      28992 | NS      | $13807729.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                    | UDR Inc                                                                                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     144060 | NS      | $4853381.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                   | UGI Corp                                                                                                      | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |    -513700 | NS      | $-17172991.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                   | UGI Corp                                                                                                      | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $25664000.00    | 0.15%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                 | US Bancorp                                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     148835 | NS      | $6947617.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                      | Uber Technologies Inc                                                                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     465965 | NS      | $44965622.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                      | Uber Technologies Inc                                                                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |    -301400 | NS      | $-29085100.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                      | Uber Technologies Inc                                                                                         | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $39447540.00    | 0.23%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                         | Union Pacific Corp                                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     143185 | NS      | $31553678.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp                                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |    -174500 | NS      | $-38454565.00   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc               | United Airlines Holdings Inc                                                                                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     179316 | NS      | $16862876.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Homes Group Inc                     | United Homes Group Inc                                                                                        | CUSIP: 91060H116<br>LEI: 549300HWN3ECTEH7I380 | N/A              | DE               |  | US        |      25000 | NS      | $2217.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                  | United Parcel Service Inc                                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     118575 | NS      | $11433001.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                         | United Rentals Inc                                                                                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      22528 | NS      | $19625943.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     184669 | NS      | $63075543.64    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                         | Unity Software Inc                                                                                            | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |     -48000 | NS      | $-1819200.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                         | Unity Software Inc                                                                                            | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   44350000 | PA      | $42298369.00    | 0.25%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                         | Unity Software Inc                                                                                            | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    2373000 | PA      | $3096314.13     | 0.02%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Upstart Holdings Inc                       | Upstart Holdings Inc                                                                                          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |    -127500 | NS      | $-6058800.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                       | Upstart Holdings Inc                                                                                          | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   15060000 | PA      | $12826602.00    | 0.08%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPWORK INC                                 | Upwork Inc                                                                                                    | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9728300.00     | 0.06%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                           | Vail Resorts Inc                                                                                              | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    4642000 | PA      | $4603564.24     | 0.03%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                         | Valero Energy Corp                                                                                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      68564 | NS      | $11625711.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                 | Ventas Inc                                                                                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               |  | US        |    -257500 | NS      | $-19000925.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                                              | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   15000000 | PA      | $20270850.00    | 0.12%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                               | Veralto Corp                                                                                                  | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      49032 | NS      | $4838477.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications Inc                                                                                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     756646 | NS      | $30069112.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC                         | Verint Systems Inc                                                                                            | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |    9966000 | PA      | $9840528.06     | 0.06%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                       | Verisk Analytics Inc                                                                                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      57985 | NS      | $12684798.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                 | Vertex Pharmaceuticals Inc                                                                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      45039 | NS      | $19167247.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                 | Vertex Inc                                                                                                    | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |     -90900 | NS      | $-2081610.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX INC                                 | Vertex Inc                                                                                                    | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4994850.00     | 0.03%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                        | Viavi Solutions Inc                                                                                           | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Short            | EC               | CORP              | US        |    -226013 | NS      | $-4000430.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                        | Viavi Solutions Inc                                                                                           | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    4137000 | PA      | $5839540.98     | 0.03%             | 2031-03-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                   | Visa Inc                                                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     356551 | NS      | $121491187.74   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology Inc                                                                                    | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |    -171646 | NS      | $-2914549.08    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                     | Vishay Intertechnology Inc                                                                                    | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9342300.00     | 0.05%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                       | WEC Energy Group Inc                                                                                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |    -639800 | NS      | $-71484854.00   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                       | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $41246450.00    | 0.24%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                       | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $48649200.00    | 0.29%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                       | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36121050.00    | 0.21%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| WIX LTD                                    | Wix.com Ltd                                                                                                   | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   16500000 | PA      | $16370475.00    | 0.10%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                | Walmart Inc                                                                                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     972170 | NS      | $98364160.60    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                       | Waste Management Inc                                                                                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     110790 | NS      | $22132518.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                | Wayfair Inc                                                                                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |   -1400902 | NS      | $-145007366.02  | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                | Wayfair Inc                                                                                                   | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   25555000 | PA      | $43550575.45    | 0.26%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                | Wayfair Inc                                                                                                   | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   49675000 | PA      | $117028835.75   | 0.69%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                 | Weibo Corp                                                                                                    | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Short            | EC               | CORP              | KY        |    -243948 | NS      | $-2654154.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WEIBO CORP                                 | Weibo Corp                                                                                                    | CUSIP: 948596AJ0<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    4000000 | PA      | $4828800.00     | 0.03%             | 2030-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                                                                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     925653 | NS      | $80504041.41    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                              | Welltower Inc                                                                                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     116506 | NS      | $21092246.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                              | Welltower Inc                                                                                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               |  | US        |    -272400 | NS      | $-49315296.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                                              | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   20000000 | PA      | $38118000.00    | 0.22%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                                              | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    9082000 | PA      | $13497032.66    | 0.08%             | 2029-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                       | Western Digital Corp                                                                                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |   -1441613 | NS      | $-216544688.73  | -1.27%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp                                                                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $220946000.00   | 1.30%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bridger Aerospace Group Holdings Inc       | Bridger Aerospace Group Holdings Inc                                                                          | CUSIP: 96812F110<br>LEI: N/A                  | N/A              | DE               |  | US        |      25000 | NS      | $2250.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                       | Williams Cos Inc/The                                                                                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     254151 | NS      | $14707718.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                                                          | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3012060.00     | 0.02%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc                             | WisdomTree Inc                                                                                                | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |    -360791 | NS      | $-4315060.36    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                             | WisdomTree Inc                                                                                                | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4747040.00     | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                             | WisdomTree Inc                                                                                                | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4108160.00     | 0.02%             | 2030-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| WOLFSPEED INC                              | Wolfspeed Inc                                                                                                 | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4088481 | PA      | $3472346.91     | 0.02%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                              | Wolfspeed Inc                                                                                                 | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     338411 | NS      | $8906977.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                | Workday Inc                                                                                                   | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      37364 | NS      | $8964370.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                | Workiva Inc                                                                                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |    -106559 | NS      | $-9058580.59    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                | Workiva Inc                                                                                                   | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |    7516000 | PA      | $8778237.04     | 0.05%             | 2026-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                | Workiva Inc                                                                                                   | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   17862000 | PA      | $17789658.90    | 0.10%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| World Kinect Corp                          | World Kinect Corp                                                                                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Short            | EC               | CORP              | US        |    -146467 | NS      | $-3786171.95    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT GROUP                         | World Kinect Corp                                                                                             | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6663420.00     | 0.04%             | 2028-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                             | Wynn Macau Ltd                                                                                                | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    7029000 | PA      | $7393594.23     | 0.04%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                            | Xcel Energy Inc                                                                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     156787 | NS      | $12726400.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                               | Xylem Inc/NY                                                                                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      81575 | NS      | $12305588.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                        | Xerox Holdings Corp                                                                                           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Short            | EC               | CORP              | US        |     -92000 | NS      | $-305440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                        | Xerox Holdings Corp                                                                                           | CUSIP: 98421MAE6<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $5523750.00     | 0.03%             | 2030-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Zapata Computing Holdings Inc              | Zapata Computing Holdings Inc                                                                                 | CUSIP: 98906V118<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $1100.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zeo Energy Corp                            | Zeo Energy Corp                                                                                               | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               |  | US        |      87500 | NS      | $3937.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                 | Zimmer Biomet Holdings Inc                                                                                    | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      46618 | NS      | $4687906.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                 | Zoetis Inc                                                                                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     119315 | NS      | $17192098.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                | Zscaler Inc                                                                                                   | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |     -18000 | NS      | $-5960520.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC.                               | Zscaler Inc                                                                                                   | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15489150.00    | 0.09%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAK ACQUISITION CORP                       | MAK ACQUISITION CORP                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      74250 | NS      | $663.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | Long: 478773760 TRS USD R V 01MSOFR REC VAR SOFR-75 BPS / Short: 478773760 TRS USD P E 478773760 PAY EQUITY   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   18051138 | OU      | $5115825.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | Long: 479093687 TRS USD R V 01MSOFR SOFRRATE REC VAR / Short: 479093687 TRS USD P E 479093687 PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    5157411 | OU      | $1461648.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | Long: 487765044 TRS USD R V 01MSOFR REC VAR SOFR-100 BPS / Short: 487765044 TRS USD P E 487765044 PAY EQUITY  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    8588346 | OU      | $453921.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Long: 504688158 TRS USD R V 01MFEDL FEDL01 REC VAR / Short: 504688158 TRS USD P E 504688158 PAY EQUITY        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    4225760 | OU      | $239120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Long: 504688593 TRS USD R V 01MFEDL REC VAR FEDL01-75 BPS / Short: 504688593 TRS USD P E 504688593 PAY EQUITY | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    3185796 | OU      | $42885.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                    | Long: 505497115 TRS USD R V 00MOBFR OBFR01 / Short: 505497115 TRS USD P E 505497115  TRS P E                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    4163250 | OU      | $-1563900.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                    | Long: 506096562 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: 506096562 TRS USD P E 506096562 PAY EQUITY        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    2149000 | OU      | $-722400.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Long: 506785957 TRS USD R V 01MFEDL FEDL01 REC VAR / Short: 506785957 TRS USD P E 506785957 PAY EQUITY        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    2934800 | OU      | $-615641.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                           | Delivery Hero SE                                                                                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |   15000000 | PA      | $16235594.76    | 0.10%             | 2028-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                      | Xiaomi Best Time International Ltd                                                                            | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |   15000000 | PA      | $18568200.00    | 0.11%             | 2027-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KYORITSU MAINTENANCE CO                    | Kyoritsu Maintenance Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | DBT              | CORP              | JP        | 1310000000 | PA      | $10898305.76    | 0.06%             | 2026-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INFRONEER Holdings Inc                     | INFRONEER Holdings Inc                                                                                        | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Short            | EC               | CORP              | JP        |   -1030700 | NS      | $-11055396.15   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| RHEINMETALL AG                             | Rheinmetall AG                                                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | DBT              | CORP              | DE        |   20000000 | PA      | $127302821.92   | 0.75%             | 2030-02-07      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                       | Stillwater Mining Co                                                                                          | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $20881300.00    | 0.12%             | 2028-11-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                    | Ping An Insurance Group Co of China Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |   20000000 | PA      | $28607600.00    | 0.17%             | 2029-07-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Mercer Park Opportunities Corp             | Mercer Park Opportunities Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     850000 | NS      | $161500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercer Park Opportunities Corp             | Mercer Park Opportunities Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     850000 | NS      | $17000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer Park Opportunities Corp             | Mercer Park Opportunities Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     850000 | NS      | $8925000.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKON HOLDINGS CO LTD                     | Nikkon Holdings Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | DBT              | CORP              | JP        | 1000000000 | PA      | $11172668.87    | 0.07%             | 2031-12-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mak Acquisition Corp                       | Mak Acquisition Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     980100 | NS      | $9810801.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SPHERE ENTERTAINMENT CO                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -955 | NC      | $-3247000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AST SPACEMOBILE INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -2397 | NC      | $-13405222.50   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SUPER MICRO COMPUTER INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -500 | NC      | $-416250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       2500 | NC      | $6900000.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1000 | NC      | $7300000.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LUCID GROUP INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -5000 | NC      | $-105000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -250 | NC      | $-11200000.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      10000 | NC      | $12450000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -7000 | NC      | $-4760000.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -2500 | NC      | $-418275000.00  | -2.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -3000 | NC      | $-109740000.00  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -9000 | NC      | $-1241190000.00 | -7.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TASKUS INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -218 | NC      | $-3815.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BEYOND MEAT INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -6000 | NC      | $-45000.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BEYOND MEAT INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -9000 | NC      | $-31500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                   | BNKHPD9 ASAHI REFINING                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |        100 | NC      | $10.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BNTJ0P3 SEINO HOLDINGS 97.3067                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        160 | NC      | $1518803.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BMVH4C3 KYORITSU MAINTENANCE C                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $2082907.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BMVH4C3 KYORITSU MAINTENANCE C                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |          5 | NC      | $101407.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BMCX107 ANA HOLDINGS INC                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $2031268.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BN7RQ62 RELO GROUP INC                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $481999.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BMV8136 CYBERAGENT                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         90 | NC      | $2119309.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BMV8136 CYBERAGENT                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $1154727.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BMVH4C3 KYORITSU MAINTENANCE C                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         20 | NC      | $393632.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | TAKASHIMAYA CO LTD                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        200 | NC      | $8892290.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | PARK24 COMPANY                                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $462698.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BR86Z25 INFRONEER HOLDINGS                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        300 | NC      | $5456688.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BPJN480 KANSAI PAINT                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        130 | NC      | $1514258.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BMWGFN7 KOBE STEEL LTD                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $565829.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BP2RD15 DAIWA HOUSE INDUSTRY                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        150 | NC      | $1985415.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BP2RD15 DAIWA HOUSE INDUSTRY                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $680414.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BMF7KD2 IBIDEN CO LTD                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $5276822.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BP5WVV3 JFE HOLDINGS                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        130 | NC      | $887865.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | BP2RD15 DAIWA HOUSE CO                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        340 | NC      | $4006754.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd    | Ping An Insurance Group Co of China Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Short            | EC               | CORP              | CN        |   -3276000 | NS      | $-23672378.40   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                  | Link REIT                                                                                                     | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Short            | EC               |  | HK        |    -100000 | NS      | $-520941.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Ltd                             | Wynn Macau Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Short            | EC               | CORP              | KY        |   -2330000 | NS      | $-1982009.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ARE Holdings Inc                           | ARE Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 353800W25FCOFE32EM73 | Short            | EC               | CORP              | JP        |     -25000 | NS      | $-397767.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Xiaomi Corp                                | Xiaomi Corp                                                                                                   | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Short            | EC               | CORP              | KY        |   -2675000 | NS      | $-14871534.19   | -0.09%            |  |  |  | Yes           |                  1 | On Loan: No      |
| LINK CB LTD                                | Link CB Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000YKZX6JKWL1X31 | Long             | DBT              |  | VG        |   75000000 | PA      | $9876520.97     | 0.06%             | 2027-12-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                           | Lenovo Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    8000000 | PA      | $11389760.00    | 0.07%             | 2029-08-26      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HAPPY EVER HOLDINGS LTD                    | Happy Ever Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900F7KYVV00UWUV38 | Long             | DBT              | CORP              | VG        |  100000000 | PA      | $12546344.85    | 0.07%             | 2030-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio                                   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  169218272 | NS      | $169218272.50   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeries Technology Inc                      | Aeries Technology Inc                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     289507 | NS      | $11001.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ai Transportation Acquisition Corp         | Ai Transportation Acquisition Corp                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       9673 | NS      | $1450.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ai Transportation Acquisition Corp         | Ai Transportation Acquisition Corp                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       9673 | NS      | $106403.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                               | Allegion plc                                                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      51510 | NS      | $8538812.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alchemy Investments Acquisition Corp 1     | Alchemy Investments Acquisition Corp 1                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      50000 | NS      | $583000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alchemy Investments Acquisition Corp 1     | Alchemy Investments Acquisition Corp 1                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      25000 | NS      | $6000.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APx Acquisition Corp I                     | APx Acquisition Corp I                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $500.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura FAT Projects Acquisition Corp         | Aura FAT Projects Acquisition Corp                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $14400.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baird Medical Investment Holdings Ltd      | Baird Medical Investment Holdings Ltd                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $38500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1      | Axiom Intelligence Acquisition Corp 1                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1035000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hawk Acquisition Corp                | Black Hawk Acquisition Corp                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24591 | NS      | $279107.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Hawk Acquisition Corp                | Black Hawk Acquisition Corp                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       4918 | NS      | $5999.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                              | Accenture PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      97727 | NS      | $24441522.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueRiver Acquisition Corp                 | BlueRiver Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      33333 | NS      | $3.33           | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                      | Blue Acquisition Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     123189 | NS      | $1277469.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Gold Ltd                              | Blue Gold Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |    1179322 | NS      | $707593.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd              | Cactus Acquisition Corp 1 Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     375000 | NS      | $11250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carbon Revolution PLC                      | Carbon Revolution PLC                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |      83333 | NS      | $1974.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II                   | CARTESIAN GROWTH CORP II                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $157500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp                   | Cartica Acquisition Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     134701 | NS      | $76779.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                             | Chain Bridge I                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $1125.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chenghe Acquisition III Co                 | Chenghe Acquisition III Co                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $999000.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ChampionsGate Acquisition Corp             | ChampionsGate Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      73866 | NS      | $766729.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corner Growth Acquisition Corp 2           | Corner Growth Acquisition Corp 2                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      41666 | NS      | $1316.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Digital Acquisition Corp           | Compass Digital Acquisition Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     166666 | NS      | $16.67          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                | Crown PropTech Acquisitions                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     133333 | NS      | $13.33          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D Boral ARC Acquisition I Corp             | D Boral ARC Acquisition I Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     197406 | NS      | $2017489.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II               | Andretti Acquisition Corp II                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     825000 | NS      | $8720250.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp II               | Andretti Acquisition Corp II                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     412500 | NS      | $119625.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Lng Holdings Ltd                     | Crown Lng Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | JE        |      25000 | NS      | $2.50           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DigiAsia Corp                              | DigiAsia Corp                                                                                                 | CUSIP: 000000000<br>LEI: 5493000AJ4C5DLO2PK42 | N/A              | DE               |  | KY        |     250000 | NS      | $25.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                             | Eaton Corp PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      74943 | NS      | $28595251.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX Holdings Inc                         | ECARX Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      25000 | NS      | $1815.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I                  | DP Cap Acquisition Corp I                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $18750.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Acquisition Corp I           | Constellation Acquisition Corp I                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       6666 | NS      | $1366.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energem Corp                               | Energem Corp                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     125000 | NS      | $12.50          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQV Ventures Acquisition Corp II           | EQV Ventures Acquisition Corp II                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     196912 | NS      | $1990780.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                  | Aptiv PLC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     140039 | NS      | $11357162.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp              | FIGX Capital Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24640 | NS      | $249849.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GigCapital7 Corp                           | GigCapital7 Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     925000 | NS      | $878750.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp               | Globa Terra Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      49377 | NS      | $514014.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Growth Tech Acquisition Corp       | Genesis Growth Tech Acquisition Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $90000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FST Corp                                   | FST Corp                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $25.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galata Acquisition Corp II                 | Galata Acquisition Corp II                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1007500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings X Inc                       | Gores Holdings X Inc                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     700000 | NS      | $7360500.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                | James Hardie Industries PLC                                                                                   | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     785703 | NS      | $16444763.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Ave Acquisition Corp               | Harvard Ave Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     175000 | NS      | $1749125.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare AI Acquisition Corp             | Healthcare AI Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $5600.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haymaker Acquisition Corp 4                | Haymaker Acquisition Corp 4                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1132000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haymaker Acquisition Corp 4                | Haymaker Acquisition Corp 4                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      50000 | NS      | $50000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heramba Electric PLC                       | Heramba Electric PLC                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |     250000 | NS      | $1500.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearl Holdings Acquisition Corp            | Pearl Holdings Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $10050.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Highview Merger Corp                       | Highview Merger Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      98585 | NS      | $1002609.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InFinT Acquisition Corp                    | InFinT Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     438223 | NS      | $3549.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indigo Acquisition Corp                    | Indigo Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     250000 | NS      | $2550000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Integrated Wellness Acquisition Corp       | Integrated Wellness Acquisition Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     154135 | NS      | $10118.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Investcorp Europe Acquisition Corp I       | Investcorp Europe Acquisition Corp I                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $15900.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Acquisitions Corp                   | Israel Acquisitions Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      30000 | NS      | $370500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Acquisitions Corp                   | Israel Acquisitions Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      30000 | NS      | $6090.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                  | Jackson Acquisition Co II                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $5345000.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Helport AI Ltd                             | Helport AI Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     450000 | NS      | $67522.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IX Acquisition Corp                        | IX Acquisition Corp                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $25025.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nvni Group Ltd                             | Nvni Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     125000 | NS      | $8562.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Mustang Acquisition Corp              | Jaws Mustang Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      43750 | NS      | $3500.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                   | Jazz Pharmaceuticals PLC                                                                                      | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |     -82692 | NS      | $-11381726.88   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc         | Johnson Controls International plc                                                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     171016 | NS      | $19562520.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keen Vision Acquisition Corp               | Keen Vision Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     100000 | NS      | $1170000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keen Vision Acquisition Corp               | Keen Vision Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     100000 | NS      | $5990.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp                 | LaFayette Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     125000 | NS      | $1253750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lanvin Group Holdings Ltd                  | Lanvin Group Holdings Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      35000 | NS      | $647.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightwave Acquisition Corp                 | Lightwave Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     123208 | NS      | $1256721.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                  | Linde PLC                                                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     127948 | NS      | $53520648.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                | Live Oak Acquisition Corp V                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     600000 | NS      | $6360000.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifezone Metals Ltd                        | Lifezone Metals Ltd                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IM        |     500000 | NS      | $250000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                              | Medtronic PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     265062 | NS      | $24041123.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Miluna Acquisition Corp                    | Miluna Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     125000 | NS      | $1249375.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MKDWELL Tech Inc                           | MKDWELL Tech Inc                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      23333 | NS      | $4783.27        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKDWELL Tech Inc                           | MKDWELL Tech Inc                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     140000 | NS      | $2149.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain & Co I Acquisition Corp           | Mountain & Co I Acquisition Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     675350 | NS      | $675.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition VI Corp             | M3-Brigade Acquisition VI Corp                                                                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | KY        |      24606 | NS      | $253441.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp III                  | Plum Acquisition Corp III                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $101250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murano Global Investments PLC              | Murano Global Investments PLC                                                                                 | CUSIP: 000000000<br>LEI: 984500A5861C7BE4AE21 | N/A              | DE               |  | JE        |     625000 | NS      | $54718.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Energy Transition Corp II           | Nabors Energy Transition Corp II                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1133000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Energy Transition Corp II           | Nabors Energy Transition Corp II                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      50000 | NS      | $1645.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                | NewHold Investment Corp III                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     300000 | NS      | $3141000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Corp PLC                             | Noble Corp PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      86428 | NS      | $2536661.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd         | Norwegian Cruise Line Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     403669 | NS      | $9050258.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd         | Norwegian Cruise Line Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |    -679930 | NS      | $-15244030.60   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd               | Oxley Bridge Acquisition Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24642 | NS      | $252580.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp     | Oyster Enterprises II Acquisition Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     123093 | NS      | $1260472.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Acquisition I Corp                 | Pioneer Acquisition I Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       9856 | NS      | $101713.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prenetics Global Ltd                       | Prenetics Global Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     200000 | NS      | $4300.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp                 | Pyrophyte Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      50000 | NS      | $22000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Capital Acquisition Corp II          | Range Capital Acquisition Corp II                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     147613 | NS      | $1505652.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Resource Acquisition Corp            | Rigel Resource Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |    1000000 | NS      | $1000.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roadzen Inc                                | Roadzen Inc                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     625000 | NS      | $112500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp II                   | Ross Acquisition Corp II                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     133333 | NS      | $12026.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scage Future                               | Scage Future                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     183737 | NS      | $10702.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC            | Seagate Technology Holdings PLC                                                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |    -241900 | NS      | $-61897372.00   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                | Pentair PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     167153 | NS      | $17776721.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMILUX INTL LTD.                          | SEMILUX INTL LTD.                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     350000 | NS      | $35.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siddhi Acquisition Corp                    | Siddhi Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     750000 | NS      | $7807500.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                          | Silverbox Corp IV                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $5290000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                          | Silverbox Corp IV                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     166666 | NS      | $75033.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                                  | Slam Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       7500 | NS      | $37.50          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solarius Capital Acquisition Corp          | Solarius Capital Acquisition Corp                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     197506 | NS      | $2035299.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMX Security Matters PLC                   | SMX Security Matters PLC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |     100000 | NS      | $3170.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark I Acquisition Corp                   | Spark I Acquisition Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      12384 | NS      | $6044.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spree Acquisition Corp 1 Ltd               | Spree Acquisition Corp 1 Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $7175.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp                     | Stellar V Capital Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     600000 | NS      | $6390000.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TLGY Acquisition Corp                      | TLGY Acquisition Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     328694 | NS      | $499614.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Global Acquisition I Corp           | Target Global Acquisition I Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     333333 | NS      | $3933.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                        | TE Connectivity PLC                                                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      64013 | NS      | $15811851.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roth CH Acquisition Co                     | Roth CH Acquisition Co                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     150000 | NS      | $12150.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TNL Mediagene                              | TNL Mediagene                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     625000 | NS      | $9875.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Translational Development Acquisition Corp | Translational Development Acquisition Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     375000 | NS      | $4083750.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trailblazer Acquisition Corp               | Trailblazer Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      10000 | NS      | $103700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment Corp          | Vine Hill Capital Investment Corp                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     925000 | NS      | $10239750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment Corp          | Vine Hill Capital Investment Corp                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     462500 | NS      | $901875.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                              | Golar LNG Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Short            | EC               | CORP              | BM        |     -51000 | NS      | $-2093550.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vendome Acquisition Corp I                 | Vendome Acquisition Corp I                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     467706 | NS      | $4733184.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintergreen Acquisition Corp               | Wintergreen Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      49244 | NS      | $522725.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalatoris II Acquisition Corp              | Zalatoris II Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     266666 | NS      | $10613.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LakeShore Biopharma Co Ltd                 | LakeShore Biopharma Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 2549003N6OVEDB9C8G34 | N/A              | DE               |  | KY        |     146040 | NS      | $248.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                  | Chubb Ltd                                                                                                     | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     112534 | NS      | $31165165.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                      | Spotify Technology SA                                                                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |    -202199 | NS      | $-132505048.68  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Ltd/Israel                          | Camtek Ltd/Israel                                                                                             | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Short            | EC               | CORP              | IL        |     -37700 | NS      | $-4668014.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ZOOZ Strategy Ltd                          | ZOOZ Strategy Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |     250000 | NS      | $38725.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                      | CyberArk Software Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      60000 | NS      | $31246800.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                      | CyberArk Software Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Short            | EC               | CORP              | IL        |     -43100 | NS      | $-22445618.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Holdco Nuvo Group DG Ltd                   | Holdco Nuvo Group DG Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |     750000 | NS      | $375.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                   | Nova Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Short            | EC               | CORP              | IL        |     -24500 | NS      | $-8443680.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Tech Ltd                            | Oddity Tech Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |     -62600 | NS      | $-2832650.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                | Wix.com Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |     -49000 | NS      | $-7131460.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Content Checked Holdings Inc               | Content Checked Holdings Inc                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     100000 | NS      | $59990.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next.e.GO NV                               | Next.e.GO NV                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      26250 | NS      | $2.63           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                      | NXP Semiconductors NV                                                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      69967 | NS      | $14631499.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHMID Group NV                            | SCHMID Group NV                                                                                               | CUSIP: 000000000<br>LEI: 3912009OFLCAJH7AHA53 | N/A              | DE               |  | NL        |     459150 | NS      | $206617.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                            | Nebius Group NV                                                                                               | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |    -228000 | NS      | $-29826960.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                                   | IREN Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |    -249400 | NS      | $-15151050.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Vast Renewables Ltd                        | Vast Renewables Ltd                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | AU        |     200000 | NS      | $2000.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                             | MakeMyTrip Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Short            | EC               | CORP              | MU        |     -95000 | NS      | $-7600000.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                | Royal Caribbean Cruises Ltd                                                                                   | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      43049 | NS      | $12347744.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2025-12-22

**Name of Applicant:** CALAMOS INVESTMENT TRUST/IL

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer