# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-25-207629
**Filing Date:** 2025-8
**Character Count:** 709122
**Document Hash:** a6b46cbece2324af6dec213c607eda0f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207629.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207629

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 251261728

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST MULTI-ASSET DIVERSIFIED PORTFOLIO (Series ID: S000006797)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000018405 | AST MULTI-ASSET DIVERSIFIED PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST Multi-Asset Diversified Portfolio

- **b. EDGAR series identifier (if any):** S000006797

- **c. LEI of Series:** NPOWQJ8X1XVWUZXY4I44

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5538665023.06

**Total Liabilities:** $136198183.34

**Net Assets:** $5402466839.72

**Delayed Delivery Securities:** $841469.44

**Cash Not Reported:** $879975.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 402.43615000 | **1-Year:** 14792.35354000 | **5-Year:** 96104.38714000 | **10-Year:** 17232.72904000 | **30-Year:** 580.17617000

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

- **3-Month:** 247.75662000 | **1-Year:** 7376.30728000 | **5-Year:** 11498.71392000 | **10-Year:** 1423.04113000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018405 | 0.21%                | 3.55%                | 3.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10695001.66            | $21607205.58                               |
| Month 2  | $9309917.66              | $151979136.82                              |
| Month 3  | $44657383.12             | $91672334.42                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Clearway Energy Inc                               | Clearway Energy Inc                                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     20000 | NS      | $640000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1256455.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-78925.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93500.26     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78738.94     | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23550.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      6600 | NS      | $1972674.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2300 | NS      | $508346.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    412000 | PA      | $407025.16    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                  | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     45170 | NS      | $1393239.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                            | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     39587 | NS      | $4650492.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                 | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     16100 | NS      | $3241091.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                     | JDE Peet's NV                                                                   | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |     41776 | NS      | $1193313.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                          | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     55349 | NS      | $9648991.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $84712.00     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank Hapoalim BM                                  | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     91180 | NS      | $1751391.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1968880 | PA      | $1650515.75   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $172233.34    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     30900 | NS      | $3695949.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2025-1 DAC                                           | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |   5000000 | PA      | $5880915.38   | 0.11%             | 2039-10-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195500.00    | 0.00%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395789.28    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                 | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    401887 | NS      | $2822433.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143400.93    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DISH NETWORK CORP                                 | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1441433.52   | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     76437 | NS      | $9277702.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     30400 | NS      | $343216.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                           | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     48500 | NS      | $2852121.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -9170000 | OU      | $-20696.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    725000 | PA      | $684769.00    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Schindler Holding AG                              | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       920 | NS      | $334223.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     25233 | NS      | $5516943.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group                     | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      8822 | NS      | $1008665.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                            | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |     10100 | NS      | $821245.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                    | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10300 | NS      | $5431087.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201478.00    | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97197.90     | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    522000 | NC      | $1.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                | Teleperformance SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      4323 | NS      | $419881.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     23085 | NS      | $5941848.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     21124 | NS      | $3931810.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -95 | NC      | $-226598.65   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284886.03    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |    171926 | NS      | $2676893.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1626000 | PA      | $1950194.33   | 0.04%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                        | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     26600 | NS      | $722117.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1708.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53621.14     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    260000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                             | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      6712 | NS      | $3355865.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | NATURAL GAS                                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       317 | NC      | $-822348.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $316654.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                   | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4770 | NS      | $892632.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                 | Hannover Rueck SE                                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      1811 | NS      | $570670.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                           | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3400 | NS      | $293556.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                            | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     22541 | NS      | $831823.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                      | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     48507 | NS      | $2745118.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40606.84     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                        | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     59700 | NS      | $1657267.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21524.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                              | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     13110 | NS      | $3498534.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    121000 | PA      | $144993.48    | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -16 | NC      | $-7030.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                          | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     41515 | NS      | $606011.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -405000 | NC      | $-3991.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                   | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     20100 | NS      | $723096.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                              | IHO Verwaltungs GmbH                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122927.33    | 0.00%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    925000 | PA      | $914671.31    | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1081790.06   | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                             | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      1700 | NS      | $199552.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                        | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      6755 | NS      | $1402800.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $20578.13     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    127734 | NS      | $13769725.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Gold Trust                                | iShares Gold Trust                                                              | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |    370300 | NS      | $23091908.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206629.12    | 0.00%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                         | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     54670 | NS      | $2402971.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210085.25    | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners                    | Coca-Cola Europacific Partners PLC                                              | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     24530 | NS      | $2274421.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237619.42    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                          | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |    152255 | NS      | $94535129.50  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | EUR/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1925.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp                             | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     16556 | NS      | $2030262.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    330223 | NS      | $67751852.91  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                  | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     52800 | NS      | $1432103.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -546000 | NC      | $-229.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                             | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160573.99    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                  | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     36600 | NS      | $463646.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $495403.36    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96458.28     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                 | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    113600 | NS      | $1369587.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                    | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    110900 | NS      | $582893.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     32599 | NS      | $7383347.51   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    236000 | PA      | $240749.50    | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2059309 | PA      | $1513994.23   | 0.03%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                     | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     28329 | NS      | $5935775.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                     | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23130 | NS      | $521457.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                         | Orica Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     73763 | NS      | $947151.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     25900 | NS      | $3956225.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                              | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      2586 | NS      | $962949.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3071800 | PA      | $3007484.19   | 0.06%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AST Large-Cap Growth Portfolio                    | AST Large-Cap Growth Portfolio                                                  | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |   1782535 | NS      | $179661745.69 | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $89327817.75  | 1.65%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187560.36    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1100000 | PA      | $1319402.45   | 0.02%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                        | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |    121500 | NS      | $1125359.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $317502.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16574.24     | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2101.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                           | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      5808 | NS      | $1393074.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                        | Getinge AB                                                                      | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     12180 | NS      | $244705.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     44928 | NS      | $4373291.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     13420 | NS      | $2600930.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                          | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    130156 | NS      | $787924.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-67533.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                 | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     14400 | NS      | $259232.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        16 | NC      | $100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $185779.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39753.61     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                        | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     19960 | NS      | $1346102.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49600.00     | 0.00%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $204250.00    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                        | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     12159 | NS      | $897577.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159887.04    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                    | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |    357300 | NS      | $623524.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        99 | NC      | $100534.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8985860 | PA      | $9134337.30   | 0.17%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4900 | NS      | $646996.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.HY.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -1500000 | OU      | $-547.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                    | Romark CLO II Ltd                                                               | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800078 | PA      | $1801379.39   | 0.03%             | 2031-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    537693 | NS      | $84950117.07  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                        | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    122300 | NS      | $929798.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     52743 | NS      | $11531202.09  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                        | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     11151 | NS      | $395340.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75468.30     | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                     | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      5700 | NS      | $227985.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      6500 | NS      | $3049670.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-76.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       111 | NC      | $318620.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                           | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    238883 | NS      | $4401571.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO V DAC                                                             | CUSIP: 000000000<br>LEI: 635400LOBVY9OW2EI809 | Long             | ABS-CBDO         | CORP              | IE        |   4787925 | PA      | $5629775.67   | 0.10%             | 2030-02-20      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                             | American Airlines 2015-1 Class A Pass Through Trust                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    606917 | PA      | $591436.64    | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     18000 | NS      | $1777500.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2014-III Ltd                                                       | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001095.20   | 0.07%             | 2038-03-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46395.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-909075.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                             | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     84200 | NS      | $3619758.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEATHROW FUNDING LTD                              | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $124214.83    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7485784 | PA      | $5559657.06   | 0.10%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                           | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     85882 | NS      | $5146808.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $64715.64     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                         | Olin Corp                                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     15300 | NS      | $307377.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14273.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209399.36    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15997086 | PA      | $15094749.90  | 0.28%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25528.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $101370.18    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                   | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 320278148 | NS      | $320278147.64 | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    467000 | NC      | $0.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                        | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     11136 | NS      | $1564755.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62176.47     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    210800 | NS      | $2032713.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     12400 | NS      | $2574488.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       126 | NS      | $232465.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $208841.62    | 0.00%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1651189 | PA      | $1602001.62   | 0.03%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5646.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                        | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     11195 | NS      | $1545456.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1122.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41836.91     | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4560.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      2749 | NS      | $1515303.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                          | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    341026 | NS      | $4519497.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166173.13    | 0.00%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35414.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                      | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |     19812 | NS      | $1056825.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17114.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                            | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5000 | NS      | $2717050.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     73751 | NS      | $7140108.21   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3140776 | PA      | $1710618.65   | 0.03%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $344566.90    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: —       |
| Citibank, National Association                    | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2057.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |   1350992 | NS      | $6242624.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2735.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM XX Ltd                                                                     | CUSIP: 67112MAA3<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |    336167 | PA      | $336142.50    | 0.01%             | 2031-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                     | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3764 | NS      | $730178.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -469000 | NC      | $-2091.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    546000 | NC      | $0.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                 | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     31100 | NS      | $916188.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Haleon PLC                                        | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     71704 | NS      | $368532.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     39604 | NS      | $2731883.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13942.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                    | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $854226.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                     | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $188224.00    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265780.53    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                  | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     39148 | NS      | $1316938.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| National Grid PLC                                 | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    233096 | NS      | $3421537.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    102875 | NS      | $4655093.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $481319.94    | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     14000 | NS      | $3182340.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72140.27     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                           | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |    158431 | NS      | $1115511.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                             | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     11600 | NS      | $2041600.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65851.83     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                     | TMX Group Ltd                                                                   | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     23641 | NS      | $1002062.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198007.32    | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                          | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1418 | NS      | $3844007.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                          | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     92645 | NS      | $1240265.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                              | Hayward Holdings Inc                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46800 | NS      | $645840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co Ltd                            | Zensho Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |      5000 | NS      | $302631.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20017.92     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     23200 | NS      | $4582928.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN INC                                      | JELD-WEN Inc                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930693.82    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32577.94     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1073631 | PA      | $901472.59    | 0.02%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                         | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     24800 | NS      | $351219.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $112615.80    | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                  | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     24500 | NS      | $473131.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                     | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |    116839 | NS      | $308412.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-250644.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    540853 | NS      | $2107511.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | SOYBEAN OIL                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        81 | NC      | $254710.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XXXII DAC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $294271.67    | 0.01%             | 2039-04-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| IBM                                               | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      8360 | NS      | $2464360.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189608.24    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                     | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      6635 | NS      | $701408.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184710.90    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841632 | PA      | $844065.91    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     99000 | PA      | $99123.75     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2800 | NS      | $2051784.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                          | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    102000 | NS      | $2975855.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                          | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    128776 | NS      | $1838921.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $158709.65    | 0.00%             | 2049-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  37680000 | PA      | $1846917.41   | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    550000 | PA      | $495801.08    | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3592629 | PA      | $3618170.10   | 0.07%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                  | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     46232 | NS      | $2141459.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -520000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                    | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     20100 | NS      | $2085576.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855000 | PA      | $375664.37    | 0.01%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2100 | NS      | $851466.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |    104400 | NS      | $2364790.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Growth ETF                   | iShares Russell 1000 Growth ETF                                                 | CUSIP: 464287614<br>LEI: 549300H1KWQVEKI25E14 | Long             | EC               | RF                | US        |     10239 | NS      | $4347274.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLVENTUM CORP                                    | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430769.88    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                           | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      7307 | NS      | $405643.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                       | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      4000 | NS      | $1616880.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    523000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BTP                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        30 | NC      | $14111.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND                          | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |  81691000 | PA      | $2756140.69   | 0.05%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kesko Oyj                                         | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     34367 | NS      | $847633.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                           | Sembcorp Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |    139700 | NS      | $752576.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     30400 | NS      | $1005024.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     34909 | NS      | $7745259.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     32742 | NS      | $11625047.10  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Eni SpA                                           | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     43418 | NS      | $701379.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                         | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     10200 | NS      | $365559.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $300.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2282.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp                                         | Lear Corp                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      5600 | NS      | $531888.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      6073 | NS      | $4298165.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                         | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     53525 | NS      | $576063.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                 | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |      2500 | NS      | $297976.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132883.14    | 0.00%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1600 | NS      | $858144.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     30364 | NS      | $4837592.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                      | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     13360 | NS      | $753863.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                             | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      8100 | NS      | $2362446.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $34326171.88  | 0.64%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                   | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     20100 | NS      | $1990704.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416702.98    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Calamos Market Neutral Income Fund                | Calamos Market Neutral Income Fund                                              | CUSIP: 128120342<br>LEI: 549300V8T4Z368WZGT46 | Long             | EC               | RF                | US        |   1781019 | NS      | $27374267.44  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $399637.86    | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404906.47    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34014.86     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                       | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20341 | NS      | $2139873.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    350000 | PA      | $360150.00    | 0.01%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                   | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     49100 | NS      | $1443540.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -227000 | NC      | $-9.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2229855 | PA      | $1190882.10   | 0.02%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1537 | NS      | $806925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                        | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |     17700 | NS      | $294351.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties                     | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     13729 | NS      | $640869.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                  | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     29900 | NS      | $766932.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                           | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      8103 | NS      | $2593932.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                                  | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |     40000 | NS      | $465306.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6725008 | PA      | $6665638.54   | 0.12%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3084018 | PA      | $3121965.62   | 0.06%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF | iShares J.P. Morgan USD Emerging Markets Bond ETF                               | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |     43812 | NS      | $4057867.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $128935.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                             | Freedom Mortgage Corp                                                           | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107533.30    | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Nova Ltd                                          | Nova Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |      3247 | NS      | $920471.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2871.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $220000.00    | 0.00%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19600 | NS      | $1758904.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                    | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      9932 | NS      | $1470035.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-71380.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    408000 | NC      | $271.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     62948 | NS      | $1589692.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                          | Korea Housing Finance Corp                                                      | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $600177.30    | 0.01%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                        | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     24000 | NS      | $2094960.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                    | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     40400 | NS      | $7358052.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1200 | NS      | $904080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadcom Inc                                      | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    116378 | NS      | $32079595.70  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2100000 | PA      | $1550952.90   | 0.03%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10983.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1582.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1564311.05   | 0.03%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       303 | NC      | $706099.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -408000 | NC      | $-4712.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                | National Grid Electricity Distribution East Midlands PLC                        | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $361348.88    | 0.01%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                            | Boston Beer Co Inc/The                                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      2200 | NS      | $419782.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                      | Duolingo Inc                                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $533026.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       300 | NS      | $1113669.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383252.00    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     73200 | NS      | $3602172.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                    | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     47100 | NS      | $3675213.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    285000 | PA      | $271444.74    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    445000 | PA      | $403064.66    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                               | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     50000 | NS      | $3716000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     16300 | NS      | $1944590.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                           | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     21600 | NS      | $723808.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -282000 | NC      | $-915.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                       | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      6000 | NS      | $834660.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     20900 | NS      | $511214.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                       | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     64418 | NS      | $1719559.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest CLO                                       | Harvest CLO XXXII DAC                                                           | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1778057.33   | 0.03%             | 2037-07-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Dutch Bros Inc                                    | Dutch Bros Inc                                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4735 | NS      | $323731.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $584.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8599366 | PA      | $8215081.74   | 0.15%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                    | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     21500 | NS      | $480645.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                     | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     84000 | NS      | $2167764.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                         | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     34400 | NS      | $553679.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                          | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      1522 | NS      | $2795209.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     31901 | NS      | $10413120.84  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $415125.00    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34407.44     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                          | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500089.59    | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                   | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     63300 | NS      | $1290052.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348506.97    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $258183.08    | 0.00%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                  | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      3300 | NS      | $524700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       118 | NC      | $430768.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                 | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    940613 | NS      | $2999259.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                 | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2800 | NS      | $806344.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3855.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                           | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      3413 | NS      | $168805.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                  | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      3600 | NS      | $392106.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $171169.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    405000 | NC      | $92.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3358.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36515.78     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    394290 | NS      | $1923421.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | DKK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $27350.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                      | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    359680 | NS      | $587165.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1571000 | NC      | $-163264.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    940021 | NS      | $11370673.79  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-80502.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     10200 | NS      | $930648.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    470000 | NC      | $39.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   3557000 | NC      | $470.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1163283 | PA      | $980909.55    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME NICKEL                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -54 | NC      | $94526.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                               | STAG Industrial Inc                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     79390 | NS      | $2880269.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                      | MediaTek Inc                                                                    | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     24331 | NS      | $1042550.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                          | COPPER                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        48 | NC      | $100435.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XXIX Funding Ltd.                         | Regatta XXIX Funding Ltd                                                        | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5522502.15   | 0.10%             | 2037-09-06      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                       | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     62000 | NS      | $3246631.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    403000 | NC      | $40.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2399.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                  | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    289800 | NS      | $2063018.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     35869 | NS      | $799395.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                         | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     15306 | NS      | $293454.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                              | Glencore Capital Finance DAC                                                    | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $108802.53    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      8200 | NS      | $1029838.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                          | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     24600 | NS      | $461179.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                    | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |    270000 | NS      | $865618.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                             | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     12948 | NS      | $2829008.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| American International Group I                    | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     39800 | NS      | $3406482.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16293.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                       | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238594.22    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 32 Ltd                                                                  | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9028080.90   | 0.17%             | 2037-07-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257814.84    | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     23700 | NS      | $1227897.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       396 | NS      | $736440.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                      | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8326 | NS      | $692057.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | WTI CRUDE                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       163 | NC      | $394924.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -2272000 | NC      | $-39449.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                         | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      5800 | NS      | $322372.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                       | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $273858.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250152.57    | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                          | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      2369 | NS      | $566812.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                             | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1940000 | PA      | $1256330.95   | 0.02%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      7223 | NS      | $3159412.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     34529 | NS      | $1815880.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                      | Docusign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      4721 | NS      | $367718.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $282738.45    | 0.01%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     20100 | NS      | $3687747.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                            | Penn Entertainment Inc                                                          | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299078.85    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                     | Ares European CLO XXI DAC                                                       | CUSIP: 000000000<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $293898.53    | 0.01%             | 2038-04-15      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                    | Benefit Street Partners CLO XXI Ltd                                             | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2025000 | PA      | $2028294.88   | 0.04%             | 2034-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CAD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1075.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                    | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      3756 | NS      | $209612.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide C                    | Marriott Vacations Worldwide Corp                                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     10200 | NS      | $737562.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| East West Bancorp Inc                             | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5662 | NS      | $571748.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       386 | NC      | $4257298.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154234.98    | 0.00%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-46244.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                               | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    111600 | NS      | $1092670.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13809519 | PA      | $14178492.19  | 0.26%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     11539 | NS      | $906775.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333710.56    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108155.13    | 0.00%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -235000 | NC      | $-1687.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     72900 | NS      | $3160215.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $969758.24    | 0.02%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137163.24    | 0.00%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30648.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $157500.00    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21599.33     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                        | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3600 | NS      | $613548.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |    520000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     29353 | NS      | $1331042.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRIZE LTD                                        | AMRIZE LTD                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19971 | NS      | $996221.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18108.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-38002.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                 | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      2656 | NS      | $444184.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418043.91    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     13617 | NS      | $10911803.69  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -520000 | NC      | $-0.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552804.70    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97453.92     | 0.00%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                             | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |     82302 | NS      | $7356975.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     15000 | NS      | $325800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kemper Corp                                       | Kemper Corp                                                                     | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      6300 | NS      | $406602.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -235000 | NC      | $-1687.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $431408.38    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3270000 | PA      | $1567313.04   | 0.03%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171631.70    | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $270199.80    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132267.04    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2255000 | PA      | $2991494.13   | 0.06%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $674178.42    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                      | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36758 | NS      | $5263378.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Twilio Inc                                        | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      4800 | NS      | $596928.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                         | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     22128 | NS      | $341809.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     48160 | NS      | $13962065.60  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |   1380000 | PA      | $1778233.76   | 0.03%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1571000 | NC      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                           | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     11424 | NS      | $638753.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                         | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     68000 | NS      | $1534534.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1180 | NS      | $6831303.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1290346.50   | 0.02%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                            | Brunello Cucinelli SpA                                                          | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |     18723 | NS      | $2273026.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $218000.00    | 0.00%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   5634000 | NC      | $301.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                           | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5200 | NS      | $863772.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     85200 | NS      | $15113628.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                              | SL Green Realty Corp                                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     67529 | NS      | $4180045.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Boliden AB                                        | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     23517 | NS      | $734893.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                            | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     90643 | NS      | $1500010.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     10118 | NS      | $3156512.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Engineering                                    | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    296400 | NS      | $1817431.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -27 | NC      | $-37915.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55961.46     | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $658.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128143.58    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-153166.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $55350.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1300.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                           | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116840.86    | 0.00%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D          | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 115717740 | NS      | $115636737.42 | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                    | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |     20279 | NS      | $5950264.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group/The                                     | GPT Group/The                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    161166 | NS      | $514534.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | SUGAR #11 (WORLD)                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        70 | NC      | $-57143.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     19900 | NS      | $3052063.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6260.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   7400000 | PA      | $7000015.36   | 0.13%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56387.74     | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2175696 | PA      | $1970470.97   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7013190 | PA      | $6495693.31   | 0.12%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -235000 | NC      | $-710.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ISHARES MSCI EAFE ETF                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |     11700 | NC      | $26507261.87  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                      | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    137628 | NS      | $14467455.36  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc                        | Howard Hughes Holdings Inc                                                      | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |      5800 | NS      | $391500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -458000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                            | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    106400 | NS      | $1245861.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                             | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      4000 | NS      | $1371456.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     24572 | NS      | $1183869.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $374132.81    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49050.12     | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21657.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                        | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |     22185 | NS      | $274775.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                          | Alcon AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      4912 | NS      | $435610.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21438.72     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   5400000 | PA      | $677700.00    | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3402.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797QJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68000000 | PA      | $67658718.20  | 1.25%             | 2025-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                      | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      7090 | NS      | $563109.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $244707.33    | 0.00%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    985000 | NC      | $130.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14017.29     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                       | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     25300 | NS      | $869379.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195895.55    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        26 | NC      | $38530.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $211.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                  | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24576 | NS      | $5455.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |       120 | NC      | $20869483.34  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8016.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     74800 | NS      | $5921168.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     10961 | NS      | $1237987.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66679.20     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199461.22    | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                      | TSB Bank PLC                                                                    | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $241710.63    | 0.00%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4444.00      | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         7 | NC      | $4375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $423009.08    | 0.01%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| HKEX                                              | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     70808 | NS      | $3808519.48   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                               | Select Medical Corp                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176056.65    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EQT Corp                                          | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     10200 | NS      | $594864.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      8998 | NS      | $367388.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIM CRANE WORKS LLC                             | Maxim Crane Works Holdings Capital LLC                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $263893.70    | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Insulet Corp                                      | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      9200 | NS      | $2890456.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      1437 | NS      | $349047.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                             | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     33400 | NS      | $2572134.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2022-2 DAC                                           | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $4712834.71   | 0.09%             | 2038-01-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                             | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     42600 | NS      | $2921934.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181980.23    | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                              | KOREA 10YR BND                                                                  | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |        31 | NC      | $-3015.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                               | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    197900 | NS      | $1827769.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $250384.73    | 0.00%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Vanguard Real Estate ETF                          | Vanguard Real Estate ETF                                                        | CUSIP: 922908553<br>LEI: N/A                  | Long             | EC               | RF                | US        |    228426 | NS      | $20343619.56  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7310000 | PA      | $2990227.34   | 0.06%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                       | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    137900 | NS      | $2174683.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                        | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      8069 | NS      | $3953091.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    111900 | NS      | $3993711.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional US Real Estate ETF                    | Dimensional US Real Estate ETF                                                  | CUSIP: 25434V823<br>LEI: 5493008O3YXC72K1RO63 | Long             | EC               | RF                | US        |    607100 | NS      | $14242566.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Poste Italiane SpA                                | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     38833 | NS      | $834360.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $201968.90    | 0.00%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     33200 | NS      | $3396692.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                          | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      6584 | NS      | $1441717.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25125.00     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      7084 | NS      | $828402.96    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     12200 | NS      | $1616012.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBERBANK (SB CAP SA)                              | Sberbank of Russia Via SB Capital SA                                            | CUSIP: 000000000<br>LEI: 222100YFG9QVABDS2B03 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $50000.00     | 0.00%             | 2023-05-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                              | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      9170 | NS      | $332335.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                         | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      5273 | NS      | $3689640.36   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123684.75    | 0.00%             | 2029-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         7 | NC      | $2975.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7630.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                         | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    165972 | NS      | $2527452.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                     | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      5601 | NS      | $886968.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                           | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    310864 | NS      | $4787034.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225245.36    | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                             | Novonesis Novozymes B                                                           | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      9590 | NS      | $688532.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    800000 | PA      | $128400.00    | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $159826.23    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Dividend Appreciation ETF                | Vanguard Dividend Appreciation ETF                                              | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |    320692 | NS      | $65636031.64  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $18618.29     | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4856 | NS      | $3391770.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-338225.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $4381.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                | JAPAN 10Y BOND(OSE)                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |        -1 | NC      | $-2569.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    190000 | PA      | $194987.50    | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                       | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2200 | NS      | $570614.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3922294 | PA      | $4281735.36   | 0.08%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $132284.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81500000 | PA      | $78013964.84  | 1.44%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                         | Toast Inc                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     29912 | NS      | $1324802.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $343.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                         | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     88559 | NS      | $8805100.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP Inc                                           | BXP Inc                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      7814 | NS      | $527210.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Amundi SA                                         | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |     19921 | NS      | $1614712.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                             | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      2279 | NS      | $100104.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I                    | Ryman Hospitality Properties Inc                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     15203 | NS      | $1500080.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4559.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                | UBS Switzerland AG                                                              | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |    720000 | PA      | $861168.15    | 0.02%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     71853 | NS      | $5258921.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    408000 | NC      | $1.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                    | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     25200 | NS      | $1868102.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2798 | NS      | $862203.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                         | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |    101107 | NS      | $2359932.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $46521.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                       | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      8989 | NS      | $1554981.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                           | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20210 | NS      | $2979762.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     20978 | NS      | $5857267.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     44500 | NS      | $2969930.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $159833.24    | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                        | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      2300 | NS      | $775008.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                   | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19900 | NS      | $391748.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                            | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     40910 | NS      | $1444208.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd                 | DLLTD PIK-TERM B 1L USD                                                         | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    913045 | PA      | $906768.20    | 0.02%             | 2027-05-25      | Floating      | 11.78%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086335 | PA      | $1067369.60   | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9799498 | PA      | $9714900.67   | 0.18%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $109310.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -941000 | NC      | $-7636.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                         | Marks & Spencer Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     35995 | NS      | $175188.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                             | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 295800000 | PA      | $1884207.90   | 0.03%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                        | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1797 | NS      | $325185.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTOS FINANCE LTD                                | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $81789.44     | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                       | Xiaomi Corp                                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |    455809 | NS      | $3508697.66   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                       | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     20486 | NS      | $926473.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     32100 | NS      | $967327.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                   | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     12400 | NS      | $4099192.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46637.09     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Hedged Equity Fund                       | JPMorgan Hedged Equity Fund                                                     | CUSIP: 46637K281<br>LEI: 549300S6PTD170LF2O94 | Long             | EC               | RF                | US        |    987984 | NS      | $32702281.92  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    154264 | NS      | $27185944.72  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $106465.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     42956 | NS      | $7973492.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                            | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $472140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                              | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     69236 | NS      | $1222097.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                            | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     16663 | NS      | $612198.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                             | Dexus                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27420 | NS      | $120345.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14431.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | LIVE CATTLE                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        58 | NC      | $65831.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1414950.71   | 0.03%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $529757.81    | 0.01%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| XP Inc                                            | XP Inc                                                                          | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |     49473 | NS      | $999354.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $216646.31    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $964.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $199872.21    | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    104400 | NS      | $4940208.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-58061.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-123066.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $614801.55    | 0.01%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                   | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    168481 | NS      | $2499872.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                     | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    449623 | NS      | $1056036.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4398.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                      | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     14900 | NS      | $778045.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $145981.33    | 0.00%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                               | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      8570 | NS      | $2086966.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1875.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1793430 | PA      | $1763409.38   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3602420 | PA      | $3747923.75   | 0.07%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                  | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62048.90     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME NICKEL                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        54 | NC      | $-49131.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                  | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     27546 | NS      | $1439075.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                             | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45800000 | PA      | $213667.11    | 0.00%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                     | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    411800 | NS      | $3730267.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2364.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                    | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     49900 | NS      | $4546389.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $269685.72    | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                  | Santander UK PLC                                                                | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $898057.30    | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group In                    | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     13200 | NS      | $351086.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                 | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     12863 | NS      | $824853.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368431.70    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $116627.82    | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $21804.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                    | EPR Properties                                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     80801 | NS      | $4707466.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                             | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     28200 | NS      | $653340.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                        | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     48830 | NS      | $3359522.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     12300 | NS      | $1585716.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      9000 | NS      | $1649070.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2211259 | PA      | $1958134.75   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF              | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |    276937 | NS      | $27472150.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                           | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2785.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |     17270 | NS      | $1958590.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $651196.80    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     16500 | NS      | $1772265.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                        | Sixth Street CLO XVI Ltd                                                        | CUSIP: 83012DAQ6<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011936.10   | 0.06%             | 2037-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $606588.70    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                    | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       602 | NS      | $1086628.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                              | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $398700.00    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                               | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      7400 | NS      | $732748.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    145722 | NS      | $1982910.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                          | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     30787 | NS      | $866272.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     66495 | NS      | $5347527.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     16800 | NS      | $3661896.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181650.12    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                 | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $218269.42    | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $155538.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25361.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493391.75    | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio                    | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     10957 | NS      | $761594.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     18401 | NS      | $2267923.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                               | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     19500 | NS      | $1417767.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                    | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156965.84    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10281.70     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1890.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     40501 | NS      | $2811579.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     78491 | NS      | $2558806.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                         | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |     17526 | NS      | $954660.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24            | AUST 10Y BOND                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |       -34 | NC      | $-12763.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    929459 | PA      | $965626.87    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    665000 | PA      | $815501.26    | 0.02%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                     | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      5770 | NS      | $1576421.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                               | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     82282 | NS      | $3250975.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     27203 | NS      | $1567164.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WH Group Ltd                                      | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |   1726000 | NS      | $1663505.21   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5087.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                      | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     92617 | NS      | $1430358.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-212572.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23291.61     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |      -118 | NC      | $-523823.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |     30000 | NS      | $2754000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                     | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    198475 | NS      | $4774831.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    535000 | PA      | $544157.50    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                        | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     42100 | NS      | $590964.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14865.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17833369.32  | 0.33%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                 | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      1247 | NS      | $555455.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15889.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                       | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |     14625 | NS      | $2505876.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1897.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        27 | NC      | $46910.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17706.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                 | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    425000 | PA      | $405608.30    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     19600 | NS      | $1660316.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKLAND CORP                                     | Parkland Corp                                                                   | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $214695.60    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    985000 | PA      | $883160.85    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| VONOVIA SE                                        | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $105729.11    | 0.00%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                       | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     20825 | NS      | $1385676.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                 | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     31973 | NS      | $1435798.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                     | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     48800 | NS      | $983722.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                           | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     13457 | NS      | $2125676.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    915000 | OU      | $8655.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                    | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      7775 | NS      | $4069279.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                         | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     26600 | NS      | $3626112.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                                  | Medibank Pvt Ltd                                                                | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    147555 | NS      | $490015.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     11775 | NS      | $3755989.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                 | ARC Resources Ltd                                                               | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     45013 | NS      | $949016.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     55254 | NS      | $40782424.86  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     16428 | NS      | $1284833.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      3483 | NS      | $596416.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     30712 | NS      | $4529110.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -467000 | NC      | $-231.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                               | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     11200 | NS      | $501648.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    775872 | PA      | $776437.08    | 0.01%             | 2030-10-12      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                             | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |     10424 | NS      | $7998752.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                          | CTS Eventim AG & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |      7222 | NS      | $898060.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REC LTD                                           | REC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $194300.00    | 0.00%             | 2026-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-66980.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                   | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1500 | NS      | $1560360.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2141094 | PA      | $2145477.82   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     28000 | NS      | $4459280.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                   | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     10429 | NS      | $571544.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion Inc                                     | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     19200 | NS      | $2603904.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1400 | NS      | $1254036.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     40899 | NS      | $1334534.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                  | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     33600 | NS      | $1117606.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7204.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                      | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      8743 | NS      | $612885.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     13900 | NS      | $2661981.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                          | Xero Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |     17742 | NS      | $2099397.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500399.01    | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                        | Hongkong Land Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |     40500 | NS      | $233817.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24806 | NS      | $1392856.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GOLD INC                                      | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $82188.00     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5506.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                       | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      3300 | NS      | $363693.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | SHORT EURO-BTP                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        34 | NC      | $-6408.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $373609.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                       | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     34815 | NS      | $2371841.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    265000 | PA      | $266590.00    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                    | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      4900 | NS      | $995141.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -10800000 | OU      | $-4387.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coupang Inc                                       | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     52800 | NS      | $1581888.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1182 | NS      | $947242.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                        | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |    137400 | NS      | $3503752.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     32600 | NS      | $2963340.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    104276 | NS      | $10196107.28  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       889 | NC      | $1725446.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141393.34    | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                       | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6700 | NS      | $1493229.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -458000 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        71 | NC      | $112647.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10662.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2372.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $797732.81    | 0.01%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EG Finco Limited                                  | EG FINCO LTD                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |   2157675 | PA      | $2546398.32   | 0.05%             | 2028-02-07      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52357.04     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                       | Sun Hung Kai Properties Ltd                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     13000 | NS      | $149799.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                             | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     46578 | NS      | $1806385.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co                                                             | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123025.10    | 0.00%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 24 Ltd                                                    | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |   4750000 | PA      | $4769336.30   | 0.09%             | 2037-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15283.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233121.86    | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Eternal Ltd                                       | Eternal Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |    292212 | NS      | $899954.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                         | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     27500 | NS      | $3265958.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | EUR/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2330.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -235000 | NC      | $-710.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                              | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10400 | NS      | $397696.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                         | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     27711 | NS      | $1592140.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -468000 | NC      | $-284.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                       | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103873.40    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                        | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4300 | NS      | $557022.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452557.60    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                          | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $608876.17    | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     34520 | NS      | $1526530.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103884.06    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     77739 | NS      | $9640413.39   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-87101.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macerich Co/The                                   | Macerich Co/The                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     23874 | NS      | $386281.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5367.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22965.75     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd                                       | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      2000 | NS      | $316920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                           | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     56700 | NS      | $1026875.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     20500 | NS      | $4879410.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                         | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     39700 | NS      | $1310972.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104396.05    | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lifco AB                                          | Lifco AB                                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      4381 | NS      | $177547.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91855.48     | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Central Japan Railway Co                          | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     53000 | NS      | $1184793.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1321545.60   | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Konami Group Corp                                 | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |     13100 | NS      | $2071132.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co                             | West Japan Railway Co                                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     43278 | NS      | $989381.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $164759.61    | 0.00%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13724.01     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11477.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9263866 | PA      | $8395016.96   | 0.16%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                     | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      3774 | NS      | $117989.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                 | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     79765 | NS      | $8181496.05   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     22689 | NS      | $6573457.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                            | FUJIFILM Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     26000 | NS      | $563045.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37176.63     | 0.00%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                               | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       278 | NS      | $123502.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                             | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $241136.97    | 0.00%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     18665 | NS      | $2153007.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Keppel Ltd                                        | Keppel Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |     30000 | NS      | $175187.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                             | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2013000 | PA      | $1261673.57   | 0.02%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                  | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    570000 | PA      | $546455.10    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO III Ltd                                                          | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   7500000 | PA      | $7534068.75   | 0.14%             | 2036-01-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     40339 | NS      | $2462185.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                 | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85878 | NS      | $6274246.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| NU Holdings Ltd/Cayman Islands                    | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |    194659 | NS      | $2670721.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51794.72     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                              | Dassault Aviation SA                                                            | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       645 | NS      | $228054.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     83451 | NS      | $2473940.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |      1843 | NS      | $4816920.09   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                       | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    123500 | NS      | $3589447.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                    | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |    102486 | NS      | $1053655.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                    | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     56300 | NS      | $721952.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                            | MatsukiyoCocokara & Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     77100 | NS      | $1585987.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23210559 | PA      | $22773547.61  | 0.42%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1791 | NS      | $585100.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                          | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     45273 | NS      | $1931891.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1265692 | PA      | $1224210.83   | 0.02%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Orion Oyj                                         | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |     19120 | NS      | $1438464.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                               | Swiss Prime Site AG                                                             | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      2254 | NS      | $338379.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                     | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     10000 | NS      | $717300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CNH CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   5634000 | NC      | $18212.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e                     | Recordati Industria Chimica e Farmaceutica SpA                                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      1948 | NS      | $122441.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $316900.00    | 0.01%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| adidas AG                                         | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     11547 | NS      | $2695415.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors Inc                      | Sunstone Hotel Investors Inc                                                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    191130 | NS      | $1659008.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                 | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      4820 | NS      | $1322029.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $669228.75    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                            | Paylocity Holding Corp                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      3400 | NS      | $616046.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  10800000 | OU      | $11860.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-841.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      8700 | NS      | $478239.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3746 | NS      | $1454234.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392303.80    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Global Medical REIT Inc                           | Global Medical REIT Inc                                                         | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |    192664 | NS      | $1335161.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129528.72    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                             | Euronet Worldwide Inc                                                           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      4900 | NS      | $496762.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCM MERGER INC                                    | CCM Merger Inc                                                                  | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275144.15    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | GASOLINE RBOB                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        49 | NC      | $93005.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $370292.74    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116958.66    | 0.00%             | 2027-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     77039 | NS      | $7187738.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                        | Grand Canyon Education Inc                                                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2900 | NS      | $548100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41682.24     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16393.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $591495.38    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-953.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                     | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    123661 | NS      | $1238605.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6569.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7600 | NS      | $1825672.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10221.52     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    123614 | NS      | $4196914.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                   | Schlumberger NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     77600 | NS      | $2622880.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                          | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    139285 | NS      | $3273587.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                            | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   6768894 | PA      | $7791928.53   | 0.14%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -523000 | NC      | $-1707.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                            | CAN 10YR BOND                                                                   | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        -6 | NC      | $-2584.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I                    | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      5500 | NS      | $1203400.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     49674 | NS      | $15779442.84  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     15700 | NS      | $4841880.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7283.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3599.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                    | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     95100 | NS      | $1127869.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    234000 | NC      | $0.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                         | Segro PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    140310 | NS      | $1313462.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $146627.53    | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14757.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                         | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     26564 | NS      | $5557208.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    210000 | PA      | $229864.77    | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                              | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     21653 | NS      | $1542343.19   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    675118 | NS      | $3888956.42   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     11700 | NS      | $3152448.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214776.00    | 0.00%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                      | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     29000 | NS      | $1070100.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                           | Wintrust Financial Corp                                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3598 | NS      | $446080.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     41215 | NS      | $1125414.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap Inc/The                                       | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     22500 | NS      | $490725.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     19800 | NS      | $1153548.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76905.49     | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     33721 | NS      | $1928983.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-732.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International                    | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     25375 | NS      | $2680107.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                       | Genpact Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      8400 | NS      | $369684.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                          | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     41531 | NS      | $1251216.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                    | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      3583 | NS      | $7587714.23   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                          | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5500 | NS      | $803110.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1381786 | NS      | $1479134.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                      | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     34999 | NS      | $1664075.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 12 Ltd                                                          | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8000000 | PA      | $8025987.20   | 0.15%             | 2037-07-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -260000 | NC      | $-17.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     25186 | NS      | $3110219.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $248700.00    | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7889.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp                                     | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     21400 | NS      | $477434.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $487978.83    | 0.01%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Veris Residential Inc                             | Veris Residential Inc                                                           | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |    182178 | NS      | $2712630.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | SEK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4155.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Realty Trust Inc                         | Piedmont Realty Trust Inc                                                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167679 | NS      | $1222379.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1087202 | PA      | $1100749.25   | 0.02%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mirvac Group                                      | Mirvac Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    697264 | NS      | $1011701.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1557.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                          | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     14466 | NS      | $2470705.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | KC HRW WHEAT                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        88 | NC      | $-120803.26   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201866.45    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                            | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      9806 | NS      | $1166227.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  11305000 | PA      | $627619.44    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4631623 | PA      | $3510444.94   | 0.06%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     97035 | NS      | $5931037.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |     11400 | NS      | $1333800.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-46537.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                    | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      1900 | NS      | $420375.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11163.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                               | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     18000 | NS      | $1440720.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                          | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362548.28    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Thales SA                                         | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      6930 | NS      | $2046252.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $88.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29608.64     | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                           | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     87124 | PA      | $78193.62     | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| iShares TIPS Bond ETF                             | iShares TIPS Bond ETF                                                           | CUSIP: 464287176<br>LEI: 549300EHD1VQKMRQ0829 | Long             | EC               | RF                | US        |      9911 | NS      | $1090606.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Aeroportuario del Pacifi                    | Grupo Aeroportuario del Pacifico SAB de CV                                      | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      1376 | NS      | $315957.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $826.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                    | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |    183000 | NS      | $815740.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow PLC                                | Barratt Redrow PLC                                                              | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     58967 | NS      | $369250.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     64241 | NS      | $4034977.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     12590 | NS      | $4407507.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                      | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     28000 | NS      | $2826600.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                       | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      4905 | NS      | $864238.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     27800 | NS      | $13504406.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                               | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    195263 | NS      | $7147328.87   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -1 | NC      | $-2997.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                    | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3209 | NS      | $480002.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-60972.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                             | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    110400 | NS      | $1068791.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                   | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     59896 | NS      | $5500249.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97174.68     | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                           | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 433790000 | PA      | $1273419.73   | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Experian PLC                                      | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     30890 | NS      | $1592881.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Monument CLO                                      | Monument Clo 3 DAC                                                              | CUSIP: 000000000<br>LEI: 254900274MJH69SRXW98 | Long             | ABS-CBDO         | CORP              | IE        |   4250000 | PA      | $5006287.50   | 0.09%             | 2038-04-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -408000 | NC      | $-1335.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    105000 | PA      | $107442.30    | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QVLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1452547 | PA      | $1486753.58   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66049.45     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $231367.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      9400 | NS      | $1263548.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Rock CLO Ltd                               | Silver Rock CLO III                                                             | CUSIP: 82811AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7032291.00   | 0.13%             | 2036-01-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5874.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                          | Unipol Assicurazioni SpA                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     65176 | NS      | $1290795.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                     | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     41692 | NS      | $1741326.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                  | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     17600 | NS      | $1808048.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                    | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     58183 | NS      | $1277973.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15216.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-169509.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5777.26      | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    370000 | PA      | $380360.00    | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     42870 | NS      | $13108765.58  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                  | DSM-Firmenich AG                                                                | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |      1870 | NS      | $198940.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-389.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                        | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      9400 | NS      | $3083200.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304833.97    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    458000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                              | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     20100 | NS      | $671334.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     76400 | NS      | $5405300.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries L                    | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     55900 | NS      | $1198686.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    454688 | PA      | $416306.03    | 0.01%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      4200 | NS      | $464562.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |  -5634000 | NC      | $-12971.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     12000 | NS      | $1211280.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        95 | NC      | $121695.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                     | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     11329 | NS      | $477161.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                 | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     45500 | NS      | $1447355.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      4700 | NS      | $471645.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      9308 | NS      | $12464622.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                                | Hang Seng Bank Ltd                                                              | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     12000 | NS      | $180074.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $694779.16    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39623.64     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                  | Markel Group Inc                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       475 | NS      | $948746.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp                                        | Disco Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $859105.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    185722 | NS      | $1587054.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Ipsen SA                                          | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      2412 | NS      | $287312.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                           | Mahindra & Mahindra Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |     21673 | NS      | $804441.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5990.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $51884.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                       | TENNECO INC                                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    299155 | PA      | $292050.33    | 0.01%             | 2028-11-17      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                     | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     13207 | NS      | $934927.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     18653 | NS      | $5008048.78   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356040.37    | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                             | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     24477 | NS      | $2758313.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                      | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     27975 | NS      | $394621.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3855548 | PA      | $3848167.74   | 0.07%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                   | WPC Eurobond BV                                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112928.89    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bastille Funding                                  | Bastille Euro CLO 2020-3 DAC                                                    | CUSIP: 000000000<br>LEI: 2138006IJX5FOJF25485 | Long             | ABS-CBDO         | CORP              | IE        |   3050000 | PA      | $3613208.20   | 0.07%             | 2039-01-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $221145.88    | 0.00%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                        | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     89129 | NS      | $1399571.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26249.44     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       900 | NS      | $293481.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                      | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     22378 | NS      | $884810.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $226702.37    | 0.00%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12085.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     14600 | NS      | $2056556.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -43 | NC      | $-96578.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1202.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Can                    | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       457 | NS      | $1675705.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                     | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $125746.16    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2024-4 Ltd                                                             | CUSIP: 92920KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9026673.30   | 0.17%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      6400 | NS      | $476544.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     28600 | NS      | $2821390.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10831.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-62024.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15858.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                      | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    525521 | NS      | $4553539.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                  | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     38700 | NS      | $1348507.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     24800 | NS      | $3982384.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    260000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $961.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Metro Co Ltd                                | Tokyo Metro Co Ltd                                                              | CUSIP: 000000000<br>LEI: 35380049N9IQPZ74JY58 | Long             | EC               | CORP              | JP        |     74185 | NS      | $863266.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                         | Gates Industrial Corp PLC                                                       | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |     18847 | NS      | $434046.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $50739.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672097.32    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3481.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-88595.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $631557.89    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $269503.36    | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21113.23     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                    | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      7700 | NS      | $1010086.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8423.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                       | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     46779 | NS      | $1386220.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    218200 | NS      | $1081580.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     11072 | NS      | $4283535.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY TEXAS INC                                 | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14326.16     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25272.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                          | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     27638 | NS      | $1497915.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                           | Barrow Hanley CLO I Ltd                                                         | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2358096.46   | 0.04%             | 2038-01-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                             | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    901269 | NS      | $1099074.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -522000 | NC      | $-281.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                 | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      1640 | NS      | $145978.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4070000 | PA      | $2138816.66   | 0.04%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                            | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      4925 | NS      | $350981.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                               | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      9230 | NS      | $2407368.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken                     | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      9087 | NS      | $158391.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                             | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     39500 | NS      | $3698385.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                           | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6015.09      | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                        | Atlas Senior Loan Fund XVIII Ltd                                                | CUSIP: 04943EAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4989784.00   | 0.09%             | 2035-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-951096.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-676672.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206559.70    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | E-MINI RUSS 2000                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        36 | NC      | $100015.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                            | Singapore Airlines Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    122300 | NS      | $670785.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                 | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    255200 | NS      | $4395307.53   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                              | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     17925 | NS      | $308905.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | NY HARB ULSD                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        47 | NC      | $347135.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10800 | NS      | $1821744.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4803.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9464.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                           | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      8500 | NS      | $2621060.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                        | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     12159 | NS      | $401214.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                     | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $388775.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                             | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |     53697 | NS      | $1646457.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     81910 | NS      | $7347466.87   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    275000 | PA      | $297724.54    | 0.01%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | TRS MLBC                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |         1 | NC      | $-1469720.78  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7887.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6060.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional International Core Equity Market ETF  | Dimensional International Core Equity Market ETF                                | CUSIP: 25434V203<br>LEI: 54930095KJRG74HDT020 | Long             | EC               | RF                | US        |   2452000 | NS      | $84765640.00  | 1.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Amadeus IT Group SA                               | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     14340 | NS      | $1211486.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                   | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |    124930 | NS      | $1713055.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -260000 | NC      | $-87.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                        | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      2073 | NS      | $1632580.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148317.34    | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Consolidated Air                    | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    409296 | NS      | $1928284.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    657370 | PA      | $648356.74    | 0.01%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                               | CRH SMW Finance DAC                                                             | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $122247.65    | 0.00%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $150911.39    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17680.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     30600 | NS      | $1324062.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55995.23     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $225768.13    | 0.00%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                            | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      8900 | NS      | $237753.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                   | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183377.52    | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    425000 | PA      | $481736.87    | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $233.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1660.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5061195 | PA      | $3929147.91   | 0.07%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    126100 | NS      | $2581267.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    520000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135921.77    | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1407510.75   | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                             | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     30491 | NS      | $1099810.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1329.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56683.92     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3120.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                        | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    403000 | NS      | $1754356.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                  | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     13500 | NS      | $701190.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3400 | NS      | $298554.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    915000 | OU      | $0.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207810.18    | 0.00%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |  11444000 | PA      | $13655008.84  | 0.25%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $363.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                          | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      4600 | NS      | $323702.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    255000 | PA      | $236742.00    | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Evonik Industries AG                              | Evonik Industries AG                                                            | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      5985 | NS      | $123641.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate CLO 4 Ltd                                                              | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011920.80   | 0.06%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     17600 | NS      | $6452864.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                 | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     45336 | NS      | $5298913.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $263268.08    | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     45792 | NS      | $866306.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                             | Swiss Life Holding AG                                                           | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       114 | NS      | $115409.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-124914.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $233292.66    | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                       | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     60162 | NS      | $743129.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $119263.25    | 0.00%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                  | Crown City CLO I                                                                | CUSIP: 22823RAJ8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8754699.63   | 0.16%             | 2034-07-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2025-2 DAC                                           | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $294578.50    | 0.01%             | 2038-07-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |     28830 | NS      | $2661289.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $48650.00     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    791035 | PA      | $774071.20    | 0.01%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet Clo 2019-1 Ltd                                                        | CUSIP: 94950NAN2<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |   2345452 | PA      | $2348902.24   | 0.04%             | 2032-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96895.65     | 0.00%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                      | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    243074 | NS      | $4676265.11   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Michelin                                          | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     71448 | NS      | $2657452.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                   | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     36151 | NS      | $3471574.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp                                    | Flowserve Corp                                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     14900 | NS      | $780015.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     25605 | NS      | $14388473.70  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $192344.00    | 0.00%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                  | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      5700 | NS      | $328206.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XV DAC                                                   | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |   4137266 | PA      | $4865384.31   | 0.09%             | 2032-08-26      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/RON FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1938.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $232427.92    | 0.00%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                       | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     56177 | NS      | $1455983.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5224359 | PA      | $4139692.11   | 0.08%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226483.92    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                            | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      9756 | NS      | $490949.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    256100 | NS      | $7411534.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                          | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    801321 | NS      | $428344.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   2315303 | NS      | $2434584.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                             | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |     10419 | NS      | $4239282.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $146291.60    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65076.77     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                              | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     64139 | NS      | $333926.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370908.20    | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1904.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101177.22    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    285000 | PA      | $287493.75    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $42112.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    201154 | NS      | $44131176.06  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                        | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     33500 | NS      | $780369.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $991.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                   | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    257100 | NS      | $6684683.88   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122895.96    | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     17500 | NS      | $451850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     30254 | NS      | $519546.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                         | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     15672 | NS      | $229224.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    282000 | NC      | $18.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                       | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     57224 | NS      | $1515653.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     27600 | NS      | $1882872.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                            | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    303161 | NS      | $1510438.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                 | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     57329 | NS      | $1503973.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                               | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1000 | NS      | $488550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                         | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     42835 | NS      | $597119.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1005.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58704.66     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Fund                | AST PGIM Fixed Income Central Fund                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  45530082 | NS      | $524051247.00 | 9.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                     | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    485670 | NS      | $4008162.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $403795.84    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383119.10    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                       | McAfee Corp                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    775000 | PA      | $731607.32    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1177065.33   | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1340 | NC      | $1678937.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                      | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     62000 | NS      | $2732650.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8492.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Health Investors Inc                     | National Health Investors Inc                                                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     29552 | NS      | $2072186.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                 | Ivanhoe Mines Ltd                                                               | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |    127881 | NS      | $960692.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803965.38    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2143.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AST Small-Cap Equity Portfolio                    | AST Small-Cap Equity Portfolio                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    904914 | NS      | $70872879.67  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS FINCO PLC                                  | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1638285.23   | 0.03%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                      | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7100 | NS      | $638432.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    227000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                              | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2628 | NS      | $376355.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     38800 | NS      | $2106064.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                            | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16200 | NS      | $803184.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                 | Trimaran Cavu 2019-1 Ltd                                                        | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5247215.40   | 0.10%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4284 | NS      | $1907236.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KE Holdings Inc                                   | KE Holdings Inc                                                                 | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | CN        |     41835 | NS      | $742152.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85208.34     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    800000 | PA      | $808500.00    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | TRS TRSBENCH21 INDEX                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $32355.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       480 | NC      | $1750543.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO VII DAC                                                           | CUSIP: 000000000<br>LEI: 635400XNW8X824E1MY52 | Long             | ABS-CBDO         | CORP              | IE        |   4725000 | PA      | $5556419.21   | 0.10%             | 2034-07-18      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     27400 | NS      | $1914712.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     21600 | NS      | $1838592.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                      | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      7891 | NS      | $3155045.06   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     12576 | NS      | $4489506.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19267.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                     | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     21100 | NS      | $4721547.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521545.60    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                               | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199339.62    | 0.00%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                         | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $123917.98    | 0.00%             | N/A             | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76123.35     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                        | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     52000 | NS      | $1197652.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                        | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      7666 | NS      | $1027462.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                         | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    149100 | NS      | $2560134.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                       | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     62600 | NS      | $2065395.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834VM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $245214.54    | 0.00%             | 2050-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                         | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    730613 | NS      | $4028251.77   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    168935 | NS      | $8295560.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                          | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     26956 | NS      | $7639330.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     59791 | NS      | $8321063.70   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                              | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1500 | NS      | $467250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702892.98    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3944.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                 | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     26400 | NS      | $798600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $89.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                    | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     15246 | NS      | $3143742.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                      | Kyocera Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41000 | NS      | $492424.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                  | Zillow Group Inc                                                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      4700 | NS      | $329235.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2561285 | PA      | $3045903.31   | 0.06%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      4310 | NS      | $312583.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | CHF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3147.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    470000 | NC      | $39.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                          | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      3300 | NS      | $737022.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                        | Embraer SA                                                                      | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     39905 | NS      | $2270993.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TPC Group Rights                                  | TPC Group Rights                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12402 | NS      | $295322.63    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| T-Mobile US Inc                                   | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     15700 | NS      | $3740682.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                    | Transocean Inc                                                                  | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     88000 | PA      | $86688.80     | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206969.94    | 0.00%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                       | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     53100 | NS      | $657082.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $139447.75    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                               | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    329500 | NS      | $2171306.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                        | Getlink SE                                                                      | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     44886 | NS      | $866480.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -21 | NC      | $-119179.70   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     28202 | NS      | $4293472.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18317.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5100 | NS      | $723690.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      5200 | NS      | $693316.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     12500 | NS      | $732875.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEATHROW FUNDING LTD                              | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $101221.24    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | BRENT CRUDE                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       143 | NC      | $984247.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    458000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                    | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1208105.52   | 0.02%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-42212.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1956.13      | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121558.95    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| First Industrial Realty Trust                     | First Industrial Realty Trust Inc                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75518 | NS      | $3634681.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     54014 | NS      | $7346444.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    640000 | PA      | $663173.95    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                 | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |     20848 | NS      | $3030375.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18321.74     | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                   | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     38100 | NS      | $1690878.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $493.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOTCHKIS & WILEY LRG CA                           | AST HOTCHKIS & WILEY LARGE CAP VALUE                                            | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |   2722337 | NS      | $149891879.68 | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267769.05    | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000 | PA      | $790911.00    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                       | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23400 | NS      | $909910.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                              | TCW CLO 2021-2 Ltd                                                              | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002396.20   | 0.04%             | 2034-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79477.09     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    520000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173632.28    | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Panasonic Holdings Corp                           | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    128900 | NS      | $1379142.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17164.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional US Equity Market ETF                  | Dimensional US Equity Market ETF                                                | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |   2626300 | NS      | $176014626.00 | 3.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Phoenix Group Holdings PLC                        | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |    131331 | NS      | $1188168.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1507962.05   | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                            | Krung Thai Bank PCL/Cayman Islands                                              | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $196900.00    | 0.00%             | N/A             | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                        | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     27382 | NS      | $628755.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $81881.32     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                         | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     70200 | NS      | $2726568.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                       | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        83 | NS      | $402510.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Properties Realty Tr                    | Essential Properties Realty Trust Inc                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    115416 | NS      | $3682924.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  59210000 | PA      | $3005693.60   | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                          | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    353600 | NS      | $798174.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                          | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     64600 | NS      | $1389479.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First American Financial Corp                     | First American Financial Corp                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      6900 | NS      | $423591.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1249200.79   | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135933.49    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3987.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                           | Zoom Communications Inc                                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     29000 | NS      | $2261420.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2942.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    445000 | PA      | $441166.21    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     23200 | NS      | $4936032.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $670322.57    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    275000 | PA      | $275976.25    | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    325000 | PA      | $324343.50    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98301.73     | 0.00%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    163064 | NS      | $5523305.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38212.72     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                        | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      4529 | NS      | $513633.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      4400 | NS      | $2058408.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings Inc                               | TOPPAN Holdings Inc                                                             | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     16400 | NS      | $445539.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    375000 | PA      | $352531.77    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1317000 | NC      | $19741.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $36548.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12435.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                           | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    166358 | NS      | $3171859.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1806.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  47290000 | PA      | $2370053.51   | 0.04%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Continental AG                                    | Continental AG                                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      6205 | NS      | $541558.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                   | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    271400 | NS      | $5423083.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | WHEAT (CBT)                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       158 | NC      | $-155237.59   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    234000 | NC      | $137.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                        | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     37500 | NS      | $479715.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                 | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    200000 | PA      | $199687.60    | 0.00%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                   | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    275000 | PA      | $278789.50    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                              | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     20120 | NS      | $412134.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp                                       | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     22200 | NS      | $683714.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $624418.48    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PIMCO TRENDS Managed Futures Strategy Fund        | PIMCO TRENDS Managed Futures Strategy Fund                                      | CUSIP: 72201U455<br>LEI: 549300S81G7J3BKSIV79 | Long             | EC               | RF                | US        |   1086890 | NS      | $10434139.79  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136898.14    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                            | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $799319.18    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                          | Universal Music Group NV                                                        | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     14420 | NS      | $467792.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136082.71    | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -39 | NC      | $23077.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                     | Hudson Pacific Properties Inc                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    324090 | NS      | $888006.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                               | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699287.08    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     12905 | NS      | $3770453.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp                                         | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |     66100 | NS      | $1991440.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205376.22    | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FirstEnergy Corp                                  | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     12000 | NS      | $483120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -16 | NC      | $-6800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                       | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    285672 | NS      | $1027512.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28845.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94322.28     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $203376.00    | 0.00%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     40600 | NS      | $4501322.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     45000 | PA      | $50615.19     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50213.32     | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-OAT                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -19 | NC      | $14547.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 25 Ltd                                | Elmwood CLO 25 Ltd                                                              | CUSIP: 29001BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7276101.45   | 0.13%             | 2037-04-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Sempra                                            | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     12800 | NS      | $969856.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    208712 | NS      | $3213803.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16491.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO                                        | Henley CLO IV DAC                                                               | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |   3125000 | PA      | $3671892.49   | 0.07%             | 2034-04-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $44929.18     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                        | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     78000 | NS      | $553958.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35709.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500658.22    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NIDEC CORP                                        | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     26100 | NS      | $507203.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    103143 | NS      | $8263817.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $262380.43    | 0.00%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -16 | NC      | $-10000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                    | Pinnacle Financial Partners Inc                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3144 | NS      | $347129.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1114000 | PA      | $1132902.69   | 0.02%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crane Co                                          | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     13900 | NS      | $2639471.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                    | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     54563 | NS      | $6640768.67   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5809 | NS      | $2298214.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5790312.50   | 0.11%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    282000 | NC      | $5.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                         | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      5277 | NS      | $547858.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                     | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     47873 | NS      | $2786405.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -234000 | NC      | $-1194.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1811152 | PA      | $1518726.34   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                       | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     15200 | NS      | $1161888.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                           | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $899603.36    | 0.02%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | SOYBEAN                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       165 | NC      | $8649.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    492160 | NS      | $4075516.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                          | Five Point Operating Co LP / Five Point Capital Corp                            | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $763207.21    | 0.01%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $139605.37    | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $137092.36    | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings                     | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     29195 | NS      | $2773233.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56259.71     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                  | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     38161 | NS      | $2535629.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -282000 | NC      | $-3296.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $889156.25    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $703.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    133961 | NS      | $9294214.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $200732.63    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1648000 | PA      | $1859819.85   | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3733.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4153134 | PA      | $4088889.95   | 0.08%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   6017000 | PA      | $4416683.46   | 0.08%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | LOW SU GASOIL G                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        57 | NC      | $248962.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                                   | Amer Sports Inc                                                                 | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | FI        |     67000 | NS      | $2596920.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                    | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      3139 | NS      | $2244898.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                            | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      9698 | NS      | $1908157.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                           | M&G PLC                                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    307271 | NS      | $1086116.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    621017 | PA      | $727371.90    | 0.01%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                             | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 375250000 | PA      | $2307235.20   | 0.04%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                              | Ryanair Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     10800 | NS      | $306349.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2667.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1904796 | PA      | $1940838.72   | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                             | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $206537.50    | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                        | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13139 | NS      | $180661.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                              | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $302335.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     98200 | NS      | $1065470.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193793.58    | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                             | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     14100 | NS      | $883224.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS SOFTBANK GROUP CORP                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3428.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    236340 | PA      | $242524.92    | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                     | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     12000 | NS      | $663960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    404600 | PA      | $295358.09    | 0.01%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                  | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     29974 | NS      | $951803.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -1317000 | NC      | $-12663.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -403000 | NC      | $-3987.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64500000 | PA      | $64448014.94  | 1.19%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     10017 | NS      | $5093544.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESOBLIGATION                                  | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   7165000 | PA      | $8530895.48   | 0.16%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Hold                    | Pan Pacific International Holdings Corp                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     25500 | NS      | $877074.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13867.28     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                       | Columbia Banking System Inc                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57300 | NS      | $1339674.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36266.43     | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT In                    | Smartstop Self Storage REIT Inc                                                 | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |    143987 | NS      | $5216649.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank, National Association                    | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $486.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -1830000 | OU      | $-5754.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     83442 | NS      | $5092153.13   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                          | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      8483 | NS      | $558866.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                                    | MakeMyTrip Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |     12352 | NS      | $1210743.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     24627 | NS      | $2536088.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     35481 | NS      | $6614368.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                   | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     38219 | NS      | $1561009.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12329.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                    | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |      2100 | NS      | $660408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                         | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     68430 | NS      | $3839368.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                        | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     73149 | NS      | $1844533.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $157.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                   | Cairn Homes PLC                                                                 | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    523045 | NS      | $1322924.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    950000 | PA      | $999043.60    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                   | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83749 | NS      | $3210936.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11578.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1028.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2947.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                    | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122723.54    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                          | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |    110300 | NS      | $1474395.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-203613.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115038.68    | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                     | Capcom Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      8000 | NS      | $273211.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                  | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      3250 | NS      | $324191.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $154467.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                         | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      8672 | NS      | $300370.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                             | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      6324 | NS      | $428987.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     37390 | NS      | $2632629.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    313964 | NS      | $6881365.38   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    580600 | NS      | $7915663.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| RRE Loan Management                               | RRE 24 Loan Management DAC                                                      | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $294338.64    | 0.01%             | 2040-04-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    475000 | PA      | $436053.01    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $219162.40    | 0.00%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                         | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      7810 | NS      | $480677.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                        | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     36950 | NS      | $9490910.42   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78255.26     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIX Ltd                                                    | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7279160.23   | 0.13%             | 2037-04-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6928 | NS      | $6858304.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $401037.44    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | LEAN HOGS                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        30 | NC      | $4631.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -148 | NC      | $6309.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $153865.95    | 0.00%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650440.57    | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9605.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1208.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                          | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9329.59      | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                      | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     83569 | NS      | $2311065.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                     | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     36315 | NS      | $1894435.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    469000 | NC      | $1.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $52909.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $572428.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     69901 | NS      | $4717618.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co Ltd                            | Yamazaki Baking Co Ltd                                                          | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65500 | NS      | $1466220.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     32000 | NS      | $1342720.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $225904.50    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1203.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     46983 | NS      | $7552987.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | RUSSELL 2000 INDEX                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |        60 | NC      | $3365616.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                    | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     10488 | NS      | $5549725.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY ARKANSAS LLC                              | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19867.88     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                           | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      7212 | NS      | $1698402.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                         | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     24071 | NS      | $1787491.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                      | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      3503 | NS      | $496970.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33539.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4894.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                 | Transcanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $94299.85     | 0.00%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     18200 | NS      | $289016.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15287.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2081.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $256953.30    | 0.00%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                           | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |     32461 | NS      | $5191812.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                          | SILVER                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        45 | NC      | $117868.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $145543.75    | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      4400 | NS      | $1377816.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown & Brown Inc                                 | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      2700 | NS      | $299349.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HENDERSON LAND                                    | Henderson Land Development Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |    108000 | NS      | $379295.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                           | AGC Inc                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     20300 | NS      | $595514.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                            | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     13677 | NS      | $410720.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     87100 | NS      | $4031859.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                       | Healthcare Realty Trust Inc                                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    134517 | NS      | $2133439.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Inc                        | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      2300 | NS      | $940263.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    140900 | NS      | $3415416.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     18857 | NS      | $555864.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     15072 | NS      | $11749076.16  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-83021.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1850.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                           | Bundesschatzanweisungen                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   3200000 | PA      | $3777169.24   | 0.07%             | 2026-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                          | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    410022 | NS      | $3891398.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     11985 | NS      | $772260.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9849.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT Inc                                           | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39200 | NS      | $332024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    845000 | PA      | $743800.67    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8436.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                         | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      6249 | NS      | $566687.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                        | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     36000 | NS      | $3219120.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                      | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |      4238 | NS      | $1079409.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34145.04     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                 | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |     11886 | NS      | $1468990.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $733507.35    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                 | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     62300 | NS      | $1178213.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1267613.20   | 0.02%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4106.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                      | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     57832 | NS      | $2332942.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                      | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     19500 | NS      | $1025806.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2651000 | PA      | $2527562.81   | 0.05%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                           | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     64814 | NS      | $2313981.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                          | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     18100 | NS      | $512297.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merger Fund/The                                   | Merger Fund/The                                                                 | CUSIP: 589509207<br>LEI: 549300TXJCENVSEMYP88 | Long             | EC               | RF                | US        |   2927436 | NS      | $51932714.21  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     21900 | NS      | $3245142.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $146.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                            | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     55180 | NS      | $3214795.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                          | Motability Operations Group PLC                                                 | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119426.46    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205617.77    | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $911546.20    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-86552.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2834304 | PA      | $2478964.25   | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51149.13     | 0.00%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293111.61    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson &                     | Washington H Soul Pattinson & Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |     23526 | NS      | $650389.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CHF/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10797.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                        | LANXESS AG                                                                      | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |     34253 | NS      | $1021264.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                           | Autostrade per l'Italia SpA                                                     | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $120622.08    | 0.00%             | 2036-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    190600 | NS      | $4799491.25   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                 | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     30000 | NS      | $257163.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      3623 | NS      | $2005630.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                       | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     28580 | NS      | $1380699.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25962.97     | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     85100 | NS      | $2627292.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $560983.59    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692821 | PA      | $710107.62    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $44550.00     | 0.00%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168692.19    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $420000.00    | 0.01%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264334.78    | 0.00%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-432.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                        | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     35700 | NS      | $541920.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $85737.07     | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $474709.51    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    497406 | NS      | $3513960.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                      | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     32956 | NS      | $493428.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                    | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     10069 | NS      | $317304.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                        | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     12220 | NS      | $4959285.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699347.40    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| nVent Electric PLC                                | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     27000 | NS      | $1977750.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                | Houlihan Lokey Inc                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      3324 | NS      | $598153.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10704.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5361.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    500000 | PA      | $604806.65    | 0.01%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                     | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    136673 | NS      | $1373868.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                     | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322884.88    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1591444.05   | 0.03%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-131594.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2871.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                    | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     54100 | NS      | $3309297.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                         | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     57098 | NS      | $1580979.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                          | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299593.83    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                        | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164989.54    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -9170000 | OU      | $-2949.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $87077.88     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      8800 | NS      | $4075632.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      7200 | NS      | $380556.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13044.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     11700 | NS      | $1608984.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                          | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     48500 | NS      | $566118.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares 0-3 Month Treasury Bond ETF               | iShares 0-3 Month Treasury Bond ETF                                             | CUSIP: 46436E718<br>LEI: 549300L2T50TTT4U6186 | Long             | EC               | RF                | US        |    539000 | NS      | $54271910.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573704.86    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    720000 | PA      | $733520.23    | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94364.46     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-129676.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |        65 | NC      | $9630831.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO International Inc                           | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     15100 | NS      | $2796520.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29512.21     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $83900.00     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                  | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    580000 | PA      | $688609.19    | 0.01%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      2309 | NS      | $191752.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                        | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4700 | NS      | $1149056.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                         | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |     36127 | NS      | $985870.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Victory Market Neutral Income Fund                | Victory Market Neutral Income Fund                                              | CUSIP: 92647P654<br>LEI: 549300K0CUZCEEMBX789 | Long             | EC               | RF                | US        |   5917964 | NS      | $51782180.74  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6298.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                         | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     16273 | NS      | $2109659.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                     | Insurance Australia Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    100816 | NS      | $599353.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15044.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      8900 | NS      | $2956313.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $121661.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47418.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                          | GOLD 100 OZ                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        74 | NC      | $-326249.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19835.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429510.37    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                         | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |    106000 | NS      | $1856060.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fujitsu Ltd                                       | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     44200 | NS      | $1072264.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150316.85    | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                               | MINEBEA MITSUMI Inc                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     64900 | NS      | $949080.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                        | iShares Core MSCI EAFE ETF                                                      | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |    117300 | NS      | $9792204.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Shell PLC                                         | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    396021 | NS      | $13816995.97  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CORN                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       457 | NC      | $-440732.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44469.74     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2025-SFR3 Trust                                            | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $263192.66    | 0.00%             | 2030-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Moncler SpA                                       | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     45970 | NS      | $2622198.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Urban Edge Properties                             | Urban Edge Properties                                                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68586 | NS      | $1279814.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    468000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXIX LTD                                                   | CUSIP: 55820CBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005034.40   | 0.07%             | 2038-03-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19331.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spru                    | Chocoladefabriken Lindt & Spruengli AG                                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         9 | NS      | $151682.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     10650 | NS      | $8388259.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    941000 | NC      | $19.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                        | AddTech AB                                                                      | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     14658 | NS      | $499714.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     26700 | NS      | $7280823.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                  | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     70792 | NS      | $1673123.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7909.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1080727.81   | 0.02%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1249000 | PA      | $1510924.27   | 0.03%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                           | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     41173 | NS      | $1036741.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                | AMN Healthcare Inc                                                              | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    975000 | PA      | $951346.64    | 0.02%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                         | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     39507 | NS      | $335877.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11182902 | PA      | $11368555.85  | 0.21%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4968621 | PA      | $4974637.69   | 0.09%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                            | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     18019 | NS      | $772020.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                            | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    143691 | NS      | $2755531.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |   -520000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4419712 | PA      | $4121899.65   | 0.08%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                    | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     91100 | NS      | $2279721.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main Inc                                   | Core & Main Inc                                                                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6718 | NS      | $405431.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     15161 | NS      | $12060120.67  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-90312.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -7560000 | OU      | $-581.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -87 | NC      | $10636.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AQR Diversified Arbitrage Fund                    | AQR Diversified Arbitrage Fund                                                  | CUSIP: 00203H602<br>LEI: 9SU636C3FFO5J0KHWM63 | Long             | EC               | RF                | US        |   2583908 | NS      | $32738120.45  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36708.01     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    752000 | PA      | $299299.05    | 0.01%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                               | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     75450 | NS      | $1149747.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1491328.13   | 0.03%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                            | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     28444 | NS      | $1188623.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |   1000000 | PA      | $1038619.10   | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  21000000 | PA      | $1021993.66   | 0.02%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                         | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       176 | NS      | $230265.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                         | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    227303 | NS      | $803316.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357433.10    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192237.66    | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Virtus AlphaSimplex Managed Futures Strategy Fund | Virtus AlphaSimplex Managed Futures Strategy Fund                               | CUSIP: 92835M422<br>LEI: 5493000L5NBK9FMRPQ24 | Long             | EC               | RF                | US        |   1195437 | NS      | $8607146.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS EURO FINANCE                             | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92262.93     | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                       | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3600 | NS      | $1179000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                              | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $123581.09    | 0.00%             | 2030-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       115 | NC      | $299237.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                           | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     33700 | NS      | $124103.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -10800000 | OU      | $-16896.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                 | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      5270 | NS      | $191582.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20861.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                         | Canon Inc                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     10800 | NS      | $313240.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                         | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    344997 | NS      | $1790061.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                           | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     47479 | NS      | $883372.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                         | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     20372 | NS      | $6643802.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3460000 | PA      | $1339977.43   | 0.02%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                      | Bankinter SA                                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $707832.42    | 0.01%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Loar Holdings Inc                                 | Loar Holdings Inc                                                               | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6446 | NS      | $555451.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1317000 | NC      | $17.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    825000 | PA      | $772194.37    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     86820 | NS      | $6016109.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204974.85    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CarMax Inc                                        | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $1209780.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10425286 | PA      | $10121894.08  | 0.19%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    103413 | NS      | $15897680.49  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                              | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       880 | NS      | $564500.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      8684 | NS      | $5638820.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                       | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |      9100 | NS      | $934206.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management                               | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2752731.85   | 0.05%             | 2034-07-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew PLC                                | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     58642 | NS      | $898057.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205117.46    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-396548.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                   | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      2335 | NS      | $502840.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                    | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    316883 | NS      | $1265503.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                       | Swedish Orphan Biovitrum AB                                                     | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |     19426 | NS      | $591233.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                          | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     13900 | NS      | $420892.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                       | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    129850 | NS      | $248129.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9560955 | PA      | $9360772.21   | 0.17%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                      | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $125216.09    | 0.00%             | 2030-09-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                       | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     37136 | NS      | $578289.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                      | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1900 | NS      | $468369.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                      | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     31500 | NS      | $374167.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12089.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2551690 | PA      | $1480976.75   | 0.03%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16969.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15279.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $228272.57    | 0.00%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -234000 | NC      | $-3355.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                          | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      3490 | NS      | $591601.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78555.43     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| National Storage Affiliates Tr                    | National Storage Affiliates Trust                                               | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |     62139 | NS      | $1987826.61   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Danone SA                                         | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     10917 | NS      | $893265.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                        | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      9721 | NS      | $4164024.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142J6AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1723081 | PA      | $1751676.40   | 0.03%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73188.96     | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Terumo Corp                                       | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     24500 | NS      | $449621.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                         | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     32800 | NS      | $1390098.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| On Holding AG                                     | On Holding AG                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     18945 | NS      | $986087.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48122.39     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                  | Delivery Hero SE                                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |     10025 | NS      | $272100.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365269.55    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14620000 | PA      | $14911257.81  | 0.28%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio                | PSF PGIM High Yield Bond Portfolio                                              | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |    773335 | NS      | $5823210.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10831.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    177279 | NS      | $88180347.39  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42748.38     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     51387 | NS      | $731369.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                        | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      1510 | NS      | $195784.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                         | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     85500 | NS      | $526481.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                        | Edenred SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     17909 | NS      | $556262.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | COFFEE 'C'                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        22 | NC      | $-444319.86   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME NICKEL                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        52 | NC      | $-95705.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5856740 | PA      | $5622470.78   | 0.10%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SGD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $674.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243687.11    | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3900 | NS      | $4009512.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                 | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      8216 | NS      | $117091.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                              | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |     20823 | NS      | $958938.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46701.15     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     21200 | NS      | $4877696.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                          | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      1700 | NS      | $609216.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                          | Wise PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     41475 | NS      | $592486.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $92665.97     | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |        70 | NC      | $10371665.11  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4714.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1269138 | PA      | $919282.05    | 0.02%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                      | Carlsberg AS                                                                    | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       926 | NS      | $131198.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       305 | NC      | $246745.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | SOYBEAN MEAL                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       154 | NC      | $-302860.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29000000 | PA      | $28969610.32  | 0.54%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1407.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc                      | American Healthcare REIT Inc                                                    | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |    135788 | NS      | $4988851.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| TechnipFMC PLC                                    | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     11426 | NS      | $393511.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     19900 | NS      | $3343200.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                                 | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      9052 | NS      | $573934.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                   | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     66924 | NS      | $1736871.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                               | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      8850 | NS      | $2430144.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                            | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $513090.49    | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-108245.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                              | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $127229.20    | 0.00%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     20775 | NS      | $3931313.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $130985.00    | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462051.52    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    900000 | PA      | $966106.83    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $52115.25     | 0.00%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | EUR/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19330.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | COTTON NO.2                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        38 | NC      | $6375.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                          | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      2519 | NS      | $132016.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    465000 | PA      | $510437.01    | 0.01%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                            | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     12200 | NS      | $3120516.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development                     | Sumitomo Realty & Development Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |     10900 | NS      | $420951.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | LONG GILT                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        18 | NC      | $31269.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                          | Curbline Properties Corp                                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     71535 | NS      | $1633144.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                      | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |     23554 | NS      | $1104029.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                     | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |     83800 | NS      | $360340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11447800 | PA      | $11561383.64  | 0.21%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                          | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4331 | NS      | $2311584.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                                 | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     37000 | NS      | $814345.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     11300 | NS      | $3498141.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1558762 | PA      | $1559055.05   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $94221.00     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sofina SA                                         | Sofina SA                                                                       | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |       840 | NS      | $277829.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                           | ASX Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      6500 | NS      | $298450.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1790623 | PA      | $2060563.37   | 0.04%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Unum Group                                        | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6800 | NS      | $549168.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292255.47    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                        | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    141342 | NS      | $3680545.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   9170000 | OU      | $8505.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $103031.25    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc                                          | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1100 | NS      | $634414.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $72652.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     26306 | NS      | $2293094.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                    | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |    199478 | NS      | $2496716.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $165419.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                             | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5061 | NS      | $1354019.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $75452.63     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89744.37     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     56533 | NS      | $3792424.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                          | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     52800 | NS      | $653211.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                         | Emera Inc                                                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $60450.00     | 0.00%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer